[R-pkgs] Naive Gibbs Sampling with Metropolis Steps (pkg: gibbs.met)

[Longhai Li]

Hi R Users:

This package provides two generic functions for performing Markov
chain sampling in a naive way for a user-defined target distribution,
which involves only continuous variables. The function "gibbs_met"
performs Gibbs sampling with each 1-dimensional distribution sampled
with Metropolis update using Gaussian proposal distribution centered
at the previous state. The function "met_gaussian" updates the whole
state with Metropolis method using independent Gaussian proposal
distribution centered at the previous state. The sampling is carried
out without considering any special tricks for improving efficiency.
This package is aimed at only routine applications in
moderate-dimensional problems.

The website for this software is

        http://math.usask.ca/~longhai/software/gibbs.met/release.html

-- 

Longhai Li, PhD

Assistant Professor
Department of Mathematics and Statistics
University of Saskatchewan

Homepage: http://math.usask.ca/~longhai