search for: gibbs_met

...ffective model complexity) Both I would extract from the MCMC-trace. Sounds simple? It possibly is - just not for me. I compared several MCMC algorithms implemented in R, from Win/OpenBUGS over MCMCmetrop1R (MCMCpack; my current favourite) and metrop (mcmc) to gibbs and rwmetrop (LearnBayes) and gibbs_met (gibbs.met). These implementations differ dramatically in efficiency (MCMCmetrop1R was over 20 times faster than gibbs_met). Since my functions can be complex (mainly ODEs, complex environmental models programmed in Fortran or C to be called by the system-function), I cannot use OpenBUGS or JAG...

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 distributio...