AMCMC: An R interface for adaptive MCMC
AMCMC: An R interface for adaptive MCMC
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DOI：
10.1016/j.csda.2007.02.021
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发表时间：
2007-08-15
影响因子：
1.8
通讯作者：
Rosenthal, Jeffrey S.
中科院分区：
文献类型：
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作者：
Rosenthal, Jeffrey S.
我们描述AMCMC，一个软件包运行自适应MCMC算法的用户提供的密度函数。AMCMC为用户提供了一个R接口，该接口反过来调用C程序以实现更快的计算。用户可以将密度和泛函作为R对象或辅助C文件提供。我们描述的实验表明，在高维度的快速性能，最好是使用后一种选择。(C)2007 Elsevier B.V.保留所有权利。
We describe AMCMC, a software package for running adaptive MCMC algorithms on user-supplied density functions. AMCMC provides the user with an R interface, which in turn calls C programs for faster computations. The user can supply the density and functionals either as R objects, or as auxiliary C files. We describe experiments which illustrate that for fast performance in high dimensions, it is best that the latter option be used. (C) 2007 Elsevier B.V. All rights reserved.