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Current File : /usr/ports/math/R-cran-mcmc/pkg-descr
Simulates continuous distributions of random vectors using Markov
chain Monte Carlo (MCMC). Users specify the distribution by an R
function that evaluates the log unnormalized density. Algorithms
are random walk Metropolis algorithm (function metrop), simulated
tempering (function temper), and morphometric random walk Metropolis
(Johnson and Geyer, Annals of Statistics, 2012, function morph.metrop),
which achieves geometric ergodicity by change of variable.

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