Introduction to SamplerCompare

View Researcher's Other Codes

Disclaimer: The provided code links for this paper are external links. Science Nest has no responsibility for the accuracy, legality or content of these links. Also, by downloading this code(s), you agree to comply with the terms of use as set out by the author(s) of the code(s).

Authors Madeleine B. Thompson
Journal/Conference Name Journal of Statistical Software
Paper Category
Paper Abstract SamplerCompare is an R package for comparing the performance of Markov chain Monte Carlo (MCMC) samplers. It samples from a collection of distributions with a collection of MCMC methods over a range of tuning parameters. Then, using log density evaluations per uncorrelated observation as a figure of merit, it generates a grid of plots showing the results of the simulation. It comes with a collection of predefined distributions and samplers and provides R and C interfaces for defining additional ones. It also provides the means to import simulation data generated by external systems. This document provides background on the package and demonstrates the basics of running simulations, visualizing results, and defining distributions and samplers in R.
Date of publication 2011
Code Programming Language R
Comment

Copyright Researcher 2021