Introduction to SamplerCompare
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...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2011-08-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v43/i12/paper |