A friendly MCMC framework

Source: R/imports.R

The fmcmc package provides a flexible framework for implementing MCMC models using a lightweight in terms of dependencies. Among its main features, fmcmc allows:

Details

  • Implementing arbitrary transition kernels.

  • Incorporating convergence monitors for automatic stop.

  • Out-of-the-box parallel computing implementation for running multiple chains simultaneously.

For more information see the packages vignettes:

vignette("workflow-with-fmcmc", "fmcmc")

vignette("user-defined-kernels", "fmcmc")

References

Vega Yon et al., (2019). fmcmc: A friendly MCMC framework. Journal of Open Source Software, 4(39), 1427, doi:10.21105/joss.01427