Rmodule (Q5982967)
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Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rmodule |
Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices |
Statements
Supports automated Markov chain Monte Carlo for arbitrarily structured correlation matrices. The user supplies data, a correlation matrix in symbolic form, the current state of the chain, a function that computes the log likelihood, and a list of prior distributions. The package's flagship function then carries out a parameter-at-a-time update of all correlation parameters, and returns the new state. The method is presented in Hughes (2023), in preparation.
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18 August 2023
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expanded from: GPL (≥ 2) (English)
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