Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily StructuredCorrelation Matrices
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.
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=Rmoduleto link to this page.