Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina GrĂ¼n, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Introduction to SamplerCompare | Thompson | Journal of Statistical Software
Authors: Madeleine B. Thompson
Title: Introduction to SamplerCompare
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.

Page views:: 2712. Submitted: 2010-09-15. Published: 2011-08-24.
Paper: Introduction to SamplerCompare     Download PDF (Downloads: 2711)
SamplerCompare_1.2.1.tar.gz: R source package Download (Downloads: 591; 320KB)
v43i12.R: R example code from the paper Download (Downloads: 617; 1KB)

DOI: 10.18637/jss.v043.i12

This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.