Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation 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.

Version: 1.0
Imports: Rcpp (≥ 1.0.9), utils, Matrix
LinkingTo: Rcpp, RcppArmadillo
Published: 2023-08-18
DOI: NA
Author: John Hughes [aut, cre]
Maintainer: John Hughes <drjphughesjr at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: Rmodule results

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Reference manual: Rmodule.pdf

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Package source: Rmodule_1.0.tar.gz
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