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MYIS
View on CRAN: Click
here
Download and install MYIS package within the R console
Install from CRAN:
install.packages("MYIS")
Install from Github:
library("remotes")
install_github("cran/MYIS") Install by package version:
library("remotes")
install_version("MYIS", "0.1.0") Attach the package and use:
library("MYIS")
Maintained by
Shikhar Tyagi
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-08-05
Latest Update: 2026-08-05
Description:
Implements 'Moreau-Yosida' Markov chain Monte Carlo ('MCMC') importance sampling for parameter estimation and Bayesian inference under smooth, non-differentiable, or light-tailed target posterior distributions and arbitrary probability models with complete or censored data. Users supply user-defined probability density functions, optional distribution functions, parameter ranges, and observations subject to complete, right, left, interval, Type-I, Type-II, progressive Type-II, first-failure, or truncation schemes. Constructs 'Moreau-Yosida' envelopes, gradient-based proposals ('MALA', 'HMC', or 'RWM'), self-normalized importance weights, batch-means asymptotic variance estimates, and Bayesian marginal quantiles. Methodologies are based on 'Shukla', 'Vats', and 'Chi' (2025) <doi:10.48550/arXiv.2501.02228>, 'Pereyra' (2016) <doi:10.1111/sjos.12208>, 'Durmus' and others (2022) <doi:10.1214/22-EJS2027>, 'Chen' and 'Shao' (1999) <doi:10.1214/ss/1009211804>, 'Roberts' and 'Rosenthal' (1998) <doi:10.1214/aoap/1028903378>, 'Geweke' (1989) <doi:10.2307/2290062>, 'Hesterberg' (1995) <doi:10.1080/00031305.1995.10476138>, and 'Balakrishnan' and 'Aggarwala' (2000, ISBN:978-0-8176-4001-9).
How to cite:
Shikhar Tyagi (2026). MYIS: 'Moreau-Yosida' Importance Sampling for Statistical Inference. R package version 0.1.0, https://cran.r-project.org/web/packages/MYIS. Accessed 03 Oct. 2026.
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