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QAEnsemble  

Ensemble Quadratic and Affine Invariant Markov Chain Monte Carlo
View on CRAN: Click here


Download and install QAEnsemble package within the R console
Install from CRAN:
install.packages("QAEnsemble")

Install from Github:
library("remotes")
install_github("cran/QAEnsemble")

Install by package version:
library("remotes")
install_version("QAEnsemble", "1.0.0")



Attach the package and use:
library("QAEnsemble")
Maintained by
Weston Roda
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-01-09
Latest Update: 2025-01-09
Description:
The Ensemble Quadratic and Affine Invariant Markov chain Monte Carlo algorithms provide an efficient way to perform Bayesian inference in difficult parameter space geometries. The Ensemble Quadratic Monte Carlo algorithm was developed by Militzer (2023) <doi:10.3847/1538-4357/ace1f1>. The Ensemble Affine Invariant algorithm was developed by Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65> and it was implemented in Python by Foreman-Mackey et al (2013) <doi:10.48550/arXiv.1202.3665>. The Quadratic Monte Carlo method was shown to perform better than the Affine Invariant method in the paper by Militzer (2023) <doi:10.3847/1538-4357/ace1f1> and the Quadratic Monte Carlo method is the default method used. The Chen-Shao Highest Posterior Density Estimation algorithm is used for obtaining credible intervals and the potential scale reduction factor diagnostic is used for checking the convergence of the chains.
How to cite:
Weston Roda (2025). QAEnsemble: Ensemble Quadratic and Affine Invariant Markov Chain Monte Carlo. R package version 1.0.0, https://cran.r-project.org/web/packages/QAEnsemble. Accessed 17 Jul. 2026.
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