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Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices
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Maintained by
John Hughes
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First Published: 2023-08-18
Latest Update: 2023-08-18
Description:
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.
How to cite:
John Hughes (2023). Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices. R package version 1.0, https://cran.r-project.org/web/packages/Rmodule. Accessed 21 Nov. 2024.
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