Other packages > Find by keyword >

Rosenbrock  

Extended Rosenbrock-Type Densities for Markov Chain Monte Carlo (MCMC) Sampler Benchmarking
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("Rosenbrock", "0.1.0")



Attach the package and use:
library("Rosenbrock")
Maintained by
Martin Wiegand
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-15
Latest Update: 2020-03-15
Description:
New Markov chain Monte Carlo (MCMC) samplers new to be thoroughly tested and their performance accurately assessed. This requires densities that offer challenging properties to the novel sampling algorithms. One such popular problem is the Rosenbrock function. However, while its shape lends itself well to a benchmark problem, no codified multivariate expansion of the density exists. We have developed an extension to this class of distributions and supplied densities and direct sampler functions to assess the performance of novel MCMC algorithms. The functions are introduced in "An n-dimensional Rosenbrock Distribution for MCMC Testing" by Pagani, Wiegand and Nadarajah (2019) .
How to cite:
Martin Wiegand (2020). Rosenbrock: Extended Rosenbrock-Type Densities for Markov Chain Monte Carlo (MCMC) Sampler Benchmarking. R package version 0.1.0, https://cran.r-project.org/web/packages/Rosenbrock. Accessed 10 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited Rosenbrock R package
View Rosenbrock citation profile
Other R packages that Rosenbrock depends, imports, suggests or enhances
Complete documentation for Rosenbrock
Functions, R codes and Examples using the Rosenbrock R package
Some associated functions: deven . dfull . dhybrid . reven . rhybrid . 
Some associated R codes: main.R .  Full Rosenbrock package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

plyr  
Tools for Splitting, Applying and Combining Data
A set of tools that solves a common set of problems: you need to break a big problem down into mana ...
Download / Learn more Package Citations See dependency  
gena  
Genetic Algorithm and Particle Swarm Optimization
Implements genetic algorithm and particle swarm algorithm for real-valued functions. Various modific ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
envirem  
Generation of ENVIREM Variables
Generation of bioclimatic rasters that are complementary to the typical 19 bioclim variables. ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA