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fmcmc  

A friendly MCMC framework
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("fmcmc", "0.5-2")



Attach the package and use:
library("fmcmc")
Maintained by
George Vega Yon
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-08-27
Latest Update: 2023-08-29
Description:
Provides a friendly (flexible) Markov Chain Monte Carlo (MCMC) framework for implementing Metropolis-Hastings algorithm in a modular way allowing users to specify automatic convergence checker, personalized transition kernels, and out-of-the-box multiple MCMC chains using parallel computing. Most of the methods implemented in this package can be found in Brooks et al. (2011, ISBN 9781420079425). Among the methods included, we have: Haario (2001) Adaptive Metropolis, Vihola (2012) Robust Adaptive Metropolis, and Thawornwattana et al. (2018) Mirror transition kernels.
How to cite:
George Vega Yon (2019). fmcmc: A friendly MCMC framework. R package version 0.5-2, https://cran.r-project.org/web/packages/fmcmc. Accessed 07 Mar. 2026.
Previous versions and publish date:
0.2-0 (2019-08-27 10:50), 0.3-0 (2020-04-23 02:14), 0.4-0 (2020-09-01 23:10), 0.5-0 (2021-09-03 08:50), 0.5-1 (2022-01-14 02:22)
Other packages that cited fmcmc R package
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Complete documentation for fmcmc
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