Rmodule: Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices

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.

Version: 1.0
Imports: Rcpp (≥ 1.0.9), utils, Matrix
LinkingTo: Rcpp, RcppArmadillo
Published: 2023-08-18
DOI: 10.32614/CRAN.package.Rmodule
Author: John Hughes [aut, cre]
Maintainer: John Hughes <drjphughesjr at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: Rmodule results


Reference manual: Rmodule.pdf


Package source: Rmodule_1.0.tar.gz
Windows binaries: r-devel: Rmodule_1.0.zip, r-release: Rmodule_1.0.zip, r-oldrel: Rmodule_1.0.zip
macOS binaries: r-release (arm64): Rmodule_1.0.tgz, r-oldrel (arm64): Rmodule_1.0.tgz, r-release (x86_64): Rmodule_1.0.tgz, r-oldrel (x86_64): Rmodule_1.0.tgz


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