SALTSampler: Efficient Sampling on the Simplex

The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC) sampling of random variables on a simplex. A Self-Adjusting Logit Transform (SALT) proposal is used so that sampling is still efficient even in difficult cases, such as those in high dimensions or with parameters that differ by orders of magnitude. Special care is also taken to maintain accuracy even when some coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are included in the package, enabling easy assessment of the convergence and mixing of the chain within the constrained space.

Version: 0.1
Depends: R (≥ 3.0.0), lattice
Imports: graphics, methods, stats
Suggests: knitr, coda
Published: 2015-11-03
Author: Hannah Director, Scott Vander Wiel, James Gattiker
Maintainer: Scott Vander Wiel <scottv at lanl.gov>
License: BSD_3_clause + file LICENSE
NeedsCompilation: no
CRAN checks: SALTSampler results

Downloads:

Reference manual: SALTSampler.pdf
Vignettes: Vignette Title
Package source: SALTSampler_0.1.tar.gz
Windows binaries: r-devel: SALTSampler_0.1.zip, r-release: SALTSampler_0.1.zip, r-oldrel: SALTSampler_0.1.zip
OS X Mavericks binaries: r-release: SALTSampler_0.1.tgz, r-oldrel: SALTSampler_0.1.tgz

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