BayesianTools
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florianhartig
General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics
Make a function to show the sensitivity of a model output on the parameters in the MCMC sample, as well as their contribution to the output uncertainty.
From CRAN: For your next version: Can you provide some references in the 'Description' field of your DESCRIPTION file in the form authors (year) or (no space after 'doi:' and...
The thin argument in the samplers is not properly passed on, e.g. ``` library(BayesianTools) ll
At them moment, if iterations = 10, then the likelihood will be divided in 10 equal chunks that are used for the iterative filtering. There was the idea to make...
The treatment of the parallel option is not properly encapsulated, e.g. ``` tmp
Currently, only internal calculations of the MCMC samplers use parallelization, the nrChains call is not automatically parallelized. The current workaround for a slow model, running 3 chains is - start...
Following discussion here http://stats.stackexchange.com/questions/209810/computation-of-the-marginal-likelihood-from-mcmc-samples/210196 see also http://stats.stackexchange.com/questions/44972/what-is-the-difference-between-laplace-approximation-and-modified-harmonic-me
Benchmark against the sampler of https://cran.r-project.org/web/packages/spBayes/index.html
See http://stats.stackexchange.com/questions/242564/dic-vs-ped-in-jags
SMC doesn't record the time - adjust the SMC to record the same info as all the samplers. In general, I think it would be good to have an extra...
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General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics