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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.

Versions across snapshots

VersionRepositoryFileSize
1.0 rolling linux/jammy R-4.5 Rmodule_1.0.tar.gz 209.1 KiB
1.0 rolling linux/noble R-4.5 Rmodule_1.0.tar.gz 210.0 KiB
1.0 rolling source/ R- Rmodule_1.0.tar.gz 163.7 KiB
1.0 latest linux/jammy R-4.5 Rmodule_1.0.tar.gz 209.1 KiB
1.0 latest linux/noble R-4.5 Rmodule_1.0.tar.gz 210.0 KiB
1.0 latest source/ R- Rmodule_1.0.tar.gz 163.7 KiB
1.0 2026-04-26 source/ R- Rmodule_1.0.tar.gz 163.7 KiB
1.0 2026-04-23 source/ R- Rmodule_1.0.tar.gz 163.7 KiB
1.0 2026-04-09 windows/windows R-4.5 Rmodule_1.0.zip 530.3 KiB
1.0 2025-04-20 source/ R- Rmodule_1.0.tar.gz 163.7 KiB

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