/GPMH

General Parallel Metropolis-Hastings Package for R

Primary LanguageRGNU General Public License v2.0GPL-2.0

GPMH

General Parallel Metropolis-Hastings Package for R

An R package implementing A general construction for parallelizing Metropolisāˆ’Hastings algorithms.

Written originally as a project to satisfy the assesment for the Scalable Methods & Analysis of Large Complex Data module from the Oxford-Warwick Statistics Programme EPSRC Center for Doctoral Traning.

Install

The devtools package is required to install development versions of this package with the following command:

#library(devtools)
devtools::install_github("tom-jin/GPMH")