swMATH ID: 20444
Software Authors: Alireza S. Mahani, Mansour T.A. Sharabiani
Description: R package MfUSampler. Multivariate-from-Univariate (MfU) MCMC Sampler. Convenience functions for multivariate MCMC using univariate samplers including: slice sampler with stepout and shrinkage (Neal (2003) <<a href=”http://dx.doi.org/10.1214/aos/1056562461”>doi:10.1214/aos/1056562461</a>>), adaptive rejection sampler (Gilks and Wild (1992) <<a href=”http://dx.doi.org/10.2307/2347565”>doi:10.2307/2347565</a>>), adaptive rejection Metropolis (Gilks et al (1995) <<a href=”http://dx.doi.org/10.2307/2986138”>doi:10.2307/2986138</a>>), and univariate Metropolis with Gaussian proposal.
Homepage: https://cran.r-project.org/web/packages/MfUSampler/index.html
Source Code:  https://github.com/cran/MfUSampler
Dependencies: R
Keywords: CRAN; R package; multivariate MCMC; univariate samplers; Multivariate-from-Univariate; MfU
Related Software: R; Stan; numDeriv; JAGS; sns; Matlab; CODA; mnlogit; mvtnorm; RegressionFactory; OpenBUGS; doParallel; pseudo; survival; foreach; QUADPACK; deformula; BSGW; randomForestSRC; gbm
Cited in: 2 Publications

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