Implementation of a generic adaptive Monte Carlo Markov Chain
sampler
This package provides an implementation of the generic adaptive Monte
Carlo Markov chain sampler proposed by Vihola (2011).

This package provides an implementation of the generic
adaptive Monte Carlo Markov chain sampler proposed by Vihola
(2011).

Implementation of a Generic Adaptive Monte Carlo Markov Chain
Sampler
Enables sampling from arbitrary distributions if the log density is known up to a constant; a common situation in the context of Bayesian inference. The implemented sampling algorithm was proposed by Vihola (2012) <DOI:10.1007/s11222-011-9269-5> and achieves often a high efficiency by tuning the proposal distributions to a user defined acceptance rate.

Adaptive P-Value Thresholding for Multiple Hypothesis Testing
with Side Information
person("Lihua", "Lei", email = "lihua.lei@berkeley.edu", role = c("aut", "cre"))
Implementation of adaptive p-value thresholding (AdaPT), including both a framework that allows the user to specify any
algorithm to learn local false discovery rate and a pool of convenient functions that implement specific
algorithms. See Lei, Lihua and Fithian, William (2016) <arXiv:1609.06035>.
glmnet, HDtweedie, mgcv, splines, testthat, knitr, rmarkdown,
dplyr

The functions defined in this program serve for
implementing adaptive two-stage tests. Currently, four tests
are included: Bauer and Koehne (1994), Lehmacher and Wassmer
(1999), Vandemeulebroecke (2006), and the horizontal
conditional error function. User-defined tests can also be
implemented. Reference: Vandemeulebroecke, An investigation of
two-stage tests, Statistica Sinica 2006.

person(given = "Marc",
family = "Vandemeulebroecke",
role = c("aut", "cre"),
email = "marc.vandemeulebroecke@novartis.com")
The functions defined in this program serve for implementing adaptive
two-stage tests. Currently, four tests are included: Bauer and Koehne (1994),
Lehmacher and Wassmer (1999), Vandemeulebroecke (2006), and the horizontal conditional
error function. User-defined tests can also be implemented. Reference: Vandemeulebroecke,
An investigation of two-stage tests, Statistica Sinica 2006.