Package: MCMChybridGP
Version: 5.4
Title: Hybrid Markov Chain Monte Carlo using Gaussian Processes
Author: Mark J. Fielding <mark.fielding@gmx.com>
Maintainer: Mark J. Fielding <mark.fielding@gmx.com>
Depends: MASS
Description: Hybrid Markov chain Monte Carlo (MCMC) to simulate from a
multimodal target distribution.  A Gaussian process
approximation makes this possible when derivatives are unknown.
The Package serves to minimize the number of function
evaluations in Bayesian calibration of computer models using
parallel tempering.  It allows replacement of the true target
distribution in high temperature chains, or complete replacement
of the target.  Methods used are described in, "Efficient MCMC
schemes for computationally expensive posterior distributions",
Fielding et al. (2011) <doi:10.1198/TECH.2010.09195>.
The research presented in this work was carried out as part of
the Singapore-Delft Water Alliance Multi-Objective
Multi-Reservoir Management research programme (R-264-001-272).
License: GPL-2
LazyLoad: yes
Packaged: 2020-11-09 20:50:35 UTC; mark
Repository: CRAN
Date/Publication: 2020-11-12 18:50:02 UTC
NeedsCompilation: yes

Package: MCMCpack
Version: 0.3-10
Date: 2003-2-16
Title: Markov chain Monte Carlo (MCMC) Package
Author: Andrew D. Martin <admartin@artsci.wustl.edu>, and
Kevin M. Quinn <quinn@stat.washington.edu>
Maintainer: Andrew D. Martin <admartin@artsci.wustl.edu>
Depends: R (>= 1.6.0), coda, ts, MASS
Description: This package contains functions for posterior
simulation for a number of statistical models. All simulation
is done in compiled C++ written in the Scythe Statistical
Library Version 0.3. All models return coda mcmc objects that
can then be summarized using coda functions or the coda menu
interface.  The package also contains some useful utility
functions, including some additional PDFs and pseudo-random
number generators for statistical distributions.
License: GPL version 2 or newer
URL: http://www.r-project.org, http://scythe.wustl.edu,
http://scythe.wustl.edu/mcmcpack.html

Package: MCMCpack
Version: 0.3-11
Date: 2003-3-17
Title: Markov chain Monte Carlo (MCMC) Package
Author: Andrew D. Martin <admartin@artsci.wustl.edu>, and
Kevin M. Quinn <quinn@stat.washington.edu>
Maintainer: Andrew D. Martin <admartin@artsci.wustl.edu>
Depends: R (>= 1.6.0), coda, ts, MASS
Description: This package contains functions for posterior
simulation for a number of statistical models. All simulation
is done in compiled C++ written in the Scythe Statistical
Library Version 0.3. All models return coda mcmc objects that
can then be summarized using coda functions or the coda menu
interface.  The package also contains some useful utility
functions, including some additional PDFs and pseudo-random
number generators for statistical distributions.
License: GPL version 2 or newer
URL: http://www.r-project.org, http://scythe.wustl.edu,
http://scythe.wustl.edu/mcmcpack.html