EntropyMCMC-package |
(A)MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation |

accept_ratio |
Acceptance ratio for Hastings-Metropolis simulated MCMC chains |

AMHaario_chain |
Simulating MCMC single chains using MCMC algorithms |

CollectChains |
Collect MCMC chains in a single object |

DrawInit |
Random draws for initialization |

EntropyMCMC |
Kullback and entropy estimation from MCMC simulation output - single and multicore versions |

EntropyMCMC.mc |
Kullback and entropy estimation from MCMC simulation output - single and multicore versions |

EntropyParallel |
Parallel simulation and Entropy estimation of MCMC's - single core and cluster versions |

EntropyParallel.cl |
Parallel simulation and Entropy estimation of MCMC's - single core and cluster versions |

gaussian_pdf |
Proposal density evaluation and simulation |

gaussian_proposal |
Proposal density evaluation and simulation |

HMIS_norm_chain |
Simulating MCMC single chains using MCMC algorithms |

IID_chain |
Simulating MCMC single chains using MCMC algorithms |

MCMCcopies |
Simulates iid copies of a MCMC algorithm |

MCMCcopies.cl |
Parallel simulation of iid copies of a MCMC algorithm - cluster versions |

MCMCcopies.mc |
Simulates iid copies of a MCMC algorithm - multicore version |

normEntropy |
Theoretical value of the entropy for the multivariate gaussian |

plot.KbMCMC |
Plot sequences of estimates of Kullback distance or Entropy against iterations |

plot.plMCMC |
Plot paths of copies of Markov chains |

plottarget3d |
3D plot of a two-dimensional MCMC target, or any function |

plot_Kblist |
Plot sequences of Kullback distance estimates for comparison of several MCMC algorithms for a same target density |

RWHM_chain |
Simulating MCMC single chains using MCMC algorithms |

summary.plMCMC |
Summarizes content of a 'plMCMC' object holding iid copies of MCMC's |