MCMC Simulation and Convergence Evaluation using Entropy and Kullback-Leibler Divergence Estimation

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Documentation for package ‘EntropyMCMC’ version 1.0.4

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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