SALTSampler: Efficient Sampling on the Simplex
The SALTSampler package facilitates Monte Carlo Markov Chain (MCMC)
sampling of random variables on a simplex. A Self-Adjusting Logit Transform
(SALT) proposal is used so that sampling is still efficient even in difficult
cases, such as those in high dimensions or with parameters that differ by orders
of magnitude. Special care is also taken to maintain accuracy even when some
coordinates approach 0 or 1 numerically. Diagnostic and graphic functions are
included in the package, enabling easy assessment of the convergence and mixing
of the chain within the constrained space.
||R (≥ 3.0.0), lattice
||graphics, methods, stats
||Hannah Director, Scott Vander Wiel, James Gattiker
||Scott Vander Wiel <scottv at lanl.gov>
||BSD_3_clause + file LICENSE
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