aboutsummaryrefslogtreecommitdiff
path: root/gnu
diff options
context:
space:
mode:
authorRicardo Wurmus <ricardo.wurmus@mdc-berlin.de>2019-01-09 17:12:21 +0100
committerRicardo Wurmus <rekado@elephly.net>2019-01-09 17:13:52 +0100
commitcba08f60a1c887569b13f6edac5cf92952d80fa3 (patch)
tree56bc2b4b30c9c71db07f8105e8b12fa94093dd21 /gnu
parent39274ab4d956f6037bcd6ca814333bda5dddb650 (diff)
downloadpatches-cba08f60a1c887569b13f6edac5cf92952d80fa3.tar
patches-cba08f60a1c887569b13f6edac5cf92952d80fa3.tar.gz
gnu: Add r-mcmc.
* gnu/packages/cran.scm (r-mcmc): New variable.
Diffstat (limited to 'gnu')
-rw-r--r--gnu/packages/cran.scm24
1 files changed, 24 insertions, 0 deletions
diff --git a/gnu/packages/cran.scm b/gnu/packages/cran.scm
index 9947ff3ab4..24d1ee85ed 100644
--- a/gnu/packages/cran.scm
+++ b/gnu/packages/cran.scm
@@ -10361,3 +10361,27 @@ different regularized regression methods: lasso, adaptive lasso, PLS, and
Ridge Regression. In addition, the package provides model selection for
lasso, adaptive lasso and Ridge regression based on cross-validation.")
(license license:gpl2+)))
+
+(define-public r-mcmc
+ (package
+ (name "r-mcmc")
+ (version "0.9-5")
+ (source
+ (origin
+ (method url-fetch)
+ (uri (cran-uri "mcmc" version))
+ (sha256
+ (base32
+ "1i3rahph8pbhi5dsyjnkazqklg4lhh3azlyvx4kvabx50q0awxn6"))))
+ (build-system r-build-system)
+ (home-page "http://www.stat.umn.edu/geyer/mcmc/")
+ (synopsis "Markov chain Monte Carlo")
+ (description
+ "This package simulates continuous distributions of random vectors using
+@dfn{Markov chain Monte Carlo} (MCMC). Users specify the distribution by an R
+function that evaluates the log unnormalized density. Algorithms are random
+walk Metropolis algorithm (function @code{metrop}), simulated
+tempering (function @code{temper}), and morphometric random walk
+Metropolis (function @code{morph.metrop}), which achieves geometric ergodicity
+by change of variable.")
+ (license license:expat)))