diff options
Diffstat (limited to 'gnu')
| -rw-r--r-- | gnu/packages/cran.scm | 24 |
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))) |