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author | Ricardo Wurmus <ricardo.wurmus@mdc-berlin.de> | 2019-01-09 17:12:21 +0100 |
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committer | Ricardo Wurmus <rekado@elephly.net> | 2019-01-09 17:13:52 +0100 |
commit | cba08f60a1c887569b13f6edac5cf92952d80fa3 (patch) | |
tree | 56bc2b4b30c9c71db07f8105e8b12fa94093dd21 | |
parent | 39274ab4d956f6037bcd6ca814333bda5dddb650 (diff) |
gnu: Add r-mcmc.
* gnu/packages/cran.scm (r-mcmc): New variable.
-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))) |