Package: geommc 1.3.2

geommc: Geometric Markov Chain Sampling

Simulates from discrete and continuous target distributions using geometric Metropolis-Hastings (MH) algorithms. Users specify the target distribution by an R function that evaluates the log un-normalized pdf or pmf. The package also contains a function implementing a specific geometric MH algorithm for performing high-dimensional Bayesian variable selection.

Authors:Vivekananda Roy [aut, cre]

geommc_1.3.2.tar.gz
geommc_1.3.2.zip(r-4.7)geommc_1.3.2.zip(r-4.6)geommc_1.3.2.zip(r-4.5)
geommc_1.3.2.tgz(r-4.6-x86_64)geommc_1.3.2.tgz(r-4.6-arm64)geommc_1.3.2.tgz(r-4.5-x86_64)geommc_1.3.2.tgz(r-4.5-arm64)
geommc_1.3.2.tar.gz(r-4.7-arm64)geommc_1.3.2.tar.gz(r-4.7-x86_64)geommc_1.3.2.tar.gz(r-4.6-arm64)geommc_1.3.2.tar.gz(r-4.6-x86_64)
geommc_1.3.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html
DESCRIPTION
card.svg |card.png
geommc/json (API)

# Install 'geommc' in R:
install.packages('geommc', repos = c('https://vroys.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/vroys/geommc/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

openblascppopenmp

4.00 score 1 stars 3 scripts 488 downloads 3 exports 17 dependencies

Last updated from:dd0de3e5b8. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK172
linux-devel-x86_64OK185
source / vignettesOK271
linux-release-arm64OK167
linux-release-x86_64OK151
macos-release-arm64OK234
macos-release-x86_64OK410
macos-oldrel-arm64OK237
macos-oldrel-x86_64OK214
windows-develOK212
windows-releaseOK174
windows-oldrelOK147
wasm-releaseOK131

Exports:geomcgeomc.vslogp.vs

Dependencies:clicrayoncubaturegluehmslatticelifecycleMatrixnumDerivpkgconfigprettyunitsprogressR6RcppRcppArmadillorlangvctrs

Geometric MCMC sampling with geomc
What is Geometric approach to MCMC? | Basic Usage | Example 1: Sampling from a Multivariate Normal | Examining the Results | Visualizing the Results | Example 2: Bayesian Inference for Normal Data | Model Setup | Trace plots | Posterior Summaries | Visualizing the Posterior | Understanding the Output | Example 3: Univariate Mixture of Normals | Univariate Mixture of Normals: Run geomc with Default Settings | Univariate Mixture of Normals: Run geomc with Custom Random Walk Base Density | Univariate Mixture of Normals: Run geomc with Informed Approximate Targets | Univariate Mixture of Normals: Run geomc with Informed Approximate Targets along with a Custom Random Walk Base Density | Univariate Mixture of Normals: Run geomc with other choices of eps | Univariate Mixture of Normals: Run geomc with another (non-Gaussian) Informed Approximate Target | Univariate Mixture of Normals: Importance Sampling to estimate inner products for non-Gaussian densities | Example 4: Bivariate Mixture of Normals | Bivariate Mixture of Normals: Run geomc with Informed Approximate Targets along with a Custom Random Walk Base Density | Visualizing Bivariate Mixture Results | Bivariate Mixture of Normals: Run geomc with a diffuse $g$ | Bivariate Mixture of Normals: Comparison with Random Walk Metropolis | Example 2 Continued: Bayesian Inference for Normal Data with MALA Base Density | Example 5: Discrete Distribution (Binomial) | Discrete Distribution (Binomial): Run geomc with Random Walk Base (and user defined bhat.coef function) | Comparing with True Distribution | Discrete Distribution (Binomial): Run geomc with Reflecting Random Walk Base (and user defined bhat.coef function) | Discrete Distribution (Binomial): Run geomc with Uniform Base (an example with ind set as TRUE) | Summary of Non-Default Settings | When to Use Custom Specifications | References

Last update: 2026-05-09
Started: 2026-02-05

Bayesian variable selection with geomc.vs
Introduction | The Variable Selection Problem | Why Bayesian Variable Selection? | Basic Usage | Example 1: | Small Sparse Model | Data Generation | Run geomc.vs for Variable Selection | Examining the Results | Marginal Inclusion Probabilities (MIP) | Visualizing Marginal Inclusion Probabilities | The Median Probability Model | Posterior Mean of Coefficients | Model Space Exploration | Example 2: | Another Example to Illustrate Different Data Structures and Tuning Parameters | Generate Sparse Data | Visualize Sparse Matrix Structure | Memory Comparison | Generate Response Variable | Variable Selection using geomc.vs with Symmetric Random Walk Base | Understanding the Output | MCMC Samples | Log Posterior Values | Results Analysis | Marginal Inclusion Probabilities | Visualizing MIPs | Visualizing WMIPs | Model Selection Performance | Weighted Average Model | Coefficient Estimates | Key Takeaways | Variable Selection using geomc.vs with an Asymmetric Random Walk Base | Additional Parameters | Key Parameters | Summary | Appendix: The Model | Prior Specification | Posterior Computation | References

Last update: 2026-02-05
Started: 2026-02-05