Skip to content
/ portkey Public

Bernoulli Factory MCMC: Portkey Two-Coin Algorithm for Markov Chain Monte Carlo

Notifications You must be signed in to change notification settings

dvats/portkey

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

8 Commits
 
 
 
 
 
 
 
 
 
 

Repository files navigation

portkey

An R package for implementing the Portkey two-coin Bernoulli factory of Vats et. al. (2020). The main function is portkey which is meant to be used within an MCMC algorithm to determine whether the move should be accepted or rejected. The regular two-coin algorithm can also be implemented using twocoin which just calls portkey for beta = 1.

Installation

This R package is not on CRAN and is hosted on GitHub only.

To download this development repo, through the the devtools package:

# install.packages("devtools")
library(devtools)
devtools::install_github("dvats/portkey")

About

Bernoulli Factory MCMC: Portkey Two-Coin Algorithm for Markov Chain Monte Carlo

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages