| Name : R-Rosenbrock
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:04:04
|
| Group : Development/Libraries/Other
| Source RPM : R-Rosenbrock-0.1.0-lp153.2.13.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : Extended Rosenbrock-Type Densities for Markov Chain Monte Carlo (MCMC) Sampler Benchmarking
|
Description :
New Markov chain Monte Carlo (MCMC) samplers new to be thoroughly
tested and their performance accurately assessed. This requires
densities that offer challenging properties to the novel sampling
algorithms. One such popular problem is the Rosenbrock function.
However, while its shape lends itself well to a benchmark problem, no
codified multivariate expansion of the density exists. We have
developed an extension to this class of distributions and supplied
densities and direct sampler functions to assess the performance of
novel MCMC algorithms. The functions are introduced in \"An
n-dimensional Rosenbrock Distribution for MCMC Testing\" by Pagani,
Wiegand and Nadarajah (2019) < arXiv:1903.09556>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
