The R package `MCMCprecision` estimates the precision of the posterior model
probabilities in transdimensional Markov chain Monte Carlo methods (e.g.,
reversible jump MCMC or product-space MCMC). This is useful for applications of
transdimensional MCMC, such as model selection, mixtures with varying numbers of
components, change-point detection, capture-recapture models, phylogenetic trees,
variable selection, and for discrete parameters in MCMC output in general.
To install MCMCprecision from GitHub, paste the following code into R
(dependencies need to be installed manually):
### Dependencies:
# install.packages(c("combinat", "devtools", "RcppProgress", "RcppArmadillo", "RcppEigen"))
library(devtools)
# install_github("danheck/MCMCprecision")
install.packages("MCMCprecision", repos = c('https://danheck.r-universe.dev', 'https://cloud.r-project.org'))
To compile C++ code, Windows requires Rtools
and Mac Xcode Command Line Tools, respectively. Moreover, on Mac, it might be necessary to install the library gfortran
manually, as required to compile the package RcppArmadillo.