Automated Markov Chain Monte Carlo for Arbitrarily Structured Correlation Matrices

Supports automated Markov chain Monte Carlo for arbitrarily structured correlation matrices. The user supplies data, a correlation matrix in symbolic form, the current state of the chain, a function that computes the log likelihood, and a list of prior distributions. The package's flagship function then carries out a parameter-at-a-time update of all correlation parameters, and returns the new state. The method is presented in Hughes (2023), in preparation.


Reference manual

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install.packages("Rmodule")

1.0 by John Hughes, 3 years ago


Browse source code at https://github.com/cran/Rmodule


Authors: John Hughes [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, utils, Matrix

Linking to Rcpp, RcppArmadillo


See at CRAN