资 源 简 介
This code implements the Parallel Adaptive Wang-Landau algorithm described in
"An Adaptive Interacting Wang-Landau Algorithm
for Automatic Density Exploration", written by Luke Bornn, Pierre E. Jacob, Pierre Del Moral and Arnaud Doucet.
ArXiv link:
http://arxiv.org/abs/1109.3829
The paper is going to appear in the Journal of Computational and Graphical Statistics.
The package is also available on CRAN.
The package allows to create the plots shown in the article. It supports both discrete and continuous target distributions. See the demo/ and the inst/ sub-folders for examples.
Other methods are implemented, such as adaptive Metropolis-Hastings and SMC sampler.
There are no binaries, so you need to install from source. To do this, using Mac or GNU/Linux just go to the folder where you extracted ZIP archive and run:
R CMD INSTALL PAWL
If you"re running Windows, you need the Windows toolset to install the package (quite
