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Package: sns Type: Package Title: Stochastic Newton Sampler Version: 0.9 Date: 2014-8-25 Author: Alireza S. Mahani, Asad Hasan, Marshall Jiang, Mansour T.S. Sharabiani Maintainer: Asad Hasan <email@example.com> Description: Multivariate, Markov Chain Monte Carlo sampler for twice differentiable, log-concave probability densities. SNS is a Metropolis-Hastings variant, with a special form of the proposal function. The proposal function is a local Gaussian approximation to the density obtained via Taylor expansion of the log-density around the current point. The mean of the Gaussian proposal is taken as the full Newton-Raphson step from the current point. During burn-in, Newton-Raphson optimization is performed to get close to the mode of the pdf which is unique due to convexity. License: GPL (>= 2) Imports: mvtnorm Packaged: 2014-08-25 20:13:37 UTC; ahasan NeedsCompilation: no Repository: CRAN Date/Publication: 2014-08-25 22:26:38