Package: monty 0.3.22

Rich FitzJohn

monty: Monte Carlo Models

Experimental sources for the next generation of mcstate, now called 'monty', which will support much of the old mcstate functionality but new things like better parameter interfaces, Hamiltonian Monte Carlo, and other features.

Authors:Rich FitzJohn [aut, cre], Wes Hinsley [aut], Ed Knock [aut], Marc Baguelin [aut], Imperial College of Science, Technology and Medicine [cph]

monty_0.3.22.tar.gz
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monty.pdf |monty.html
monty/json (API)

# Install 'monty' in R:
install.packages('monty', repos = c('https://mrc-ide.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/mrc-ide/monty/issues

Pkgdown:https://mrc-ide.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

cpp

7.15 score 3 stars 2 packages 25 scripts 80 exports 4 dependencies

Last updated 5 days agofrom:bbe410ff20 (on main). Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 16 2024
R-4.5-win-x86_64OKDec 16 2024
R-4.5-linux-x86_64OKDec 16 2024
R-4.4-win-x86_64OKDec 16 2024
R-4.4-mac-x86_64OKDec 16 2024
R-4.4-mac-aarch64OKDec 16 2024
R-4.3-win-x86_64OKDec 16 2024
R-4.3-mac-x86_64OKDec 16 2024
R-4.3-mac-aarch64OKDec 16 2024

Exports:monty_differentiationmonty_domain_expandmonty_dslmonty_dsl_distributionsmonty_dsl_error_explainmonty_dsl_parse_distributionmonty_examplemonty_modelmonty_model_combinemonty_model_densitymonty_model_direct_samplemonty_model_functionmonty_model_gradientmonty_model_propertiesmonty_model_splitmonty_observermonty_packermonty_packer_groupedmonty_random_betamonty_random_beta_binomial_abmonty_random_beta_binomial_probmonty_random_binomialmonty_random_cauchymonty_random_exponential_meanmonty_random_exponential_ratemonty_random_gamma_ratemonty_random_gamma_scalemonty_random_hypergeometricmonty_random_log_normalmonty_random_n_betamonty_random_n_beta_binomial_abmonty_random_n_beta_binomial_probmonty_random_n_binomialmonty_random_n_cauchymonty_random_n_exponential_meanmonty_random_n_exponential_ratemonty_random_n_gamma_ratemonty_random_n_gamma_scalemonty_random_n_hypergeometricmonty_random_n_log_normalmonty_random_n_negative_binomial_mumonty_random_n_negative_binomial_probmonty_random_n_normalmonty_random_n_poissonmonty_random_n_realmonty_random_n_truncated_normalmonty_random_n_uniformmonty_random_n_weibullmonty_random_negative_binomial_mumonty_random_negative_binomial_probmonty_random_normalmonty_random_poissonmonty_random_realmonty_random_truncated_normalmonty_random_uniformmonty_random_weibullmonty_rng_createmonty_rng_jumpmonty_rng_long_jumpmonty_rng_set_statemonty_rng_statemonty_runner_callrmonty_runner_parallelmonty_runner_serialmonty_runner_simultaneousmonty_samplemonty_sample_continuemonty_sample_manual_cleanupmonty_sample_manual_collectmonty_sample_manual_infomonty_sample_manual_preparemonty_sample_manual_prepare_continuemonty_sample_manual_runmonty_sampler_adaptivemonty_sampler_hmcmonty_sampler_nested_adaptivemonty_sampler_nested_random_walkmonty_sampler_random_walkmonty_samples_thinwith_trace_random

Dependencies:clicpp11R6rlang

DSL parse errors

Rendered fromdsl-errors.Rmdusingknitr::rmarkdownon Dec 16 2024.

Last update: 2024-10-10
Started: 2024-08-06

Introduction to monty

Rendered frommonty.Rmdusingknitr::rmarkdownon Dec 16 2024.

Last update: 2024-10-02
Started: 2024-08-21

Migration from mcstate

Rendered frommigration.Rmdusingknitr::rmarkdownon Dec 16 2024.

Last update: 2024-12-16
Started: 2024-12-16

Probabilistic DSL

Rendered fromdsl.Rmdusingknitr::rmarkdownon Dec 16 2024.

Last update: 2024-12-04
Started: 2024-08-05

Samplers

Rendered fromsamplers.Rmdusingknitr::rmarkdownon Dec 16 2024.

Last update: 2024-12-04
Started: 2024-03-08

Working with samples

Rendered fromsamples.Rmdusingknitr::rmarkdownon Dec 16 2024.

Last update: 2024-12-04
Started: 2024-08-16

Readme and manuals

Help Manual

Help pageTopics
Differentiate expressionsmonty_differentiation
Expand (and check) domain against a packermonty_domain_expand
Domain Specific Language for montymonty_dsl
Information about supported distributionsmonty_dsl_distributions
Explain monty errormonty_dsl_error_explain
Parse distribution expressionmonty_dsl_parse_distribution
Example modelsmonty_example
Create basic modelmonty_model
Combine two modelsmonty_model_combine
Compute log densitymonty_model_density
Directly sample from a modelmonty_model_direct_sample
Create 'monty_model' from a function computing densitymonty_model_function
Compute gradient of log densitymonty_model_gradient
Describe model propertiesmonty_model_properties
Split a combined modelmonty_model_split
Create observermonty_observer
Build a packermonty_packer
Build a nested packermonty_packer_grouped
Sample from beta distributionmonty_random_beta monty_random_n_beta
Sample from beta-binomial distributionmonty_random_beta_binomial_ab monty_random_beta_binomial_prob monty_random_n_beta_binomial_ab monty_random_n_beta_binomial_prob
Sample from binomial distributionmonty_random_binomial monty_random_n_binomial
Sample from Cauchy distributionmonty_random_cauchy monty_random_n_cauchy
Sample from exponential distributionmonty_random_exponential_mean monty_random_exponential_rate monty_random_n_exponential_mean monty_random_n_exponential_rate
Sample from a gamma distribution. There are two parameterisations here, one in terms of rate, and one in terms of scale.monty_random_gamma_rate monty_random_gamma_scale monty_random_n_gamma_rate monty_random_n_gamma_scale
Sample from hypergeometric distributionmonty_random_hypergeometric monty_random_n_hypergeometric
Sample from log-normalmonty_random_log_normal monty_random_n_log_normal
Sample from negative binomial distributionmonty_random_negative_binomial_mu monty_random_negative_binomial_prob monty_random_n_negative_binomial_mu monty_random_n_negative_binomial_prob
Sample from normal distributionmonty_random_normal monty_random_n_normal
Sample from Poisson distributionmonty_random_n_poisson monty_random_poisson
Sample from Uniform(0, 1)monty_random_n_real monty_random_real
Sample from truncated normalmonty_random_n_truncated_normal monty_random_truncated_normal
Sample from uniform distributionmonty_random_n_uniform monty_random_uniform
Sample from Weibullmonty_random_n_weibull monty_random_weibull
Create a monty random number generatormonty_rng_create
Jump random number statemonty_rng_jump monty_rng_long_jump
Get and set random number statemonty_rng_set_state monty_rng_state
Run MCMC chains in parallel with 'callr'monty_runner_callr
Run MCMC chain in parallelmonty_runner_parallel
Run MCMC chain in seriesmonty_runner_serial
Run MCMC chains simultaneouslymonty_runner_simultaneous
Sample from a modelmonty_sample
Continue samplingmonty_sample_continue
Clean up samplesmonty_sample_manual_cleanup
Collect manually run samplesmonty_sample_manual_collect
Get information about manually scheduled samplesmonty_sample_manual_info
Prepare to sample with manual schedulingmonty_sample_manual_prepare
Prepare to continue sampling with manual schedulingmonty_sample_manual_prepare_continue
Run sample with manual schedulingmonty_sample_manual_run
Adaptive Metropolis-Hastings Samplermonty_sampler_adaptive
Create HMCmonty_sampler_hmc
Nested Adaptive Metropolis-Hastings Samplermonty_sampler_nested_adaptive
Nested Random Walk Samplermonty_sampler_nested_random_walk
Random Walk Samplermonty_sampler_random_walk
Thin samplesmonty_samples_thin
Trace random number callswith_trace_random