Package: monty 0.2.3

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_0.2.3.tar.gz
monty_0.2.3.zip(r-4.5)monty_0.2.3.zip(r-4.4)monty_0.2.3.zip(r-4.3)
monty_0.2.3.tgz(r-4.4-x86_64)monty_0.2.3.tgz(r-4.4-arm64)monty_0.2.3.tgz(r-4.3-x86_64)monty_0.2.3.tgz(r-4.3-arm64)
monty_0.2.3.tar.gz(r-4.5-noble)monty_0.2.3.tar.gz(r-4.4-noble)
monty_0.2.3.tgz(r-4.4-emscripten)monty_0.2.3.tgz(r-4.3-emscripten)
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

Uses libs:
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

30 exports 2 stars 2.31 score 4 dependencies 2 dependents 5 scripts

Last updated 16 days agofrom:c86a53b45e (on main). Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 02 2024
R-4.5-win-x86_64OKSep 02 2024
R-4.5-linux-x86_64OKSep 02 2024
R-4.4-win-x86_64OKSep 02 2024
R-4.4-mac-x86_64OKSep 02 2024
R-4.4-mac-aarch64OKSep 02 2024
R-4.3-win-x86_64OKSep 02 2024
R-4.3-mac-x86_64OKSep 02 2024
R-4.3-mac-aarch64OKSep 02 2024

Exports:monty_differentiationmonty_domain_expandmonty_dslmonty_dsl_distributionsmonty_dsl_error_explainmonty_dsl_parse_distributionmonty_modelmonty_model_combinemonty_model_densitymonty_model_direct_samplemonty_model_functionmonty_model_gradientmonty_model_propertiesmonty_observermonty_packermonty_rngmonty_rng_distributed_pointermonty_rng_distributed_statemonty_rng_pointermonty_runner_parallelmonty_runner_serialmonty_runner_simultaneousmonty_samplemonty_sample_continuemonty_sampler_adaptivemonty_sampler_hmcmonty_sampler_nested_adaptivemonty_sampler_nested_random_walkmonty_sampler_random_walkwith_trace_random

Dependencies:clicpp11R6rlang

DSL parse errors

Rendered fromdsl-errors.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-08-22
Started: 2024-08-06

Introduction to monty

Rendered frommonty.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-08-30
Started: 2024-08-21

Probabilistic DSL

Rendered fromdsl.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-08-21
Started: 2024-08-05

Samplers

Rendered fromsamplers.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-08-21
Started: 2024-03-08

Working with samples

Rendered fromsamples.Rmdusingknitr::rmarkdownon Sep 02 2024.

Last update: 2024-08-21
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
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
Create observermonty_observer
Build a parameter packermonty_packer
Monty Random Number Generatormonty_rng
Create a set of distributed seedsmonty_rng_distributed_pointer monty_rng_distributed_state
Create pointer to random number generator streammonty_rng_pointer
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
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
Trace random number callswith_trace_random