A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.
GNU Lesser General Public License v2.1
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Add a swap MH move for spike-and-slab samplers. #21
Implemented in BregVsSampler and exposed in lm.spike and bsts for standard regression models of moderate size.
It is hard to write a test that shows the swap move making a real improvement in mixing, so I'm not going to push it to all the remaining samplers just yet.
Implemented in BregVsSampler and exposed in lm.spike and bsts for standard regression models of moderate size.
It is hard to write a test that shows the swap move making a real improvement in mixing, so I'm not going to push it to all the remaining samplers just yet.