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MYIS

0.1.0

'Moreau-Yosida' Importance Sampling for Statistical Inference

0packages depend
71downloads / year
80.2%test coverage
11/11checks pass

Overview

About
Maintained by Shikhar TyagiFirst published 2026-08-051 releasesCRAN page ↗

Implements 'Moreau-Yosida' Markov chain Monte Carlo ('MCMC') importance sampling for parameter estimation and Bayesian inference under smooth, non-differentiable, or light-tailed target posterior distributions and arbitrary probability models with complete or censored data. Users supply user-defined probability density functions, optional distribution functions, parameter ranges, and observations subject to complete, right, left, interval, Type-I, Type-II, progressive Type-II, first-failure, or truncation schemes. Constructs 'Moreau-Yosida' envelopes, gradient-based proposals ('MALA', 'HMC', or 'RWM'), self-normalized importance weights, batch-means asymptotic variance estimates, and Bayesian marginal quantiles. Methodologies are based on 'Shukla', 'Vats', and 'Chi' (2025) doi:10.48550/arXiv.2501.02228, 'Pereyra' (2016) doi:10.1111/sjos.12208, 'Durmus' and others (2022) doi:10.1214/22-EJS2027, 'Chen' and 'Shao' (1999) doi:10.1214/ss/1009211804, 'Roberts' and 'Rosenthal' (1998) doi:10.1214/aoap/1028903378, 'Geweke' (1989) doi:10.2307/2290062, 'Hesterberg' (1995) doi:10.1080/00031305.1995.10476138, and 'Balakrishnan' and 'Aggarwala' (2000, ISBN:978-0-8176-4001-9).

Install

Health

CRAN checks
11OK
Slowest check: 6.0 min · r-oldrel-windows-x86_64
Code health
Yes
Tests · ratio 0.07
80.2%
Coverage · measured lines
100%
Documentation · exports
2
Dependencies · direct
Check history
  • OK2026-08-06
    8 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
100%
Return-value docs
100%
References docs
13%

Downloads

71
CRAN downloads in the past year
Rank #24,738 · ~0/day · ~6/mo
MYIS
Daily download trend is not available in this view yet.

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.1.0
Imports (2)
statsgraphics
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (4)
Maintainer (1)
Author, Maintainer
Authors (4)
Author, Maintainer
Package Timeline

1 release. R releases are shown for context.

  • 0.1.0Latest
    2026-08-05 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-08-05
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 4.1.0
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("MYIS")
Tyagi, S., Pandey, A., Singh, B., & Tripathi, V. (2026). MYIS: 'Moreau-Yosida' Importance Sampling for Statistical Inference (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.MYIS

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for MYIS version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-11. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-11, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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