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'Moreau-Yosida' Importance Sampling for Statistical Inference

0packages depend
474downloads / year
80.2%test coverage
13/13flavors OK

Overview

About

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
13OK
Slowest check: 5.7 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK8 OK2026-08-06
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
16 (1 internal)includes a package overview page
Examples that run
100%14 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
13%

Downloads

474
CRAN downloads in the past year
Rank #24,725 · ~1/day · ~40/mo
Daily download trend is not available in this view yet.
12730 days
47490 days
4741 year
Compare downloads with other packages →
Also on13 r2u2 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing MYIS adds no packages beyond those that come with R.

Depends (1)
R >= 4.1.0
Imports (2)
statsgraphics
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (4)
Author, Maintainer since 0.1.0 (2026)
Releases (1)
  • 0.1.0Latest
    first seen 2026-08-05 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First seen
2026-08-05
Total releases
1 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 4.1.0
Download size
37 KB

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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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