Rosenbrock
Extended Rosenbrock-Type Densities for Markov Chain Monte Carlo (MCMC) Sampler Benchmarking
Description
New Markov chain Monte Carlo (MCMC) samplers new to be thoroughly tested and their performance accurately assessed. This requires densities that offer challenging properties to the novel sampling algorithms. One such popular problem is the Rosenbrock function. However, while its shape lends itself well to a benchmark problem, no codified multivariate expansion of the density exists. We have developed an extension to this class of distributions and supplied densities and direct sampler functions to assess the performance of novel MCMC algorithms. The functions are introduced in "An n-dimensional Rosenbrock Distribution for MCMC Testing" by Pagani, Wiegand and Nadarajah (2019) <arXiv:1903.09556>.
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Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (5 non-OK)
CRAN incoming feasibility
Maintainer: ‘Martin Wiegand <Martin.Wiegand@mrc-bsu.cam.ac.uk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Martin",
family = "Wiegand",
role = c("aut", "cre"),
email = "martin.wiegand@mrc-bsu.cam.ac.uk")
as necessary.
The Description field contains
Wiegand and Nadarajah (2019) <arXiv:1903.09556>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Martin Wiegand <Martin.Wiegand@mrc-bsu.cam.ac.uk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Martin",
family = "Wiegand",
role = c("aut", "cre"),
email = "martin.wiegand@mrc-bsu.cam.ac.uk")
as necessary.
The Description field contains
Wiegand and Nadarajah (2019) <arXiv:1903.09556>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
Check History
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Martin Wiegand <Martin.Wiegand@mrc-bsu.cam.ac.uk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Martin",
family = "Wiegand",
role = c("aut", "cre"),
email = "martin.wiegand@mrc-bsu.cam.ac.uk")
as necessary.
The Description field contains
Wiegand and Nadarajah (2019) <arXiv:1903.09556>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
CRAN incoming feasibility
Maintainer: ‘Martin Wiegand <Martin.Wiegand@mrc-bsu.cam.ac.uk>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: person(given = "Martin",
family = "Wiegand",
role = c("aut", "cre"),
email = "martin.wiegand@mrc-bsu.cam.ac.uk")
as necessary.
The Description field contains
Wiegand and Nadarajah (2019) <arXiv:1903.09556>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory
LazyData
'LazyData' is specified without a 'data' directory