Hybrid Markov chain Monte Carlo using Gaussian Processes

Documentation for package ‘MCMChybridGP’ version 2.1

MCMChybridGP-package	Hybrid MCMC for a multimodal density with derivatives unknown using Gaussian processes
generateX0	Generate some initial points for the hybrid Exploratory phase
GProcess	Determine a Gaussian process fit to a multivariate log-density function.
hybrid.explore	Exploratory phase to determine points used for a Gaussian process fit.
hybrid.sample	Sampling phase applying results from Exploratory phase.
MCMChybridGP	Hybrid MCMC for a multimodal density with derivatives unknown using Gaussian processes