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The Rasch Sampler + Code

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The Rasch sampler is an efficient algorithm to sample binary matrices with given marginal sums. It is a Markov chain Monte Carlo (MCMC) algorithm. The program can handle matrices of up to 1024 rows and 64 columns. A special option allows to sample square matrices with given marginals and fixed main diagonal, a problem prominent in social network analysis. In all cases the stationary distribution is uniform. The user has control on the serial dependency.

Author(s): Verhelst N., Hatzinger R., Mair P.

Language: English
Commentary: 634980
Tags: Библиотека;Компьютерная литература;R