Package: MYIS
Type: Package
Title: 'Moreau-Yosida' Importance Sampling for Statistical Inference
Version: 0.1.0
Authors@R: c(
    person("Shikhar", "Tyagi", email = "shikhar1093tyagi@gmail.com",
           role = c("aut", "cre"),
           comment = c(ORCID = "0000-0003-1606-0844")),
    person("Arvind", "Pandey", email = "arvindmzu@gmail.com", role = "aut"),
    person("Bhupendra", "Singh", email = "bhupendra.rana@gmail.com", role = "aut"),
    person("Vrijesh", "Tripathi", email = "vrijesh.tripathi@uwi.edu", role = "aut"))
Description: 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).
License: GPL-3
Encoding: UTF-8
Language: en-US
Depends: R (>= 4.1.0)
Imports: stats, graphics
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
Config/testthat/edition: 3
RoxygenNote: 7.3.3
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-10-05 10:56:09 UTC; root
Author: Shikhar Tyagi [aut, cre] (ORCID:
        <https://orcid.org/0000-0003-1606-0844>), Arvind Pandey [aut],
        Bhupendra Singh [aut], Vrijesh Tripathi [aut]
Maintainer: Shikhar Tyagi <shikhar1093tyagi@gmail.com>
Repository: https://shikhartyagi.r-universe.dev
Date/Publication: 2026-08-05 07:50:12 UTC
RemoteUrl: https://github.com/cran/MYIS
RemoteRef: HEAD
RemoteSha: ab601594a1f667f52ead773993fbd5fe19a1e02d