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The Rasch Sampler

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...

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Bibliographic Details
Published in:Journal of statistical software 2007, Vol.20 (4)
Main Authors: Verhelst, Norman D., Hatzinger, Reinhold, Mair, Patrick
Format: Article
Language:English
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Summary: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.
ISSN:1548-7660
1548-7660
DOI:10.18637/jss.v020.i04