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The Rasch Sampler

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Author Info
Norman Verheist
Reinhold Hatzinger
Patrick Mair
Abstract

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.

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Statistical Software.

Volume (Year): 20 ()
Issue (Month): i04 ()
Pages:
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Handle: RePEc:jss:jstsof:20:i04

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This page was last updated on 2008-10-3.

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