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ramcmc: Robust Adaptive Metropolis Algorithm
Function for adapting the shape of the random walk Metropolis proposal as specified by robust adaptive Metropolis algorithm by Vihola (2012) <doi:10.1007/s11222-011-9269-5>. The package also includes fast functions for rank-one Cholesky update and downdate. These functions can be used directly from R or the corresponding C++ header files can be easily linked to other R packages.
Browse package contents
Package details |
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| Author | Jouni Helske [aut, cre] (<https://orcid.org/0000-0001-7130-793X>) |
| Maintainer | Jouni Helske <jouni.helske@iki.fi> |
| License | GPL (>= 2) |
| Version | 0.1.2 |
| Package repository | View on CRAN |
| Installation |
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