ramcmc: Robust Adaptive Metropolis Algorithm
Version 0.1.0-1

Function for adapting the shape of the random walk Metropolis proposal as specified by robust adaptive Metropolis algorithm by Vihola (2012) . 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.

Package details

AuthorJouni Helske
Date of publication2018-05-29 10:38:05 UTC
MaintainerJouni Helske <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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ramcmc documentation built on May 29, 2018, 5:04 p.m.