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>. 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.

Install the latest version of this package by entering the following in R:
install.packages("ramcmc")
AuthorJouni Helske
Date of publication2016-11-30 16:28:53
MaintainerJouni Helske <jouni.helske@jyu.fi>
LicenseGPL (>= 2)
Version0.1.0

View on CRAN

Files

inst
inst/CITATION
inst/doc
inst/doc/ramcmc.html
inst/doc/ramcmc.R
inst/doc/ramcmc.Rmd
inst/include
inst/include/ramcmc.h
tests
tests/test_all.R
tests/testthat
tests/testthat/test-all.R
src
src/Makevars
src/rwrapper.cpp
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
R
R/update.R R/RcppExports.R
vignettes
vignettes/ramcmc.Rmd
vignettes/ramcmc.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/adapt_S.Rd man/chol_update.Rd man/chol_downdate.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.