ramcmc: Robust Adaptive Metropolis Algorithm
Version 0.1.0

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 publication2016-11-30 16:28:53
MaintainerJouni Helske <jouni.helske@jyu.fi>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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ramcmc documentation built on May 30, 2017, 2:54 a.m.