helske/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.

Getting started

Package details

AuthorJouni Helske
MaintainerJouni Helske <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
helske/ramcmc documentation built on Aug. 16, 2018, 9:16 p.m.