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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.
Version: | 0.1.2 |
Imports: | Rcpp (≥ 0.12.8) |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | testthat, knitr, rmarkdown |
Published: | 2021-10-06 |
DOI: | 10.32614/CRAN.package.ramcmc |
Author: | Jouni Helske |
Maintainer: | Jouni Helske <jouni.helske at iki.fi> |
BugReports: | https://github.com/helske/ramcmc/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
Citation: | ramcmc citation info |
CRAN checks: | ramcmc results |
Reference manual: | ramcmc.pdf |
Vignettes: |
Robust Adaptive Metropolis |
Package source: | ramcmc_0.1.2.tar.gz |
Windows binaries: | r-devel: ramcmc_0.1.2.zip, r-release: ramcmc_0.1.2.zip, r-oldrel: ramcmc_0.1.2.zip |
macOS binaries: | r-release (arm64): ramcmc_0.1.2.tgz, r-oldrel (arm64): ramcmc_0.1.2.tgz, r-release (x86_64): ramcmc_0.1.2.tgz, r-oldrel (x86_64): ramcmc_0.1.2.tgz |
Old sources: | ramcmc archive |
Reverse imports: | adaptMCMC |
Reverse linking to: | bssm |
Reverse suggests: | bssm |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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