Implementation of a Generic Adaptive Monte Carlo Markov Chain
Sampler
R package adaptMCMC version 1.3
Enables sampling from arbitrary distributions if the log density is known up to a constant; a common situation in the context of Bayesian inference. The implemented sampling algorithm was proposed by Vihola (2012) <DOI:10.1007/s11222-011-9269-5> and achieves often a high efficiency by tuning the proposal distributions to a user defined acceptance rate.
Software
Depends: R (>= 2.14.1), parallel, coda, Matrix
Andreas Scheidegger <andreas.scheidegger@eawag.ch>
Comprehensive R Archive Network (CRAN)
Andreas Scheidegger, <andreas.scheidegger@eawag.ch>, <scheidegger.a@gmail.com>
GPL (>= 2)
2018-01-14
application/tgz
https://CRAN.R-project.org/package=adaptMCMC