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.

Version: 0.1.0
Imports: Rcpp (≥ 0.12.8)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, knitr
Published: 2016-11-30
Author: Jouni Helske
Maintainer: Jouni Helske <jouni.helske at jyu.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

Downloads:

Reference manual: ramcmc.pdf
Vignettes: Robust Adaptive Metropolis
Package source: ramcmc_0.1.0.tar.gz
Windows binaries: r-devel: ramcmc_0.1.0.zip, r-release: ramcmc_0.1.0.zip, r-oldrel: ramcmc_0.1.0.zip
OS X Mavericks binaries: r-release: ramcmc_0.1.0.tgz, r-oldrel: ramcmc_0.1.0.tgz

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