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>. 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 [aut, cre] |
| 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 |
Documentation:
| Reference manual: | ramcmc.html ,ramcmc.pdf |
| Vignettes: | Robust Adaptive Metropolis (source,R code) |
Downloads:
| 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 dependencies:
| Reverse imports: | adaptMCMC |
| Reverse linking to: | bssm |
| Reverse suggests: | bssm,rmcmc |
Linking:
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