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adaptMCMC

Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler

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.

Versions across snapshots

VersionRepositoryFileSize
1.5 rolling linux/jammy R-4.5 adaptMCMC_1.5.tar.gz 40.9 KiB
1.5 rolling linux/noble R-4.5 adaptMCMC_1.5.tar.gz 40.9 KiB
1.5 rolling source/ R- adaptMCMC_1.5.tar.gz 7.1 KiB
1.5 latest linux/jammy R-4.5 adaptMCMC_1.5.tar.gz 40.9 KiB
1.5 latest linux/noble R-4.5 adaptMCMC_1.5.tar.gz 40.9 KiB
1.5 latest source/ R- adaptMCMC_1.5.tar.gz 7.1 KiB
1.5 2026-04-26 source/ R- adaptMCMC_1.5.tar.gz 7.1 KiB
1.5 2026-04-23 source/ R- adaptMCMC_1.5.tar.gz 7.1 KiB
1.5 2026-04-09 windows/windows R-4.5 adaptMCMC_1.5.zip 43.6 KiB
1.5 2025-04-20 source/ R- adaptMCMC_1.5.tar.gz 7.1 KiB

Dependencies (latest)

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