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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.2 |
2026-04-09 windows/windows R-4.5 | ramcmc_0.1.2.zip |
676.0 KiB |