adaptMCMC

Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler

CRAN Package

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.

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