CRAN/E | ramcmc

ramcmc

Robust Adaptive Metropolis Algorithm

Installation

About

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.

Citation ramcmc citation info
Bug report File report

Key Metrics

Version 0.1.2
Published 2021-10-06 1022 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ramcmc results

Downloads

Yesterday 49 0%
Last 7 days 218 -35%
Last 30 days 1.283 -16%
Last 90 days 4.501 -14%
Last 365 days 23.513 +1%

Maintainer

Maintainer

Jouni Helske

Authors

Jouni Helske

aut / cre

Material

Reference manual
Package source

Vignettes

Robust Adaptive Metropolis

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ramcmc archive

Imports

Rcpp ≥ 0.12.8

Suggests

testthat
knitr
rmarkdown

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

adaptMCMC
SIfEK

Reverse Suggests

bssm

Reverse LinkingTo

bssm