adaptMCMC (1.3)

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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) and achieves often a high efficiency by tuning the proposal distributions to a user defined acceptance rate.

Maintainer: Andreas Scheidegger
Author(s): Andreas Scheidegger, <>, <>

License: GPL (>= 2)

Uses: coda, Matrix
Reverse depends: selectiveInference
Reverse suggests: GUTS

Released about 2 years ago.

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