ramcmc (0.1.0)

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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) . 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.

Maintainer: Jouni Helske
Author(s): Jouni Helske

License: GPL (>= 2)

Uses: Rcpp, testthat, knitr
Reverse suggests: bssm

Released over 1 year ago.



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