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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.

Version: 0.1.2
Imports: Rcpp (≥ 0.12.8)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, knitr, rmarkdown
Published: 2021-10-06
DOI: 10.32614/CRAN.package.ramcmc
Author: Jouni Helske ORCID iD [aut, cre]
Maintainer: Jouni Helske <jouni.helske at iki.fi>
BugReports: https://github.com/helske/ramcmc/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: ramcmc citation info
CRAN checks: ramcmc results

Documentation:

Reference manual: ramcmc.pdf
Vignettes: Robust Adaptive Metropolis

Downloads:

Package source: ramcmc_0.1.2.tar.gz
Windows binaries: r-devel: ramcmc_0.1.2.zip, r-release: ramcmc_0.1.2.zip, r-oldrel: ramcmc_0.1.2.zip
macOS binaries: r-release (arm64): ramcmc_0.1.2.tgz, r-oldrel (arm64): ramcmc_0.1.2.tgz, r-release (x86_64): ramcmc_0.1.2.tgz, r-oldrel (x86_64): ramcmc_0.1.2.tgz
Old sources: ramcmc archive

Reverse dependencies:

Reverse imports: adaptMCMC
Reverse linking to: bssm
Reverse suggests: bssm

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ramcmc to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.