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 [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:

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