Package: ramcmc 0.1.2

Jouni Helske

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.

Authors:Jouni Helske [aut, cre]

ramcmc_0.1.2.tar.gz
ramcmc_0.1.2.tar.gz(r-4.5-noble)ramcmc_0.1.2.tar.gz(r-4.4-noble)
ramcmc_0.1.2.tgz(r-4.4-emscripten)ramcmc_0.1.2.tgz(r-4.3-emscripten)
ramcmc.pdf |ramcmc.html✨
ramcmc/json (API)

# Install 'ramcmc' in R:
install.packages('ramcmc', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/helske/ramcmc/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

3.82 score 12 packages 8 scripts 1.8k downloads 3 exports 2 dependencies

Last updated 3 years agofrom:eb8c379d7f. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-linux-x86_64OKNov 12 2024

Exports:adapt_Schol_downdatechol_update

Dependencies:RcppRcppArmadillo

ramcmc: Building blocks for Robust Adaptive Metropolis algorithm

| Jouni Helske | University of Jyväskylä, Department of Mathematics and Statistics, Finland

Rendered fromramcmc.Rmdusingknitr::rmarkdownon Nov 12 2024.

Last update: 2021-04-18
Started: 2016-11-30