r-ramcmc 0.1.2
Channel: guix-cran
Home page: https://cran.r-project.org/package=ramcmc
Licenses: GPL 2+
Synopsis: Robust Adaptive Metropolis Algorithm
Description:
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.
Total results: 1