Package: ramcmc 0.1.2

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
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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
ramcmc/json (API)

# Install 'ramcmc' in R:

install.packages('ramcmc', repos = c('https://helske.r-universe.dev', 'https://cloud.r-project.org'))

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

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

On CRAN:

openblas cpp

6.83 score 6 stars 12 packages 16 scripts 3.9k downloads 3 exports 2 dependencies

Last updated from:09aa27a675. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	134
linux-devel-x86_64	OK	125
source / vignettes	OK	189
linux-release-arm64	OK	139
linux-release-x86_64	OK	129
macos-release-arm64	OK	83
macos-release-x86_64	OK	236
macos-oldrel-arm64	OK	117
macos-oldrel-x86_64	OK	196
windows-devel	OK	100
windows-release	OK	108
windows-oldrel	OK	82
wasm-release	OK	134

Exports:adapt_S chol_downdate chol_update

Dependencies:Rcpp RcppArmadillo

ramcmc: Building blocks for Robust Adaptive Metropolis algorithm

Introduction | RAM algorithm | Illustration | Linking to other R packages | References

Rendered fromramcmc.Rmdusingknitr::rmarkdown

Last update: 2016-12-08
Started: 2016-11-26

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Update the Proposal of RAM Algorithm	adapt_S
Rank-one Downdate of Cholesky Decomposition	chol_downdate
Rank-one Update of Cholesky Decomposition	chol_update