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:
ramcmc_0.1.2.tar.gz
ramcmc_0.1.2.zip(r-4.5)ramcmc_0.1.2.zip(r-4.4)ramcmc_0.1.2.zip(r-4.3)
ramcmc_0.1.2.tgz(r-4.4-x86_64)ramcmc_0.1.2.tgz(r-4.4-arm64)ramcmc_0.1.2.tgz(r-4.3-x86_64)ramcmc_0.1.2.tgz(r-4.3-arm64)
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://helske.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/helske/ramcmc/issues
Last updated 3 years agofrom:09aa27a675. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 02 2024 |
R-4.5-win-x86_64 | OK | Nov 02 2024 |
R-4.5-linux-x86_64 | OK | Nov 02 2024 |
R-4.4-win-x86_64 | OK | Nov 02 2024 |
R-4.4-mac-x86_64 | OK | Nov 02 2024 |
R-4.4-mac-aarch64 | OK | Nov 02 2024 |
R-4.3-win-x86_64 | OK | Nov 02 2024 |
R-4.3-mac-x86_64 | OK | Nov 02 2024 |
R-4.3-mac-aarch64 | OK | Nov 02 2024 |
Exports:adapt_Schol_downdatechol_update
Dependencies:RcppRcppArmadillo
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 |