ramcmc: Building blocks for Robust Adaptive Metropolis algorithm

This small package provides key functions for the RAM algorithm by Vihola (2012). These can be used directly from R or the corresponding header files can be linked to other R packages.

The package cointains three functions, two of which can be useful in more general context as well: The Cholesky update and downdate functions, and the actual update function for the covariance matrix of the proposal distribution used in RAM. For details, see package vignette.