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DESCRIPTION
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DESCRIPTION
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Package: ramcmc
Title: Robust Adaptive Metropolis Algorithm
Version: 0.1.2
Date: 2021-10-06
Authors@R:
person(given = "Jouni",
family = "Helske",
role = c("aut", "cre"),
email = "jouni.helske@iki.fi",
comment = c(ORCID = "0000-0001-7130-793X"))
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.
License: GPL (>= 2)
BugReports: https://github.com/helske/ramcmc/issues
Suggests:
testthat,
knitr,
rmarkdown
Imports:
Rcpp (>= 0.12.8)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 5.0.1
VignetteBuilder: knitr