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/Rcpp 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.
Changes in version 0.1.2: Updated the JSS citations from URL to DOI.