adaptMCMC-package: Generic adaptive Monte Carlo Markov Chain sampler
Description
This package provides an implementation of the generic adaptive Monte
Carlo Markov chain sampler proposed by Vihola (2011).Details
ll{
Package: adaptMCMC
Type: Package
Version: 1.0.2
Date: 2012-01-03
License: GPL (>= 2)
LazyLoad: yes
}
The workhorse function is MCMC. Chains can be updated with
MCMC.add.samples. MCMC.parallel is a
wrapper to generate independent chains on several CPU's in parallel
using parallel. coda-functions can be used after conversion
with convert.to.coda.References
Vihola, M. (2011) Robust adaptive Metropolis algorithm with
coerced acceptance rate. Statistics and Computing.
[online] http://www.springerlink.com/content/672270222w79h431/,
(Accessed December 8, 2011)