adaptMCMC
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Software:32544
swMATH20727CRANadaptMCMCMaRDI QIDQ32544
Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler
Last update: 29 January 2024
Software version identifier: 1.4, 1.0.2, 1.0.3, 1.0, 1.1, 1.2, 1.3, 1.5
Source code repository: https://github.com/cran/adaptMCMC
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Enables sampling from arbitrary distributions if the log density is known up to a constant; a common situation in the context of Bayesian inference. The implemented sampling algorithm was proposed by Vihola (2012) <doi:10.1007/s11222-011-9269-5> and achieves often a high efficiency by tuning the proposal distributions to a user defined acceptance rate.