Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
415495 | Computational Statistics & Data Analysis | 2007 | 4 Pages |
Abstract
We describe AMCMC, a software package for running adaptive MCMC algorithms on user-supplied density functions. AMCMC provides the user with an R interface, which in turn calls C programs for faster computations. The user can supply the density and functionals either as R objects, or as auxiliary C files. We describe experiments which illustrate that for fast performance in high dimensions, it is best that the latter option be used.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Jeffrey S. Rosenthal,