swMATH ID: 1123
Software Authors: Jeffrey S. Rosenthal
Description: AMCMC is a package written in R and in C, to estimate the expected value of a user-supplied functional with respect to a user-supplied multi-dimensional density function, by performing an adaptive Markov chain Monte Carlo (MCMC) algorithm, specifically adaptive Metropolis-within-Gibbs.
Homepage: http://probability.ca/amcmc/
Programming Languages: R, C
Operating Systems: Unix, Linux, Mac
Dependencies: R
Keywords: Markov chain Monte Carlo, adaptive algorithms, statistical software, R/C interface
Related Software: R; Grapham; BUGS; Directional; CircSiZer; Wrapped; doParallel; CircStats; CircOutlier; rWind; CircNNTSR; RcppArmadillo; Rcpp; bpnreg; isocir; circular; CircSpaceTime; mcmc; OpenBUGS; CODA
Referenced in: 14 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
AMCMC: an R interface for adaptive MCMC. Zbl 1203.62001
Rosenthal, Jeffrey S.

Referencing Publications by Year