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st: adaptive rejection sampling


From   Thomas Mählmann <maehlmann@wiso.uni-koeln.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: adaptive rejection sampling
Date   Thu, 8 Sep 2005 15:59:42 +0200

Dear all,
 
one short question: Has anyone implemented the "adaptive rejection sampling"
procedure of Gilks and Wild (see W. Gilks and P. Wild (1992). Adaptive
rejection sampling for Gibbs sampling. Applied Statistics, Vol. 41,
337-348)?
 
I know that there is a program called "ARMS" for R, performing "adaptive
rejection Metropolis sampling", but I would prefer Stata code.
 
Any help is highly appreciated!
 
Best wishes,
Thomas


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