Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: adaptive rejection sampling

From   Thomas Mählmann <>
To   <>
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,
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,

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index