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st: Package AMCMC - mata functions for adaptive Markov chain Monte Carlo


From   Matthew Baker <matthew.baker@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Package AMCMC - mata functions for adaptive Markov chain Monte Carlo
Date   Mon, 18 Mar 2013 15:50:38 -0400

Dear Listers;

With the much-appreciated help of Kit Baum, the package AMCMC is now
posted on ssc. The description follows:

TITLE
      'AMCMC': module to provide Mata functions and structures for
adaptive Markov chain Monte Carlo sampling

DESCRIPTION/AUTHOR(S)

       amcmc is a collection of functions for performing adaptive
      Markov chain Monte Carlo sampling in Mata. Functions can be
      implemented as a Mata function, or using a series of structured
      commands. The function(s) can be used to sample from stand alone
      distributions, set up to work with models pre-programmed with
      moptimize or optimize, and set up to function as a step in a
      larger algorithm.

      KW: Adaptive Markov chain Monte Carlo
      KW: Sampling from distributions. Adaptive MCMC

      Requires: Stata version 11.2 and Jann's moremata package from SSC (q.v.)

      Distribution-Date: 20130317

      Author: Matthew Baker, Hunter College
      Support: email matthew.baker@hunter.cuny.edu


INSTALLATION FILES                                  (click here to install)
      ../l/lamcmc.mlib
      ../m/mf_amcmc.sthlp

--
Dr. Matthew J. Baker
Department of Economics
Hunter College and the Graduate Center, CUNY
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