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st: Package AMCMC - mata functions for adaptive Markov chain Monte Carlo
From
Matthew Baker <[email protected]>
To
[email protected]
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 [email protected]
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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