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


  • Matthew Baker

    () (Hunter College)

Programming Language



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.

Suggested Citation

  • Matthew Baker, 2013. "AMCMC: Stata module to provide Mata functions and structures for adaptive Markov chain Monte Carlo sampling," Statistical Software Components S457613, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s457613
    Note: This module should be installed from within Stata by typing "ssc install amcmc". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.

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