AMCMC: Stata module to provide Mata functions and structures for adaptive Markov chain Monte Carlo sampling
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.
|Requires:||Stata version 11.2 and Jann's moremata package from SSC (q.v.)|
|Date of creation:||17 Mar 2013|
|Note:||This module should be installed from within Stata by typing "ssc install amcmc". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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