Helske J (2021). ramcmc: Robust Adaptive Metropolis Algorithm. R package version 0.1.1, https://github.com/helske/ramcmc.

Vihola M (2012). “Robust adaptive Metropolis algorithm with coerced acceptance rate.” Statistics and Computing, 22(5), 997–1008. ISSN 1573-1375, doi: 10.1007/s11222-011-9269-5, http://dx.doi.org/10.1007/s11222-011-9269-5.

Corresponding BibTeX entries:

  @Manual{ramcmc,
    title = {{ramcmc}: Robust Adaptive Metropolis Algorithm},
    author = {Jouni Helske},
    year = {2021},
    note = {R package version 0.1.1},
    url = {https://github.com/helske/ramcmc},
  }
  @Article{RAM,
    title = {Robust adaptive {M}etropolis algorithm with coerced
      acceptance rate},
    author = {Matti Vihola},
    journal = {Statistics and Computing},
    year = {2012},
    volume = {22},
    number = {5},
    pages = {997--1008},
    issn = {1573-1375},
    doi = {10.1007/s11222-011-9269-5},
    url = {http://dx.doi.org/10.1007/s11222-011-9269-5},
  }