Speeding up Metropolis-Hastings with Rcpp

March 16, 2018
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(This article was first published on R – Stable Markets, and kindly contributed to R-bloggers)

Previous posts in this series on MCMC samplers for Bayesian inference (in order of publication): Bayesian Simple Linear Regression with Gibbs Sampling in R Blocked Gibbs Sampling in R for Bayesian Multiple Linear Regression Metropolis-in-Gibbs Sampling and Runtime Analysis with Profviz The code for all of these posts can be found in my BayesianTutorials GitHub … Continue reading Speeding up Metropolis-Hastings with Rcpp

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