[S] adaptive rejection Metropolis sampling

Bob Dorazio (Bob_Dorazio@usgs.gov)
Thu, 21 May 1998 10:12:58 -0600


A C function, "arms", for adaptive rejection Metropolis sampling (Gilks,
Best and Tan 1995. Applied Statistics 44:455-472) is available on the Web
at http://www.mrc-bsu.cam.ac.uk/. Has anyone written an S-compatible C
function for calling arms, or, better yet, has anyone ported the C code in
arms to S?

One difficulty with using arms in SPLUS is that the arguments of arms
include a pointer to a user-defined struct, which does not correspond with
any of the storage modes in S. Any ideas for working around this
difficulty?

Bob Dorazio
USGS, Biological Resources Division
Gainesville, Florida 32653 USA
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