Implementation of Robust Adaptive Metropolis#106

Merged

torfjelde merged 34 commits intomasterfrom

Dec 11, 2024

Commits on Dec 5, 2024

fixed default value for `eigenvalue_lower_bound`
torfjelde
committed

Commits on Dec 10, 2024

renamed `RAM` to `RobostMetropolisHastings` + removed the separate module for this

Tor Fjelde
authored and
Tor Fjelde
committed
formatting

Tor Fjelde
authored and
Tor Fjelde
committed
made the docstring for RAM a bit nicer

Tor Fjelde
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Tor Fjelde
committed
fixed doctest

Tor Fjelde
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Tor Fjelde
committed
formatting

Tor Fjelde
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Tor Fjelde
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minor improvement to docstring of RAM

Tor Fjelde
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Tor Fjelde
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fused scalar operations

Tor Fjelde
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Tor Fjelde
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added dimensionality check of the provided `S` matrix

Tor Fjelde
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Tor Fjelde
committed
fixed typo

Tor Fjelde
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Tor Fjelde
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Update docs/src/api.md

torfjelde
and
devmotion
authored
use `randn` instead of `rand` for initialisation

Tor Fjelde
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Tor Fjelde
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added an explanation of the `min`

Tor Fjelde
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Tor Fjelde
committed
Update test/RobustAdaptiveMetropolis.jl

torfjelde
and
devmotion
authored
use explicit `Cholesky` constructor for backwards compat

Tor Fjelde
authored and
Tor Fjelde
committed
Fix typo: ```` -> ```
mhauru
committed
formatted according to `blue`

Tor Fjelde
authored and
Tor Fjelde
committed
Update src/RobustAdaptiveMetropolis.jl

torfjelde
and
mhauru
authored