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[S] adaptive rejection Metropolis sampling

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Subject: [S] adaptive rejection Metropolis sampling
From: Bob_Dorazio@usgs.gov (Bob Dorazio)
Date: Thu, 21 May 1998 10:12:58 -0600
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 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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