HI R users, perhaps you can help me with this:

I am planning on using the Gibbs sampler for the correlation coefficient of
a bivariate normal. I have a posterior distribution for rho, besides that,
the conditional distribution for all the parameters of this posterior
distribution. The thing is that, since I have to get a sample, size 10000
for rho, obtain a 95% confidence interval, and repeat this procedure 1000
times; and repeat this procedure for 50 scenaries, I'n thinking this is
going to take forever.

Is there a library for making this work faster? I've heard of gibbs.met, but
I don't know if it's going to work or even more, I didn't understand the
examples.

Thanks!

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