[R-pkgs] version 3.0-0 of bayesm
perossichi at gmail.com
Mon Jun 15 05:50:54 CEST 2015
Version 3.0-0 of bayesm is now on CRAN.
All MCMC routines in this version have been recoded using rcpp-Armadillo.
This results in speeds gains
of between 2 and 30 times faster (hierarchical and density estimation
routines are on the higher end of this range) than
in bayesm version 2.2-5.
The algorithm, rsurGibbs, has been improved for better speed as well as
A Bayesian treatment of aggregate random coefficient models (with
instruments) has been added, see rbayesBLP.
thanks to Neil Fultz, Keunwoo Kim, and Wayne Taylor for their help in the
[[alternative HTML version deleted]]
More information about the R-packages