Add robust shape adapter implementing algorithm from Vihola (2012)

UCL / rmcmc

Robust Markov chain Monte Carlo methods in R

http://github-pages.ucl.ac.uk/rmcmc/

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Closed matt-graham closed 4 months ago

matt-graham commented 4 months ago

Part of #4

Add support for robust proposal shape adaptation and coercion of acceptance rate using robust adaptive Metropolis algorithm of Vihola (2012).

~~Currently still need to add tests.~~