Package mcmcSolver

Contains an implementation of the Laplace-type estimator/optimizer from Chernozhukov and Hong (2003).

See:
          Description

Interface Summary
mcmcFunction This interface defines the methods for the statistical function needed in the LTE estimator method of Hong and Chernozhukov.
 

Class Summary
gibbsLTEGeneralizedQuiet Implementation of the LTE optimization/estimation method proposed in Chernozhukov and Hong (2003).
 

Package mcmcSolver Description

Contains an implementation of the Laplace-type estimator/optimizer from Chernozhukov and Hong (2003).