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
recoded.
A Bayesian treatment of aggregate random coefficient models (with
instruments) has been added, see rbayesBLP.
peter rossi
thanks to Neil Fultz, Keunwoo Kim, and Wayne Taylor for their help in the
recoding.
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