CMCMC
Contemporaneous Markov Chain Monte Carlo
Implements contemporaneous Markov chain Monte Carlo (CMCMC) and interchain adaptive Markov chain Monte Carlo (INCA) samplers of Craiu, Rosenthal and Yang (2009) <doi:10.1198/jasa.2009.tm08393> for targets known up to a normalising constant. The samplers run multiple Metropolis chains in parallel and update proposal covariance estimates using contemporaneous particle groups. Built-in target kernels include multivariate normal, logistic regression, Poisson, Gaussian, Gamma, and hierarchical models, with support for user-provided target kernels. The formula interface glm_cmcmc() fits supported generalized linear models using the built-in kernels. 'CUDA' is used when available, and an 'OpenMP'-enabled CPU backend is available on systems without a 'CUDA' compiler.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.0.1 |
rolling linux/jammy R-4.5 | CMCMC_0.0.1.tar.gz |
448.5 KiB |
0.0.1 |
rolling linux/noble R-4.5 | CMCMC_0.0.1.tar.gz |
448.5 KiB |
0.0.1 |
rolling source/ R- | CMCMC_0.0.1.tar.gz |
333.6 KiB |
0.0.1 |
latest linux/jammy R-4.5 | CMCMC_0.0.1.tar.gz |
448.5 KiB |
0.0.1 |
latest linux/noble R-4.5 | CMCMC_0.0.1.tar.gz |
448.5 KiB |
0.0.1 |
latest source/ R- | CMCMC_0.0.1.tar.gz |
333.6 KiB |
0.0.1 |
2026-04-23 source/ R- | CMCMC_0.0.1.tar.gz |
0 B |