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Rtwalk

2.1.0Package record

An MCMC Sampler Using the t-Walk Algorithm

0packages depend
2.4Kdownloads / year
100.0%test coverage
13/13flavors OK

Overview

About

Implements the t-walk algorithm, a general-purpose, self-adjusting Markov Chain Monte Carlo (MCMC) sampler for continuous distributions as described by Christen & Fox (2010) doi:10.1214/10-BA603. The t-walk requires no tuning and is robust for a wide range of target distributions, including high-dimensional and multimodal problems. This implementation includes an option for running multiple chains in parallel to accelerate sampling and facilitate convergence diagnostics.

Changes in 2.1.0

Algorithm correctness

  • Corrected the Blow-kernel proposal density to include only coordinates selected for movement, matching Christen & Fox (2010).
  • Bounded all Metropolis--Hastings acceptance probabilities to [0, 1] and moved their calculation to the log scale for numerical stability.
  • Preserved accepted identity proposals from the original t-walk transition kernel while reporting them separately from actual state movements.
  • Avoided repeated evaluations of the log posterior, reducing sequential execution to one evaluation per proposal plus the two initial evaluations.

Sampling and parallel execution

  • Added reproducible independent random-number streams for parallel chains; set.seed() now controls both sequential and parallel runs.
Show all changes in 2.1.0Hide the rest of the changes in 2.1.0
  • Parallel chains now preserve the supplied initial points and support constrained parameter spaces correctly.
  • Parallel execution now exports direct and recursively referenced log-posterior dependencies to worker processes.
  • Added consistent n_chains and total_iterations metadata in sequential and parallel results.

Output and diagnostics

  • Added separate samples and companion_samples trajectories. The legacy all_samples field remains available for compatibility but is not treated as one time-ordered chain.
  • Added move_rate and no_move_rate alongside the Metropolis--Hastings acceptance_rate.
  • Applied burn-in independently to each parallel chain and computed effective sample sizes without joining chain boundaries.
  • Unified sample and burn-in validation across diagnostics and visualization.

Interface and validation

  • Added the public show_progress argument. Additional arguments, including an argument named internal_call, are now passed exclusively to log_posterior.
  • Added clear validation for iteration counts, chains, cores, initial points, log-posterior return values, burn-in fractions, and parameter names.
  • Expanded regression tests for kernel mathematics, parallel reproducibility, constrained supports, dependency export, diagnostics, and edge cases.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 1.6 min · r-release-macos-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 2.1.0
READMEYes · 301 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 2.1.0Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
12 (9 internal)
Examples that run
100%3 run in a plain check (1 of them under a condition)
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
67%
Help pages citing references
0%

Downloads

2.4K
CRAN downloads in the past year
Rank #11,610 · ~7/day · ~200/mo
Daily download trend is not available in this view yet.
33330 days
93790 days
2.4K1 year
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Repository

0Stars
0Forks
0Open issues
0Open PRs
2Releases
48Commits
1Commit identities
48 commits · Last activity 2026-08-28
Responsiveness
not measured

Releases over time

2026-07-07 · 02026-08-29 · 2
PracticesBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/rodrigosqrt3/rtwalk on 2026-10-22.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows

Coverage (1)
Coverage reporting
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
9 external dependencies (excludes base and recommended)

Installing Rtwalk adds 1 package (0 with compiled code, 73 KB of source tarballs). Heaviest: coda 73 KB.

Depends (0)
none
Imports (7)
codetoolsparallelstatsutilsgraphicsgrDevicescoda
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 2.0.0 (2026) · added in 2.0.0

Previously maintained by J Andres Christen (1.8.0).

Listed in earlier versions (1)
J Andres Christen
no longer listed · 1.8.0
Releases (5)

Pick two releases to compare their code metrics.

  • 2.1.0Latest
    record
    2026-08-28 · current release · diff ↗
  • 2.0.2
    record
    2026-07-30 · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 2.0.1
    record
    2026-02-05 · diff ↗ ·
    added 2 exports
    calculate_diagnostics, visualize_results
  • unarchivedReturned to CRAN
    2026-02-02
  • 2.0.0
    record
    2026-02-02 · diff ↗ ·
    removed 7 exports
    Runtwalk, OneMove, PlotLogObj, PlotHist, SaveOutput, Ana, TS
    added 1 export
    twalk
  • archivedRemoved from CRAN
    2025-06-17
    issues were not corrected despite reminders
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
Show 3 earlier eventsHide 3 earlier events
  • R
    R 3.3.0 released · 2016-05-03
  • 1.8.0
    record
    2015-09-18
  • R
    R 3.2.0 released · 2015-04-16

Package metadata

First published
2015-09-18
Total releases
5 / 11 yrs
License
GPL-3 OSI
Download size
109 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("Rtwalk")
Villa, R. F. (2026). Rtwalk: An MCMC Sampler Using the t-Walk Algorithm (Version 2.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.Rtwalk

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for Rtwalk version 2.1.0 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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