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mcmc

Markov Chain Monte Carlo

v0.9-8 · Nov 16, 2023 · MIT + file LICENSE
CRAN GitHub Mirror

Description

Simulates continuous distributions of random vectors using Markov chain Monte Carlo (MCMC). Users specify the distribution by an R function that evaluates the log unnormalized density. Algorithms are random walk Metropolis algorithm (function metrop), simulated tempering (function temper), and morphometric random walk Metropolis (Johnson and Geyer, 2012, <doi:10.1214/12-AOS1048>, function morph.metrop), which achieves geometric ergodicity by change of variable.

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CRAN Check Status

2 NOTE
12 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (2 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Charles J. Geyer <geyer@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Charles", "J."),
                      family = "Geyer",
                      role = c("aut", "cre"),
                      email = "geyer@umn.edu"),
               person(given = c("Leif", "T."),
                      family = "Johnson",
                      role = "aut",
                      email = "ltjohnson@google.com"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Charles J. Geyer <geyer@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Charles", "J."),
                      family = "Geyer",
                      role = c("aut", "cre"),
                      email = "geyer@umn.edu"),
               person(given = c("Leif", "T."),
                      family = "Johnson",
                      role = "aut",
                      email = "ltjohnson@google.com"))
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Charles J. Geyer <geyer@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Charles", "J."),
                      family = "Geyer",
                      role = c("aut", "cre"),
                      email = "geyer@umn.edu"),
               person(given = c("Leif", "T."),
                      family = "Johnson",
                      role = "aut",
                      email = "ltjohnson@google.com"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Charles J. Geyer <geyer@umn.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = c("Charles", "J."),
                      family = "Geyer",
                      role = c("aut", "cre"),
                      email = "geyer@umn.edu"),
               person(given = c("Leif", "T."),
                      family = "Johnson",
                      role = "aut",
                      email = "ltjohnson@google.com"))
as necessary.

Reverse Dependencies (8)

imports

MCMCpack ReliabilityTheory nse prefeR

suggests

ConnMatTools MSGARCH ebnm fmcmc

Dependency Network

Dependencies Reverse dependencies MCMCpack ReliabilityTheory nse prefeR ConnMatTools MSGARCH ebnm fmcmc mcmc

Version History

new 0.9-8 Mar 10, 2026
updated 0.9-8 ← 0.9-7 diff Nov 15, 2023
updated 0.9-7 ← 0.9-6.1 diff Mar 20, 2020
updated 0.9-6.1 ← 0.9-6 diff Feb 15, 2020
updated 0.9-6 ← 0.9-5 diff Mar 9, 2019
updated 0.9-5 ← 0.9-4 diff Apr 15, 2017
updated 0.9-4 ← 0.9-3 diff Jul 16, 2015
updated 0.9-3 ← 0.9-2 diff Apr 1, 2014
updated 0.9-2 ← 0.9-1 diff Mar 30, 2013
updated 0.9-1 ← 0.9 diff Aug 21, 2012
updated 0.9 ← 0.8 diff Jul 2, 2012
updated 0.8 ← 0.7-5 diff Jan 14, 2012
updated 0.7-5 ← 0.7-3 diff May 2, 2010
updated 0.7-3 ← 0.7-2 diff Oct 8, 2009
updated 0.7-2 ← 0.6 diff Sep 21, 2009
updated 0.6 ← 0.5-1 diff Apr 13, 2009
updated 0.5-1 ← 0.5 diff Sep 16, 2005
new 0.5 Apr 4, 2005