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mcmc

Markov Chain Monte Carlo

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

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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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 (14 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.
OK r-devel-linux-x86_64-fedora-clang

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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

*


            

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 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)

Dependency Network

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

Version History

new 0.9-8 Mar 9, 2026