This web page is about an R package for doing simple, but general MCMC. It does random-walk Metropolis for an arbitrary continuous distribution on Rd specifed by an unnormalized density computed by a user-supplied R function.
For more info see
metropwhich simulates the distribution of any continuous random vector via a normal random walk Metropolis algorithm.
temperwhich simultaneously simulates several distributions of continuous random vectors using parallel or serial simulated tempering.
initseqwhich does variance estimation using the initial sequence estimators of Geyer (1992).
olbmwhich does variance estimation using the method of overlapping batch means.
The source code for the library is
Not just about this package, but made to go with it are the slides for the talk given at the Institute for Mathematics and its Application Sep 16, 2003
In a separate package
is an implementation of the Swendsen-Wang algorithm for Potts models.