MCMC R Package

New! Now at CRAN.

The R Package

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 R^d specifed by an unnormalized density computed by a user-supplied R function.

For more info see

the package vignette,
the design document, or
or the R help file for the metrop function.

The source code for the library is

mcmc_0.5-1.tar.gz

A Talk About It

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