At CRAN.
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
metrop
which simulates
the distribution of any continuous random vector via a normal random walk
Metropolis algorithm.
temper
which
simultaneously simulates several distributions of continuous random vectors
using parallel or serial simulated tempering.
initseq
which does
variance estimation using the initial sequence estimators of Geyer (1992).
olbm
which 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 potts
, also
at CRAN,
is an implementation of the Swendsen-Wang algorithm for Potts models.