R Package MCMC



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

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

R Package Potts

In a separate package potts, also at CRAN, is an implementation of the Swendsen-Wang algorithm for Potts models.