R Package MCMC

Package

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

For more info see

The source code for the library is

mcmc_0.7-3.tar.gz

Talk

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.