CMCMC: Contemporaneous Markov Chain Monte Carlo
Implements contemporaneous Markov chain Monte Carlo (CMCMC) and interchain adaptive Markov chain Monte Carlo (INCA) samplers of Craiu, Rosenthal and Yang (2009) <doi:10.1198/jasa.2009.tm08393> for targets known up to a normalising constant. The samplers run multiple Metropolis chains in parallel and update proposal covariance estimates using contemporaneous particle groups. Built-in target kernels include multivariate normal, logistic regression, Poisson, Gaussian, Gamma, and hierarchical models, with support for user-provided target kernels. The formula interface glm_cmcmc() fits supported generalized linear models using the built-in kernels. 'CUDA' is used when available, and an 'OpenMP'-enabled CPU backend is available on systems without a 'CUDA' compiler.
| Version: | 0.0.1 |
| Depends: | R (≥ 4.0.0) |
| Suggests: | knitr, rmarkdown |
| Published: | 2026-07-23 |
| DOI: | 10.32614/CRAN.package.CMCMC (may not be active yet) |
| Author: | Ahmad ALQabandi 
[cre, aut, cph],
Louis Aslett
[aut, ths, cph],
Murray Pollock [aut],
Gareth Roberts [aut] |
| Maintainer: | Ahmad ALQabandi <ahmad.alqabandi at durham.ac.uk> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | yes |
| SystemRequirements: | Optional CUDA toolkit and NVIDIA GPU for the CUDA backend; OpenMP for parallel CPU execution. |
| Materials: | README, NEWS |
| CRAN checks: | CMCMC results |
Documentation:
| Reference manual: | CMCMC.html , CMCMC.pdf |
| Vignettes: |
CMCMC Example Workflows (source) GLM CMCMC (source, R code) |
Downloads:
| Package source: | CMCMC_0.0.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): CMCMC_0.0.1.tgz, r-oldrel (arm64): CMCMC_0.0.1.tgz, r-release (x86_64): CMCMC_0.0.1.tgz, r-oldrel (x86_64): CMCMC_0.0.1.tgz |
Linking:
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