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CMCMC implements contemporaneous Markov chain Monte Carlo and interchain adaptive MCMC (INCA) samplers for targets known up to a normalising constant. It includes built-in target kernels, a formula interface for supported GLMs, a CUDA backend when available, and an OpenMP-enabled CPU backend.
After the package is released on CRAN, install it with:
install.packages("CMCMC")Then load it with:
library(CMCMC)These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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