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Rtwalk 2.1.0
Algorithm correctness
- Corrected the Blow-kernel proposal density to include only
coordinates selected for movement, matching Christen & Fox
(2010).
- Bounded all Metropolis–Hastings acceptance probabilities to
[0, 1] and moved their calculation to the log scale for
numerical stability.
- Preserved accepted identity proposals from the original t-walk
transition kernel while reporting them separately from actual state
movements.
- Avoided repeated evaluations of the log posterior, reducing
sequential execution to one evaluation per proposal plus the two initial
evaluations.
Sampling and parallel
execution
- Added reproducible independent random-number streams for parallel
chains;
set.seed() now controls both sequential and
parallel runs.
- Parallel chains now preserve the supplied initial points and support
constrained parameter spaces correctly.
- Parallel execution now exports direct and recursively referenced
log-posterior dependencies to worker processes.
- Added consistent
n_chains and
total_iterations metadata in sequential and parallel
results.
Output and diagnostics
- Added separate
samples and
companion_samples trajectories. The legacy
all_samples field remains available for compatibility but
is not treated as one time-ordered chain.
- Added
move_rate and no_move_rate alongside
the Metropolis–Hastings acceptance_rate.
- Applied burn-in independently to each parallel chain and computed
effective sample sizes without joining chain boundaries.
- Unified sample and burn-in validation across diagnostics and
visualization.
Interface and validation
- Added the public
show_progress argument. Additional
arguments, including an argument named internal_call, are
now passed exclusively to log_posterior.
- Added clear validation for iteration counts, chains, cores, initial
points, log-posterior return values, burn-in fractions, and parameter
names.
- Expanded regression tests for kernel mathematics, parallel
reproducibility, constrained supports, dependency export, diagnostics,
and edge cases.
Rtwalk 2.0.2
- Added a comprehensive unit test suite using
testthat,
achieving 100% test coverage.
- Added
testthat and covr to Suggested
dependencies.
Rtwalk 2.0.1
- Added S3 methods for
print() and summary()
for t-walk output objects.
- Improved diagnostics reporting and user-facing summaries.
- Minor internal refactoring with no changes to core algorithm
behavior.
Rtwalk 2.0.0
- Reintroduced the t-walk MCMC algorithm to CRAN.
- Modernized the codebase to comply with current CRAN policies.
- Updated documentation and examples.
- Ensured compatibility with recent versions of R.
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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