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CMCMC

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.

Installation

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.