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)