- Added an example using cluster objects.
- Adressing
roxygen2
issue #1491
-
Fixed issue #21: Restricting search scope in MCMC temp environment data.
-
Removed annoying warning when using convergence checker.
-
The function
fun
passed toMCMC
is now called two times less. It shouldn't significantly affect any previous results. -
convergence_gelman
now stores the Gelman and Rubin's statistics in the correct order, i.e., the most recent at the end of the array inconvergence_data_get("val")
. -
Users can now pass
seed
toMCMC
. Ifis.null(seed) != TRUE
, thenseed
is passed toset.seed()
. -
The function
convergence_auto()
now behaves as expected. Before, it was not checking convergence. -
The set of functions
last_*
andLAST_MCMC
will be deprecated in favor ofget_*
andMCMC_OUTPUT
. -
The new function
get_logpost()
returns the computed values of the objective function from the lastMCMC
run. -
The new function
get_draws()
returns the MCMC draws from the kernel's proposal function (proposed states). -
The new function
set_userdata(...)
allows storing information into a data.frame as the MCMC process runs. Users can retrieve the data with the functionget_userdata()
. -
The new function
ith_step()
provides access to objects within the MCMC loop during the run. The new function comes with a vignette that illustrates its usage. -
The function
append_chains()
was randomly dropping one sample of the final set. -
A new artificial dataset
lifeexpect
is shipped with the package. This simulates 1,000 observations ofage
at death using US's statistics.
-
kernel_am
andkernel_ram
no longer fail when at least one parameter is an offset (fixed = TRUE
for some parameter). -
Now
kernel_ram
tries first to find the cholesky decomp. If it fails, then it usesMatrix::nearPD
and re-tries. This is following what is done in theadaptMCMC
package. -
Workflow for running MCMC with
conv_checker
re-designed (less error prone). -
Environments
LAST_RUN
andLAST_CONV_CHECK
provide information about the last call toMCMC
and the corresponding convergence checker. Users can access these environments via getter and setter functions. -
MCMC
with convergence checker now reports the status of the convergence statistic using theLAST_CONV_CHECK
environment and corresponding functions. -
The functions to compute mean and variance recursively now allow us to do so using windows.
-
Adding Vihola (2012)'s Robust Adaptive Metropolis, Haario et al. (2001)'s Adaptive Metropolis, and Thawornwattana et al. (2018)'s mirror kernel algorithms.
-
The argument
progress
is no longer ignored. When set toTRUE
, the function will print the progress of the MCMC algorithm. -
Improved coverage and fixed minor bugs.
-
When running with convergence check, fixed parameters (offset), as tagged in the
fmcmc_kernel
object will be excluded from the call toconv_checker
.
- Added a
NEWS.md
file to track changes to the package.