kernel_am
and kernel_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 uses Matrix::nearPD
and re-tries. This is following what is done in the adaptMCMC
package.
Workflow for running MCMC with conv_checker
re-designed (less error prone).
Environments LAST_MCMC
and LAST_CONV_CHECK
provide information about the last call to MCMC
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 the LAST_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 to TRUE
, 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 to conv_checker
.
NEWS.md
file to track changes to the package.