Rtwalk: An MCMC Sampler Using the t-Walk Algorithm
Implements the t-walk algorithm, a general-purpose, self-adjusting Markov Chain Monte Carlo (MCMC) sampler for continuous distributions as described by Christen & Fox (2010) <doi:10.1214/10-BA603>. The t-walk requires no tuning and is robust for a wide range of target distributions, including high-dimensional and multimodal problems. The sampler is implemented in C++ and validated against a pure R reference implementation of the published algorithm. The package supports reproducible parallel chains, continuation of runs, single transitions for hybrid samplers, and convergence diagnostics following Vehtari et al. (2021) <doi:10.1214/20-BA1221>.
| Version: | 2.2.0 |
| Depends: | R (≥ 3.6.0) |
| Imports: | codetools, parallel, stats, utils, graphics, grDevices, coda, Rcpp |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0), covr, mvtnorm, devtools, pkgload, posterior, roxygen2, knitr, rmarkdown, ellipse |
| Published: | 2026-10-30 |
| DOI: | 10.32614/CRAN.package.Rtwalk |
| Author: | Rodrigo Fonseca Villa
 [aut, cre] |
| Maintainer: | Rodrigo Fonseca Villa <rodrigo03.villa at gmail.com> |
| BugReports: | https://github.com/rodrigosqrt3/Rtwalk/issues |
| License: | GPL-3 |
| URL: | https://github.com/rodrigosqrt3/Rtwalk |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | Rtwalk results |
Documentation:
Downloads:
| Package source: | Rtwalk_2.2.0.tar.gz |
| Windows binaries: | r-devel: Rtwalk_2.1.0.zip, r-release: Rtwalk_2.1.0.zip, r-oldrel: Rtwalk_2.2.0.zip |
| macOS binaries: | r-release (arm64): Rtwalk_2.2.0.tgz, r-oldrel (arm64): Rtwalk_2.2.0.tgz, r-release (x86_64): Rtwalk_2.2.0.tgz, r-oldrel (x86_64): Rtwalk_2.2.0.tgz |
| Old sources: | Rtwalk archive |
Linking:
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