Changes in version 0.6-0 - Added support for using NA to specify unbounded parameters in kernel functions (closes #22, as suggested by @dmi3kno). This provides a more intuitive alternative to .Machine$double.xmax. For example: kernel_ram(lb = c(alpha = NA, beta = 0), ub = c(alpha = NA, beta = 1)) where alpha is unbounded and beta is bounded on [0, 1]. - Added an example using cluster objects. Changes in version 0.5-2 (2023-08-29) - Adressing roxygen2 issue #1491 Changes in version 0.5-1 (2022-01-14) - Fixed issue #21: Restricting search scope in MCMC temp environment data. - Removed annoying warning when using convergence checker. Changes in version 0.5-0 (2021-09-03) - The function fun passed to MCMC 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 in convergence_data_get("val"). - Users can now pass seed to MCMC. If is.null(seed) != TRUE, then seed is passed to set.seed(). - The function convergence_auto() now behaves as expected. Before, it was not checking convergence. - The set of functions last_* and LAST_MCMC will be deprecated in favor of get_* and MCMC_OUTPUT. - The new function get_logpost() returns the computed values of the objective function from the last MCMC 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 function get_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 of age at death using US's statistics. Changes in version 0.4-0 (2020-09-01) - 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_RUN 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. Changes in version 0.3-0 (2020-04-22) - 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. Changes in version 0.2-0 (2019-08-27) - Added a NEWS.md file to track changes to the package.