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.