Rtwalk (Q26121)
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An MCMC Sampler Using the t-Walk Algorithm
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rtwalk |
An MCMC Sampler Using the t-Walk Algorithm |
Statements
28 August 2026
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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. This implementation includes an option for running multiple chains in parallel to accelerate sampling and facilitate convergence diagnostics.
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Identifiers
11 August 2016
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