- Adressing
`roxygen2`

issue #1491

Fixed issue #21: Restricting search scope in MCMC temp environment data.

Removed annoying warning when using convergence checker.

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.

`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.

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`

.

- Added a
`NEWS.md`

file to track changes to the package.