High-Performance Open-Source Archive
roxygen2
issue #1491Fixed 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.
NEWS.md file to track changes to the
package.
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