Rtwalk: An MCMC Sampler Using the t-Walk Algorithm

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.

Version: 2.0.0
Imports: parallel, stats, utils
Suggests: mvtnorm, coda, devtools, roxygen2, knitr, rmarkdown, ellipse, ggplot2, ggthemes, gridExtra, reshape2, viridis
Published: 2026-02-02
DOI: 10.32614/CRAN.package.Rtwalk
Author: Rodrigo Fonseca Villa [aut, cre]
Maintainer: Rodrigo Fonseca Villa <rodrigo03.villa at gmail.com>
BugReports: https://github.com/rodrigosqrt3/Rtwalk/issues
License: GPL-3
URL: https://github.com/rodrigosqrt3/Rtwalk
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: Rtwalk results

Documentation:

Reference manual: Rtwalk.html , Rtwalk.pdf
Vignettes: Validation and Simulation Study (source, R code)

Downloads:

Package source: Rtwalk_2.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available
Old sources: Rtwalk archive

Linking:

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