Package: CMCMC
Type: Package
Title: Contemporaneous Markov Chain Monte Carlo
Version: 0.0.1
Authors@R: c(
    person("Ahmad", "ALQabandi", email = "ahmad.alqabandi@durham.ac.uk",
           role = c("cre", "aut", "cph"),
           comment = c(ORCID = "0009-0006-0055-3846")),
    person("Louis", "Aslett", email = "louis.aslett@durham.ac.uk",
           role = c("aut", "ths", "cph"),
           comment = c(ORCID = "0000-0003-2211-233X")),
    person("Murray", "Pollock", email = "murray.pollock@newcastle.ac.uk",
           role = "aut"),
    person("Gareth", "Roberts", email = "gareth.o.roberts@warwick.ac.uk",
           role = "aut"))
Description: Implements contemporaneous Markov chain Monte Carlo (CMCMC)
    and interchain adaptive Markov chain Monte Carlo (INCA) samplers of
    Craiu, Rosenthal and Yang (2009) <doi:10.1198/jasa.2009.tm08393> for
    targets known up to a normalising
    constant. The samplers run multiple Metropolis chains in parallel and
    update proposal covariance estimates using
    contemporaneous particle groups. Built-in target kernels include
    multivariate normal, logistic regression, Poisson, Gaussian, Gamma, and
    hierarchical models, with support for user-provided target kernels. The
    formula interface glm_cmcmc() fits supported generalized linear models
    using the built-in kernels. 'CUDA' is used when available, and an
    'OpenMP'-enabled CPU backend is available on systems without a 'CUDA'
    compiler.
License: GPL-2 | GPL-3
Encoding: UTF-8
Depends: R (>= 4.0.0)
SystemRequirements: Optional CUDA toolkit and NVIDIA GPU for the CUDA
        backend; OpenMP for parallel CPU execution.
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
NeedsCompilation: yes
Packaged: 2026-07-15 15:15:09 UTC; ahmad
Author: Ahmad ALQabandi [cre, aut, cph] (ORCID:
    <https://orcid.org/0009-0006-0055-3846>),
  Louis Aslett [aut, ths, cph] (ORCID:
    <https://orcid.org/0000-0003-2211-233X>),
  Murray Pollock [aut],
  Gareth Roberts [aut]
Maintainer: Ahmad ALQabandi <ahmad.alqabandi@durham.ac.uk>
Repository: CRAN
Date/Publication: 2026-07-23 13:10:21 UTC
Built: R 4.6.1; aarch64-apple-darwin23; 2026-07-23 16:47:41 UTC; unix
Archs: CMCMC.so.dSYM
