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.

Package details

AuthorRodrigo Fonseca Villa [aut, cre] (ORCID: <https://orcid.org/0009-0005-2938-2270>)
MaintainerRodrigo Fonseca Villa <rodrigo03.villa@gmail.com>
LicenseGPL-3
Version2.0.1
URL https://github.com/rodrigosqrt3/Rtwalk
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Rtwalk")

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Rtwalk documentation built on Feb. 5, 2026, 5:07 p.m.