

FMCMC 0.5-1


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

-   Removed annoying warning when using convergence checker.



FMCMC 0.5-0


-   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.



FMCMC 0.4-0


-   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.



FMCMC 0.3-0


-   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.



FMCMC 0.2-0


-   Added a NEWS.md file to track changes to the package.
