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: 2026-07-23 15:45:12 UTC; root
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>
Config/pak/sysreqs: nvidia-cuda-dev
Repository: https://cran.r-universe.dev
Date/Publication: 2026-07-23 13:10:21 UTC
RemoteUrl: https://github.com/cran/CMCMC
RemoteRef: HEAD
RemoteSha: 09fd0e4cacd3d6dffad8d833ecbb5a1410fc599e