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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "rmcmc" in publications use:'
type: software
license: MIT
title: 'rmcmc: Robust Markov Chain Monte Carlo Methods'
version: 0.1.1
doi: 10.32614/CRAN.package.rmcmc
abstract: 'Functions for simulating Markov chains using the Barker proposal to compute
  Markov chain Monte Carlo (MCMC) estimates of expectations with respect to a target
  distribution on a real-valued vector space. The Barker proposal, described in Livingstone
  and Zanella (2022) <https://doi.org/10.1111/rssb.12482>, is a gradient-based MCMC
  algorithm inspired by the Barker accept-reject rule. It combines the robustness
  of simpler MCMC schemes, such as random-walk Metropolis, with the efficiency of
  gradient-based methods, such as the Metropolis adjusted Langevin algorithm. The
  key function provided by the package is sample_chain(), which allows sampling a
  Markov chain with a specified target distribution as its stationary distribution.
  The chain is sampled by generating proposals and accepting or rejecting them using
  a Metropolis-Hasting acceptance rule. During an initial warm-up stage, the parameters
  of the proposal distribution can be adapted, with adapters available to both: tune
  the scale of the proposals by coercing the average acceptance rate to a target value;
  tune the shape of the proposals to match covariance estimates under the target distribution.
  As well as the default Barker proposal, the package also provides implementations
  of alternative proposal distributions, such as (Gaussian) random walk and Langevin
  proposals. Optionally, if ''BridgeStan''s R interface <https://roualdes.github.io/bridgestan/latest/languages/r.html>,
  available on GitHub <https://github.com/roualdes/bridgestan>, is installed, then
  ''BridgeStan'' can be used to specify the target distribution to sample from.'
authors:
- family-names: Graham
  given-names: Matthew M.
  email: m.graham@ucl.ac.uk
  orcid: https://orcid.org/0000-0001-9104-7960
- family-names: Livingstone
  given-names: Samuel
  orcid: https://orcid.org/0000-0002-7277-086X
repository: https://CRAN.R-project.org/package=rmcmc
repository-code: https://github.com/UCL/rmcmc
url: http://github-pages.ucl.ac.uk/rmcmc/
date-released: '2025-02-04'
contact:
- family-names: Graham
  given-names: Matthew M.
  email: m.graham@ucl.ac.uk
  orcid: https://orcid.org/0000-0001-9104-7960