GRIMS is an R package for performing MCMC simulations, for distributions that are defined using R functions, using Markov sampling methods that are defined by R functions.
This preliminary version, released 2011-08-26, is not yet structured as a proper R package, and has only two example distributions and three example sampling methods. It may also have lots of bugs. It is being released mainly for discussion. You can read more about why you might be interested in it in a blog post of mine.
You can get the R functions and documentation files in this tar file.
Alternatively, or if you want to browse immedately, here are all the documentation files:
overview.txtand here are all the R source files:
mcmc.txt
lpr_fun.txt
update_fun.txt
singlevar.txt
mcmc.rand here is the README file.
singlevar.r
utilities.r
metropolis.r
basic_hmc.r
pupdate.r
gibbs.r
mvn.r
logistic.r
mvn-tests.r
logistic-tests.r,
Previous releases (tar files):
2011-08-10
2011-06-28
2011-06-25