Rtwalk 2.1.0
Algorithm correctness
- Corrected the Blow-kernel proposal density to include only
coordinates selected for movement, matching Christen & Fox
(2010).
- Bounded all Metropolis–Hastings acceptance probabilities to
[0, 1] and moved their calculation to the log scale for
numerical stability.
- Preserved accepted identity proposals from the original t-walk
transition kernel while reporting them separately from actual state
movements.
- Avoided repeated evaluations of the log posterior, reducing
sequential execution to one evaluation per proposal plus the two initial
evaluations.
Sampling and parallel
execution
- Added reproducible independent random-number streams for parallel
chains;
set.seed() now controls both sequential and
parallel runs.
- Parallel chains now preserve the supplied initial points and support
constrained parameter spaces correctly.
- Parallel execution now exports direct and recursively referenced
log-posterior dependencies to worker processes.
- Added consistent
n_chains and
total_iterations metadata in sequential and parallel
results.
Output and diagnostics
- Added separate
samples and
companion_samples trajectories. The legacy
all_samples field remains available for compatibility but
is not treated as one time-ordered chain.
- Added
move_rate and no_move_rate alongside
the Metropolis–Hastings acceptance_rate.
- Applied burn-in independently to each parallel chain and computed
effective sample sizes without joining chain boundaries.
- Unified sample and burn-in validation across diagnostics and
visualization.
Interface and validation
- Added the public
show_progress argument. Additional
arguments, including an argument named internal_call, are
now passed exclusively to log_posterior.
- Added clear validation for iteration counts, chains, cores, initial
points, log-posterior return values, burn-in fractions, and parameter
names.
- Expanded regression tests for kernel mathematics, parallel
reproducibility, constrained supports, dependency export, diagnostics,
and edge cases.
Rtwalk 2.0.2
- Added a comprehensive unit test suite using
testthat,
achieving 100% test coverage.
- Added
testthat and covr to Suggested
dependencies.
Rtwalk 2.0.1
- Added S3 methods for
print() and summary()
for t-walk output objects.
- Improved diagnostics reporting and user-facing summaries.
- Minor internal refactoring with no changes to core algorithm
behavior.
Rtwalk 2.0.0
- Reintroduced the t-walk MCMC algorithm to CRAN.
- Modernized the codebase to comply with current CRAN policies.
- Updated documentation and examples.
- Ensured compatibility with recent versions of R.