GRIMS — General R Interface for Markov Sampling

I have released a (very) preliminary version of my new MCMC software in R, which I’m calling GRIMS, for General R Interface for Markov Sampling. You can get it here.

This software differs from other more-or-less general MCMC packages in several respects, all but one of which make it, I think, a much better tool for serious MCMC applications. Here are some highlights: