NEWS
Rtwalk 2.1.0 (2026-08-28)
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 (2026-07-30)
- Added a comprehensive unit test suite using
testthat, achieving 100% test coverage.
- Added
testthat and covr to Suggested dependencies.
Rtwalk 2.0.1 (2026-02-05)
- 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 (2026-02-02)
- 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.