Package scope

[yebai]

The current plan for this package is to provide a robust random-walk MH sampler, and its adaptive variants. But this could be relaxed to include slice samplers (e.g. Radford Neal's slice sampler, and Iain Murray's elliptical slice sampler) etc. In the latter case, a more proper name can be AdvancedMCMC.

[yebai]

In fact, maybe it is ok to keep this package simple for now.

We can create a meta-package AdvancedMCMC that combines AdvancedHMC, AdvancedMH, AdvancedPS (particle MCMC) if that is helpful from a user's perspective.

[willtebbutt]

Personally, I'm very much pro- keeping it simple for now, and only including things that could reasonably be described as MH methods. Slice samplers should really be located in other packages IMHO.

[yebai]

Sounds like a good approach forward.