Why don't you use one of the existing MCMC packages.  There are many to
choose from...


On Wed, Dec 12, 2012 at 10:49 PM, Chenyi Pan <cp...@virginia.edu> wrote:

> Dear all
> I am now running a MCMC iteration in the R program. But it is always
> stucked in some loop. This cause big problems for my research. So I want to
> know whether we can skip the current dataset and move to next simulated
> data when the iteration is stucked? Alternatively, can the MCMC chain skip
> the current iteration when it is stucked and automatically to start another
> chain with different starting values.
>
> I am looking forward to your reply.
>
> Best,
> Chenyi
>
> --
> Chenyi Pan
> Department of Statisitics
> Graduate School of Arts and Sciences, University of Virginia
> Tel: 434-466-9209
>
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>
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