README FILE FOR ADAPTIVE MCMC PROGRAM DIRECTORY This directory contains various C programs to perform adaptive Markov chain Monte Carlo algorithms, as presented in the paper: G.O. Roberts and J.S. Rosenthal (September 2006), "Examples of Adaptive MCMC". The programs are all freely available for general copying, distribution and modification according to the GNU General Public License (http://www.gnu.org/copyleft/gpl.html). The programs can all be compiled with an ordinary C compiler, using the -lm flag, e.g. "cc adaptlfn.c -lm" on a Unix/Linux machine. They can then be run e.g. as "a.out". The programs all define various parameters at the top (like "NUMBATCHES", etc.). The corresponding values can be freely changed according to user preferences. (The program must then be recompiled.) The programs all write output to various files, which can then in many cases be read directly into R using the source() command (e.g. 'source("adaptlfnls0")'), for statistical analysis and graphing. To keep track of the various files involved, it is best to store and run each of the programs in a separate directory. You may contact me with questions. Good luck, Jeffrey Rosenthal http://probability.ca/jeff/ jeff@math.toronto.edu