This repository contains the R package rwmcouplings that reproduces the numerical experiments of the paper "Scalable couplings for the random walk Metropolis algorithm" by Tamas P. Papp and Chris Sherlock.

The package can be installed via devtools:

install.packages("devtools")
devtools::install_github("tamaspapp/rwmcouplings")

The inst/ directory contains all of the scripts to reproduce the experiments. For the main text:

1. spherical.R reproduces Figure 1.
2. scaling/stepsizescaling-gcrn.R reproduces Figure 2.
3. scaling/asymptote.R reproduces Figure 3.
4. elliptical.R reproduces Figure 4.
5. The scripts in svm/ reproduce the experiments of Sections 7.1-7.3.
6. The scripts in binreg/ reproduce the experiments of Section 7.4. Note that binreg/binreg_coupling.R was run on a server CPU with 56 cores.

Additional external packages may be required by the scripts, including:

install.packages("deSolve")
install.packages("doParallel")
install.packages("doRNG")
install.packages("mvtnorm")
install.packages("reshape2")

# Plotting
install.packages("ggh4x")
install.packages("ggplot2")
install.packages("ggpubr")
install.packages("gridExtra")
install.packages("latex2exp")

# Hug & Hop coupling visualisation from the appendix
install.packages("geosphere")