Restarting an MCMC

You can restart an MCMC in NIMBLE, picking up exactly where the MCMC left off (including the state of the random number generator).

To do this, you need to use the $run() method of the MCMC object. (You can’t restart the MCMC from where it left off if using runMCMC or nimbleMCMC.) When calling $run() to restart the MCMC, make sure to use the reset = FALSE argument (as well as resetWAIC = FALSE if calculating WAIC). Note that if you’ve done any random number generation since running the MCMC, this will affect the state of the random number generator.

To restart an MCMC after the R session has ended, please see this vignette, as well as this additional vignette that encapsulates the steps into a few useful functions.