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
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.