These are the R program and the R scripts used for the 
demonstrations in my technical report on "The short-cut 
Metropolis method" (Radford M. Neal, August 2005).  Note
that the program is probably not of much practical use,
due to the overheads from doing MCMC in R.

The file short-met.r contains the major functions for
implementing short-cut Metropolis, along with standard
Metropolis, for comparison.  The file short-met-abbrev.r
contains the trimmed version of the main functions that
was included in the technical report.

The directories test1, test2, and test3 contain the 
scripts for the three examples in the technical report,
called test1.r, test2.r, and test3.r.   These scripts
should be kept like this in separate directories, since
there would be name conflicts if you tried to run them
all in the same directory (with the same .RData).

The scripts take a while to run.  You can change the 
"cnt" variable to a smaller value to get something that
runs quicker.

I used R version 2.0.0 on a 1.7 GHz Xeon processor with 
1 Gigabytes of RAM.  

R can be obtained for free via www.r-project.org.