Software for Metropolis updates while dragging fast variables

This program runs the tests of my method for dragging fast variables reported in the following:
Neal, R. M. (2004) ``Taking bigger Metropolis steps by dragging fast variables'', Technical Report No. 0411, Dept. of Statistics, University of Toronto, 9 pages: abstract, postscript, pdf.
This program is useful only for understanding and replicating the tests in the above paper.

The program in written in R (see the R project web site).

First (and probably only) release of 26 October 2004: R source.

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