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.