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The PAWL package (which I talked about there, and which implements the parallel adaptive Wang-Landau algorithm and adaptive Metropolis-Hastings for comparison) is now on CRAN!

http://cran.r-project.org/web/packages/PAWL/index.html

which means that within R you can easily install it by typing

install.packages("PAWL")

Isn’t that amazing? It’s just amazing. Kudos to the CRAN team for their quickness and their help.