| AcceptProp | Determine if a Metropolis–Hastings step should be accepted |
| Amwg | Turn a non-adaptive Metropolis sampler into an adaptive Metropolis sampler |
| InitMcmc | Initialize a Markov chain Monte Carlo run |
| LoadMcmc | Load samples from a file-backed MCMC run |
| Peek | Load samples from a partial MCMC run |
| Resume | Resumes an interrupted file-backed MCMC |
| ToMemory | Converts matrices in a file-backed MCMC to R matrix objects |