Extending the MCMC function

[gvegayon]

While we are intending to make the MCMC function its own R package, and hence, having its own repo, we will start working on the improvements right here. The idea of this Github-issue is to list all suggestions (wishes) for the MCMC function. For now, the devel road has the following:

1. Implement Tempering MCMC.

2. Implement Adaptative MCMC (global and local).

3. Parallel MCMC (multiple chains).

Besides, we would like to include some benchmarks with the following packages: rjags, rstan, mcmc, etc. on some standard problems

[gvegayon]

Parallel MCMC has already been implemented in commit c1cccd5