Source

ScytheMCMC /

Filename Size Date modified Message
examples
src
100 B
10.7 KB
945 B
3.3 KB
INTRODUCTION:

Scythe MCMC is a C++ header library that eases the development of Markov Chain 
Monte Carlo (MCMC) samplers.  It is based on the Scythe Statistical Library. Scythe 
MCMC provides an execution framework, including command line and option file 
parsing, that reduces the amount of boilerplate code needed to write custom 
MCMC routines.  It also provides common MCMC step types, including Gibbs, 
Metropolis-Hastings, and Slice sampling.  Users can experiment with which 
sampling steps provide the best results and implement their own sampling steps 
as desired.

DOCUMENTATION:

Doxygen docs: http://bytebucket.org/tristanz/scythemcmc/wiki/html/index.html

FEATURES:

- Based on the Scythe Statistical Library.
- Eliminates commandline and option parsing boilerplate code using
  SimpleOpt and SimpleIni.
- Built in sampling steps:
    - Deterministic
    - Gibbs,
    - Metropolis-Hastings,
    - Slice Sampling.
- GPL License.