mcmc-types
Version 1.0.3 revision 0 uploaded by JaredTobin.
Package meta
- Synopsis
- Common types for sampling.
- Description
Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.
An instance of an MCMC problem can be characterized by the following:
A target distribution over some parameter space
A parameter space for a Markov chain to wander over
A transition operator to drive the Markov chain
mcmc-types provides the suitably-general Target, Chain, and Transition types for representing these things respectively.
- Author
- Jared Tobin
- Bug reports
- n/a
- Category
- Numeric, Math
- Copyright
- n/a
- Homepage
- http://github.com/jtobin/mcmc-types
- Maintainer
- jared@jtobin.ca
- Package URL
- n/a
- Stability
- n/a