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Basic Common Lisp library for Bayesian statistics

I’m working through the excellent book Bayesian Rethinking by Richard McElreath. As well as doing the exercises and experimenting with the R code from the book, I’m also implementing what I learn from scratch in CL as I go, on the principle of “what I cannot build, I do not understand”.

The goal is to rely on outside libraries as little as possible, apart from plotting. This means that at least initially many of the algorithms will be naive and slow.

As usual, the library can be installed by cloning this repo, symlinking it into your quicklisp/local-projects/ directory, and running (ql:quickload :rethinking-cl).

This repository also contains my notes and homework solutions from the book and winter 2022 session of the course, in R.

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