Welcome to DNest3
DNest3 is a free software C++ implementation of Diffusive Nested Sampling, a Markov Chain Monte Carlo (MCMC) algorithm for Bayesian Inference and Statistical Mechanics.
Relative to older DNest versions, DNest3 has improved performance (in terms of the sampling overhead, likelihood evaluations still dominate in general) and is cleaner code: implementing new models should be easier than it was before. In addition, DNest3 is multi-threaded, so you can run multiple MCMC walkers at the same time, and the results will be combined together.
For documentation (currently in a draft state), please compile the LaTeX manual in the doc directory.
Before you use DNest3, you might want to read the paper describing the Diffusive Nested Sampling algorithm. If you find this software useful in your own work, please also feel free to cite this paper.
Diffusive Nested Sampling Brendon J. Brewer, Livia B. Pártay, and Gábor Csányi Statistics and Computing, 2011, 21, 4, 649-656.
DNest3 requires that you have the following packages installed on your computer. The first two will be required to compile the C++ part of DNest3 which is responsible for the MCMC runs themselves.
These extra packages will be needed to execute the postprocessing and plotting code, which is written in Python.
Now that we've got that out of the way, install the dependencies:
brew install cmake gsl boost
sudo port install cmake gsl boost
Install the dependencies as follows:
sudo apt-get install libgsl0-dev sudo apt-get install python-numpy python-matplotlib sudo apt-get install libboost-thread-dev libboost-system-dev sudo apt-get install cmake
You can build DNest3 using CMake:
git clone https://github.com/eggplantbren/DNest3.git mkdir DNest3/build cd DNest3/build cmake .. make make install
This will install the DNest3 library and header files into
example programs are available in
DNest3/Examples. If required,
change the installation location by giving a
cmake -DCMAKE_INSTALL_PREFIX=/tmp ..
Other useful options include:
Turn off optimization and include debugging symbols: the resulting code will be much slower.
libdnest3as a shared library.
Build a PDF manual in
DNest3/build/doc. Requires pdfLaTeX.
Copyright and Licence
DNest3 is Copyright (c) 2009-2014 Brendon J. Brewer.
DNest3 is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
DNest3 is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with DNest3. If not, see http://www.gnu.org/licenses/.
Dan Foreman-Mackey (http://dan.iel.fm/)
John Swinbank (http://swinbank.org)