This library implements Markov chain Monte Carlo samplers I use to fit Bayesian models. There are currently two samplers available: a simple Metropolis updating scheme using a Gaussian proposal that must be tuned by hand, and my own implementation of the No-U-Turn Sampler (NUTS) with automatic tuning of sampler parameters. I use NUTS for production code, but the Metropolis sampler is useful for debugging and quick model implementation tests.
The library depends on a C++ compiler that understands the C++-11 standard. It also requires a set of numerical utilities that I collected in the bayesicUtilities repository. I assume that the utilities are available in a
bayesicUtilities directory at the same level as
bayesicSamplers. This can be changed by modifying
#include paths in the header files.