MCMC Library (...of sorts...)
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Chain.cpp
Chain.h
DataModel.cpp
DataModel.h
LICENSE
Makefile
Master.cpp
Master.h
README.md
main.cpp
test_data.txt

README.md

README Austin - MCMC sampling (...sort of...)

Will Pearse (wdpearse@umn.edu)

##Overview This is intended to be a quick way of doing MCMC sampling, and I'm aiming it primarily at ecologists because I am one. I have made very little attempt at making this code generally usable for other people - please do try, and please do email me, but I'd suggest you consider using something like Filzbach (http://research.microsoft.com/en-us/projects/filzbach/).

##Requirements

  • GNU Scientific Library (for statistical distributions)
  • C++11 or higher (for threading)

##Suggestions

  • Write your own likelihood (DataModel class), prior (DataModel class), data loading (DataModel class constructor), and proposal (Chain class) functions. This way the program will do what you want to do.
  • Look at the examples I give in the main.cpp file - these should show you how to get started
  • I'm experimenting with this library, and I'm no expert. Use it at your own risk, and please (it's in the license!) contact me for a citation before using this in a publication.

##License This program 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. The following restriction to the GNU GPL applies: contact the author of this program (wdpearse@umn.edu) for a suitable citation when using the code.

This program 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 this program. If not, see http://www.gnu.org/licenses/.