MIT licensed by Jared Tobin
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Module documentation for 1.0.3

There are no documented modules for this package.

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.

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