Markov chain Monte Carlo

Sample from a posterior using Markov chain Monte Carlo methods.

At the moment, the library is tailored to the Metropolis-Hastings algorithm since it covers most use cases. However, implementation of more algorithms is planned in the future.

Documentation

The source code contains detailed documentation about general concepts as well as specific functions.

Examples

Have a look at the example MCMC analyses. They can be built with Stack and are attached to this repository.

git clone https://github.com/dschrempf/mcmc.git
cd mcmc
stack build

For example, estimate the accuracy of an archer with

stack exec archery