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Mathematica Markov Chain Monte Carlo

Mathematica package containing a general-purpose Markov chain Monte Carlo routine. Includes various examples and documentation.

Features:

  • Convenience wrapper for fitting models to arbitrary-dimensional data with Gaussian errors
  • Handles both real-valued and discrete-valued model parameters
  • Uses Metropolis algorithm with decaying exponential proposal distribution
  • Progress monitor; support for auto save/resume

Usage examples are available on Mathematica.StackExchange:

http://mathematica.stackexchange.com/a/137636/1089

Submitted February 12, 2017 MCMC published


Mathematica Markov Chain Monte Carlo

Mathematica package containing a general-purpose Markov chain Monte Carlo routine I wrote. Includes various examples and documentation.

Features:

Convenience wrapper for fitting models to arbitrary-dimensional data with Gaussian errors Handles both real-valued and discrete-valued model parameters Uses Metropolis algorithm with decaying exponential proposal distribution Progress monitor; support for auto save/resume

Files:

mcmc.m: Package file mcmc_demonst.nb: Demonstrations and documentation

Usage examples

Submitted February 12, 2017 MCMC superseded