MCMCLib
latest

Guide

  • Installation
  • Examples and Tests
  • MCMC Settings
  • Automatic Differentiation

Algorithms

  • Adaptive Equi-Energy Sampler
  • Differential Evolution
  • Hamiltonian Monte Carlo
  • Metropolis-adjusted Langevin Algorithm
  • No-U-Turn Sampler
  • Random Walk Metropolis-Hastings
  • Riemannian Manifold HMC

Appendix

  • Box Constraints
MCMCLib
  • »
  • Index
  • Edit on GitHub

Index

A | D | H | M | N | R

A

  • aees (C++ function), [1]

D

  • de (C++ function), [1]

H

  • hmc (C++ function), [1]

M

  • mala (C++ function), [1]

N

  • nuts (C++ function), [1]

R

  • rmhmc (C++ function), [1]
  • rwmh (C++ function), [1]

© Copyright 2011-2023 Keith O'Hara. Revision 2abb7d4c.

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