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. More algorithms will be implemented soon.
The source code contains detailed documentation about general concepts as well as specific functions.
git clone https://github.com/dschrempf/mcmc.git cd mcmc stack build
For example, estimate the accuracy of an archer with
stack exec archery