slwu89 / MCMC
C++ & R code for Markov Chain Monte Carlo estimation (Gibbs sampling, MH random walk, various flavors of adaptive MCMC, etc), and functions relevant to the truncated multivariate Gaussian distribution
☆15Updated 4 years ago
Alternatives and similar repositories for MCMC:
Users that are interested in MCMC are comparing it to the libraries listed below
- ISSM source code☆19Updated this week
- Multichain MCMC framework and algorithms based on PyMC.☆17Updated 13 years ago
- libmpdata++ - a library of parallel MPDATA-based solvers for systems of generalised transport equations☆12Updated 2 months ago
- An implementation of the Goodman & Weare MCMC sampler for matlab☆51Updated 6 years ago
- Multi-dimensional C++ arrays which store objects in a Struct-of-Arrays (SoA) memory layout for efficient vectorization and zero address g…☆36Updated 4 years ago
- TempestRemap: Remapping software for climate applications