McmcHermes.jl

A documentation for the McmcHermes package.

McmcHermes provides a simple but efficient way to generate Markov Chain Monte-Carlo algorithms in order to sample a probability density distribution.

Overview

The major functions in this module are:

run_mcmc: run multiple chains with a specific number of walkers.

get_flat_chain: get the stored chain of MCMC samples.

get_gelman_rubin: get the Gelman Rubin convergence diagnostic of the chains.

Pkg Registry

using Pkg
Pkg.add("McmcHermes")

See here the documentation.