Implements functionality to reparametrize distributions/posteriors to make them easier to sample from using MCMC methods.
Initialize julia project if not done yet, see e.g. https://pkgdocs.julialang.org/v1/environments/.
In short, something like:
# Start julia REPL with project defined in current directory
julia --project=.
From that REPL, run:
# Enter julia package manager
]
# Add registered external packages
add Optim ReverseDiff Random Distributions
# Add reparametrization package
add https://github.com/nsiccha/ReparametrizableDistributions.jl
After doing that, you should be able to run one of the examples at https://nsiccha.github.io/ReparametrizableDistributions.jl/.