mcmc 0.1.3

A Rust library implementing various MCMC diagnostics and utilities, such as Gelman Rubin potential scale reduction factor (R hat), effective sample size (ESS), chain splitting, and others.
Documentation 
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//! A Rust library implementing various MCMC diagnostics and utilities, such as Gelman Rubin
//! potential scale reduction factor (R hat), effective sample size, chain splitting,
//! and others.
//!
//! This crate is language agnostic and intended to work with the outputs of any MCMC sampler
//! (e.g. Stan, PyMC3, Turing.jl, etc.)
#[macro_use]
extern crate approx;

/// Effective Sample Size (ESS)
pub mod ess;
/// Gelman-Rubin split potential scale reducation (Rhat)
pub mod rhat;
/// Convenience utilities like chain splitting and certain helper functions
/// intended mostly for internal use to avoid external dependencies (e.g.
/// summary statistics and lightweight CSV reading)
pub mod utils;

/// One-dimensional vector of numeric values
pub type Array1 = Vec<f64>;
/// Two dimensional vector of vectors of numeric values
pub type Array2 = Vec<Array1>;