Crate mini_mcmc

Modules

distributions

Defines target and proposal distributions for 2D (and by extension, arbitrary-dimensional) Gaussian models along with traits for sampling and evaluating log-probabilities. It also defines a simple discrete distribution (a categorical distribution).

io

ks_test

A minimal two-sample Kolmogorov–Smirnov test implementation.

metrohast

An implementation of the Metropolis-Hastings sampler, built around a generic target distribution D and proposal distribution Q.

stats

Provides a function to compute the sample covariance matrix for a set of data points.