Crate mini_mcmc

Modules

distributions

Defines target and proposal distributions for Markov chain Monte Carlo, including a 2D Gaussian with a full covariance matrix, an isotropic Gaussian that can be used in any dimension, and a categorical (discrete) 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.