Crate mini_mcmc

Source

Modules§

core
Core MCMC Utilities
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.
gibbs
Gibbs Sampling
io
I/O Utilities for MCMC Data
ks_test
A minimal two-sample Kolmogorov–Smirnov test implementation.
metropolis_hastings
Metropolis–Hastings Sampler
stats
Provides a function to compute the sample covariance matrix for a set of data points.