jmatta1 / MCMCpp

A C++ header only library that performs Markov chain Monte Carlo sampling in several forms.

markov-chain-monte-carlo bayesian-inference mcmc mcmc-sampler probabilistic-data-analysis cpp11 cpp c-plus-plus

MCMCpp

A C++ header only library that performs affine invariant ensemble sampling for Markov chain Monte Carlo. Don't forget to use the following command to clone since it will grab pcg too.

git clone --recurse-submodules git@github.com:jmatta1/MCMCpp.git

About

A C++ header only library that performs Markov chain Monte Carlo sampling in several forms.

markov-chain-monte-carlo bayesian-inference mcmc mcmc-sampler probabilistic-data-analysis cpp11 cpp c-plus-plus

MIT License

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Language:C++ 89.5%Language:Makefile 6.2%Language:CMake 4.2%