/StretchR

Affine invariant MCMC in R

Primary LanguageRGNU General Public License v3.0GPL-3.0

Affine Invariant MCMC Sampling in R

(c) 2012 Brendon J. Brewer. LICENCE: GNU GPL 3 (see LICENCE file)

For a description of the algorithm, see the following papers:

http://arxiv.org/abs/1202.3665 (Foreman-Mackey et al 2012)

Goodman, J. & Weare, J., 2010, Comm. App. Math. Comp. Sci., 5, 65

I'm also using this to practice R.