/MCMCpp

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

Primary LanguageC++MIT LicenseMIT

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