Installation
About
Provides ensemble samplers for affine-invariant Monte Carlo Markov Chain, which allow a faster convergence for badly scaled estimation problems. Two samplers are proposed: the 'differential.evolution' sampler from ter Braak and Vrugt (2008) doi:10.1007/s11222-008-9104-9 and the 'stretch' sampler from Goodman and Weare (2010) doi:10.2140/camcos.2010.5.65.
hugogruson.fr/mcmcensemble/ | |
github.com/Bisaloo/mcmcensemble | |
Bug report | File report |
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Maintainer | Hugo Gruson |