https://github.com/prmiles/pymcmcstat
Python implementation of MATLAB toolbox "mcmcstat"
https://github.com/prmiles/pymcmcstat
adaptive-metropolis delayed-rejection markov-chain-monte-carlo mcmc metropolis-hastings python
Last synced: 3 months ago
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Python implementation of MATLAB toolbox "mcmcstat"
- Host: GitHub
- URL: https://github.com/prmiles/pymcmcstat
- Owner: prmiles
- License: mit
- Created: 2017-10-19T20:46:42.000Z (over 8 years ago)
- Default Branch: master
- Last Pushed: 2022-08-14T21:06:17.000Z (almost 4 years ago)
- Last Synced: 2026-01-26T18:44:44.561Z (5 months ago)
- Topics: adaptive-metropolis, delayed-rejection, markov-chain-monte-carlo, mcmc, metropolis-hastings, python
- Language: Jupyter Notebook
- Homepage: https://github.com/prmiles/pymcmcstat/wiki
- Size: 9.06 MB
- Stars: 72
- Watchers: 2
- Forks: 11
- Open Issues: 5
-
Metadata Files:
- Readme: README.rst
- Changelog: CHANGELOG.rst
- Contributing: CONTRIBUTING.rst
- License: LICENSE.txt
- Code of conduct: CODE_OF_CONDUCT.md
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README
`pymcmcstat`
============
|docs| |build| |coverage| |license| |zenodo| |joss| |pypi| |pyversion|
The `pymcmcstat `__ package is a Python program for running Markov Chain Monte Carlo (MCMC) simulations.
Included in this package is the ability to use different Metropolis based sampling techniques:
* Metropolis-Hastings (MH): Primary sampling method.
* Adaptive-Metropolis (AM): Adapts covariance matrix at specified intervals.
* Delayed-Rejection (DR): Delays rejection by sampling from a narrower distribution. Capable of `n`-stage delayed rejection.
* Delayed Rejection Adaptive Metropolis (DRAM): DR + AM
This package is an adaptation of the MATLAB toolbox `mcmcstat `_. The user interface is designed to be as similar to the MATLAB version as possible, but this implementation has taken advantage of certain data structure concepts more amenable to Python.
Note, advanced plotting routines are available in the `mcmcplot `__ package. Many plotting features are directly available within `pymcmcstat `__, but some user's may find `mcmcplot `__ useful.
Installation
============
This code can be found on the `Github project page `_. This package is available on the PyPI distribution site and the latest version can be installed via
::
pip install pymcmcstat
The master branch on Github typically matches the latest version on the PyPI distribution site. To install the master branch directly from Github,
::
pip install git+https://github.com/prmiles/pymcmcstat.git
You can also clone the repository and run ``python setup.py install``.
Getting Started
===============
- `Tutorial notebooks `_
- `Documentation `_
- `Release history `_
- `Contributing guidelines `_
License
=======
`MIT `_
Contributors
============
See the `GitHub contributor page `_
Citing pymcmcstat
=================
Miles, (2019). pymcmcstat: A Python Package for Bayesian Inference Using Delayed Rejection Adaptive Metropolis. Journal of Open Source Software, 4(38), 1417, https://doi.org/10.21105/joss.01417
Also, please cite the appropriate `Zenodo archive `_ for the version of `pymcmcstat` that you are using.
Feedback
========
- `Feature Request `_
- `Bug Report `_
Sponsor
=======
This work was sponsored in part by the NNSA Office of Defense Nuclear Nonproliferation R&D through the Consortium for Nonproliferation Enabling Capabilities.
|cnec|
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:target: https://pymcmcstat.readthedocs.io/en/latest/?badge=latest
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:target: https://travis-ci.org/prmiles/pymcmcstat
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:target: https://github.com/prmiles/pymcmcstat/blob/master/LICENSE.txt
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:target: https://coveralls.io/github/prmiles/pymcmcstat
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:target: https://zenodo.org/badge/latestdoi/107596954
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:target: https://pypi.org/project/pymcmcstat/
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:target: https://pypi.org/project/pymcmcstat/
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:target: https://cnec.ncsu.edu/
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:target: https://doi.org/10.21105/joss.01417