imcmc

imcmc:	A C++ implemented MCMC library
Version:	0.1.1
Author:	Youhua Xu
Homepage:	http://lss.bao.ac.cn/~xyh/

Description

This library aims to provide an easy to use interface to MCMC simulations. Currently only the Affine-Invariant Ensemble Sampler algorithm has been implemented. In the near future other commonly used algorithms/samplers will also be added into this library, for example, the classical Metropolis-Hastings and Hamiltonian Monte Carlo. Besides I would also like to add an interface to MultiNest.

Updates

Jan-10-2017:

Added the support of re-starting from check point file, which has the name of chain_root.chk

Oct-31-2015:

1. Bug-fixed inside update_a_walker(***)

Oct-28-2015:

1) Added likelihood error handling option, i.e., whether stop when an error happens inside likelihood function; and now the sampler support writing derived parameters into chain files, by design, these derived parameters are to be calculated inside the likelihood functions, so that's up to the users. 'gaussian.cpp' in examples shows how to play with derived parameters.

Oct-19-2015:

1. Some minor improvements

Oct-18-2015:

1. Updated the output format, the same as CosmoMC.
2. keyword 'chain_size' is replaced by sample_step.

Dependence

1. OpenMPI
2. GSL (using only GSL's random number generator)

TODO

Designing new parser class 'IniFile'. -- 2016-1-22

Change the MPI interface to C version instead of C++ version. -- 2021-01-27