MCMC

C++ & R code for Markov Chain Monte Carlo estimation (Gibbs sampling, MH random walk, various flavors of adaptive MCMC, etc), and functions relevant to the truncated multivariate Gaussian distribution

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/learn @slwu89/MCMC

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MCMC

C++ & R code for Markov Chain Monte Carlo estimation (random walk, various flavors of adaptive MCMC, etc), and functions relevant to the truncated multivariate Gaussian distribution

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