Sampling FunctionsFunctions for sampling a distribution |
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Hamiltonian Monte-Carlo Sampler (HMC) |
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Metropolis-coupled MCMC sampler (MC3) |
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Metropolis-Coupled Hamiltonian Monte Carlo (MCHMC) |
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Metropolis-Coupled Recycled-Momentum HMC Sampler (MCREC) |
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Metropolis-Hastings (MH) Sampler |
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Recycled-Momentum HMC Sampler (REC) |
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Other UtilitiesOther Functions |
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Z Identities |
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Bayesian Sampler Model |
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Mean Variance Estimates |
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ABSFunctions related to the Autocorrelated Bayesian Sampler |
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Auto-correlated Bayesian Sampler by Zhu (2023) |
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Diagnostic ToolsFunctions for calculating various aspects of the sampling process. Most only work with univariate distributions |
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Power Spectral Density Calculator |
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Diagnostics Wrapper |
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Autocorrelation Calculator |
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Levy Flights Calculator |
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QQ-Plot Calculator |
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Sigma Scaling Calculator |
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Density Plotter |
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Series Plotter |