MCMC++ |
A C++ class library for Monte Carlo Markov Chain Analysis of Bayesian models |
You'll find complete source code for the libraries in these archives. I've successfully used the configure script under Linux and Windows (using the Cygwin tools). Presumably it will work on other flavors of Unix and Mac OSX, but I don't have access to machines where I can try it. I'm pretty new at using the GNU Autoconf tools, so it's entirely possible that ./configure won't work for you. If it doesn't, let me know and I'll try to sort it out.
mcmc++-1.2.tar.gz (md5sum ad36de7123314a047314f1457e66729d -- uploaded 27 March 2007)
I don't expect the library to change much until I encounter some problem I can't easily solve with it as currently structured. Of course, if you have suggestions for how it could be improved or extended, I'd be delighted to hear them (especially if you're willing to help implement them). At some point I hope to have time to provide a brief guide to programming with the library, rather than simply providing examples, but don't hold your breath.
If for some reason you want to pick up an old version, they will be (currently it is) available here.
mcmc++-1.1.tar.gz (md5sum 598bf8a71e7a6910b77225efae4271e6 -- uploaded 23 February 2007)
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