Jagan, K; Forbes, A B (2018) User manual for MCMCMH: software implementing a Metropolis-Hastings algorithm. NPL Report. MS 21

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Abstract

This report constitutes a user manual for software developed at the National Physical Laboratory to generate a sample from a user defined target distribution using the Metropolis-Hastings Markov chain Monte Carlo algorithm.

Item Type:	Report/Guide (NPL Report)
NPL Report No.:	MS 21
Keywords:	MCMC, Metropolis-Hastings
Subjects:	Mathematics and Scientific Computing > Software Support for Metrology
Divisions:	Data Science
Last Modified:	18 Jun 2018 12:34
URI:	https://eprintspublications.npl.co.uk/id/eprint/7949