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Implementation of Metropolis-Hastings MCMC (Markov chain Monte Carlo) algorithm in R in case of several variables.

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Реализация алгоритма Metropolis-Hastings MCMC в R для случая нескольких переменных.

Подробнее про программу написал здесь: https://bigiskander.github.io/mcmc.html

Скачать содержимое репозитория можно нажав кнопку Code и далее нажав Download ZIP

Программа предоставляется бесплатно, как есть, без каких либо гарантий!


Implementation of Metropolis-Hastings MCMC algorithm in R in case of several variables.

I wrote thoroughtly about this program, here: https://bigiskander.github.io/mcmc.html (in Russian)

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND

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Implementation of Metropolis-Hastings MCMC (Markov chain Monte Carlo) algorithm in R in case of several variables.

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