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carma_pack: MCMC sampler for Bayesian inference

Posted: Thu Apr 24, 2014 12:56 am
by owlice
carma_pack: MCMC sampler for Bayesian inference

Abstract: carma_pack is an MCMC sampler for performing Bayesian inference on continuous time autoregressive moving average models. These models may be used to model time series with irregular sampling. The MCMC sampler utilizes an adaptive Metropolis algorithm combined with parallel tempering.

Credit: Kelly, Brandon C.; Becker, Andrew

Site: https://github.com/brandonckelly/carma_pack
https://ui.adsabs.harvard.edu/abs/2014ApJ...788...33K

Bibcode: 2014ascl.soft04009K

ID: ascl:1404.009