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carma_pack: MCMC sampler for Bayesian inference

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carma_pack: MCMC sampler for Bayesian inference

Postby owlice » Thu Apr 24, 2014 12:56 am

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
http://adsabs.harvard.edu/abs/2014arXiv1402.5978K

Bibcode: 2014ascl.soft04009K

ID: ascl:1404.009
Last edited by Ada Coda on Sun Feb 03, 2019 7:34 pm, edited 1 time in total.
Reason: Updated code entry.
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