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GeneralizedMetropolisHastings

Code base for the Generalized Metropolis-Hastings (GMH) algorithm for MCMC (Calderhead, 2014).

For instructions on how to set up and run MCMC experiments using GMH in Amazon Web Services, in JuliaBox or on your local machine, see: https://quantifyinguncertainty.github.io

Some elementary examples of how to use the code are provided in GMHExamples.jl.

A biological model for use with the code is provided in GMHPhotoReceptor.jl

In the Julia REPL, add the package via the package manager:

julia> Pkg.add("GeneralizedMetropolisHastings")

This will install the package into your Julia package directory.

The src directory contains all the source code for the package.

The test directory contains tests of the package. You can run the tests in the Julia REPL by executing:

julia> Pkg.test("GeneralizedMetropolisHastings")

###References Calderhead B. (2014), A general construction for parallelizing Metropolis-Hastings algorithms, PNAS, Vol: 111, Pages: 17408-17413

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