MeanWalker

MeanWalker is a library which provides functions to sample from probability distributions (and to build histograms etc). To do this it provides a way to take samples using the Metropolis-Hastings method as well as the Goodman-Weare method.

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The library itself:

Note that it depends on the ErrUt library.

The documentation can be generated using Doxygen. It's also possible to browse the documentation on-line here.

Copyright & disclaimer

The license which applies to this library is the GPL. You can find the full version in the file LICENSE.GPL which is included in the library archive. The short version is the following:

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA

Contact

For questions, remarks, suggestions, please send your e-mails to: jori.liesenborgs@gmail.com