A C library for doing 'decent-speed' Monte-Carlo Markov Chain
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antoniofabio/MCMClib
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= MCMClib: a C library for decent speed MCMC = MCMClib is an object-oriented C library for doing decent speed MCMC. The API is object-oriented, and should allow for easy binding to higher-level languages. Undocumented, swig-based bindings to Guile-scheme are provided. This library is released under the terms of the GPL library, version 3 or greater. = Compiling instructions = ~ Dependencies The GNU Scientific Library, version >= 1.12: http://www.gnu.org/software/gsl ~ Build tools - GNU make - gcc compiler ~ Compiling From the toplevel directory, type: $ make This will build the static library 'libmcmclib.a' and the shared library 'libmcmclib.so' in the 'src' folder. If you need to tweak the compiler options, set the environmental variables CFLAGS (passed to the C compiler) and LDFLAGS (passed to the linker). To customize these variables even more, you can edit the toplevel `Makefile' direclty. ~ Compiling the guile bindings In order to compile the guile bindings, you need the GNU guile library: http://www.gnu.org/software/guile/guile.html installed in your system, version 1.8.x or a compatible one. To compile the guile bindings, type: $ make guile at the shell prompt. If all goes right, in the 'guile' subfolder you will find all the relevant stuff, ready to be used.
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A C library for doing 'decent-speed' Monte-Carlo Markov Chain
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