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Welcome

For help, see the Doxygen Docs for Scythe MCMC.

Todo

• Add fast log density functions (Scythe backport?). Potentially big performance gains here.
• Add rest of qnorm functions (This is important for copula stuff).
• Template the parameter, to allow for multivariate jumps.
• Add beta and log normal proposals.
• Establish option/data/prior convention from config file to avoid all the startup code. How should we deal with types? Templated? boost::any.
• Enable multiple chains + threading (boost?)
• Coda output format? Or at least store enough to import nicely as coda.
• Enable parallel updates somehow...
• Add an adaptive MH step type (See Gelamn 2006, or Rosenthal's stuff.)
• How can Parameter objects be used in EM?
• Add step types for dirichlet process. Walker 2008 and Neal Algorithm 8.
• Do stuff in ScytheBugs.txt.
• In there a way to encapsulate/resuse a whole model, like linear regression on ideal points?
• Adaptive rejection sampling step (C++ exists in R package).
• Think about posterior predictive checks and error checks (Gelman's sampling p-value strategy). Need generative sampling.
• Cleanup , fill in, docs. (Use Scythe comment style.)
• Figure out virtual, pure future, inheritance for Parameter, Proposal.
• Any way to shorten Parameter definition, most pain is there on user side?
• Move away from "using namespace std, scythe". Pretty crazy...

Wiki features

This wiki uses the Creole syntax, and is fully compatible with the 1.0 specification.

The wiki itself is actually a hg repository, which means you can clone it, edit it locally/offline, add images or any other file type, and push it back to us. It will be live immediately.

Go ahead and try:

$ hg clone http://bitbucket.org/tristanz/scythemcmc/wiki/

Wiki pages are normal files, with the .wiki extension. You can edit them locally, as well as creating new ones.