MCMCpack
MCMCpack is an R that package contains functions to
perform Bayesian inference using posterior simulation
for a number of statistical models. Most simulation is
done in compiled C++. All models return mcmc
objects that can then be summarized using the coda
package. MCMCpack also contains some useful utility
functions, including some additional density functions
and pseudo-random number generators for statistical
distributions, a general purpose Metropolis sampling
algorithm, and tools for visualization. Click here to visit the
MCMCpack project website.
Scythe Statistical Library
The Scythe Statistical Library is an open source C++
library for statistical computation. It includes a suite
of matrix manipulation functions, a suite of
pseudo-random number generators, and a suite of
numerical optimization routines. Programs written using
Scythe are generally much faster than those written in
commonly used interpreted languages, such as R and
MATLAB, and can be compiled on any system with the GNU
GCC compiler (and perhaps with other C++ compilers). One
of the primary design goals of the Scythe developers has
been ease of use for non-expert C++ programmers. We
provide ease of use through three primary mechanisms:
(1) operator and function over-loading, (2) numerous
pre-fabricated utility functions, and (3) clear
documentation and example programs. Additionally, Scythe
is quite flexible and entirely extensible because the
source code is available to all users under the GNU
General Public License. Click here to visit the Scythe
project website.
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