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Release 0.2.0
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ekoutanov committed Jan 4, 2024
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2 changes: 1 addition & 1 deletion Cargo.toml
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[package]
name = "metromc"
version = "0.1.0"
version = "0.2.0"
edition = "2021"
authors = ["Emil Koutanov"]
license = "MIT"
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13 changes: 11 additions & 2 deletions README.md
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`metromc`
===
Markov chain Monte Carlo sampling using the _Independence Metropolis-Hastings_ algorithm with uniform transition kernel.
Markov chain Monte Carlo (MCMC) sampling using the _Independence Metropolis-Hastings_ algorithm with uniform transition kernel.

[![Crates.io](https://img.shields.io/crates/v/metromc?style=flat-square&logo=rust)](https://crates.io/crates/metromc)
[![docs.rs](https://img.shields.io/badge/docs.rs-metromc-blue?style=flat-square&logo=docs.rs)](https://docs.rs/metromc)
[![Build Status](https://img.shields.io/github/actions/workflow/status/obsidiandynamics/metromc/master.yml?branch=master&style=flat-square&logo=github)](https://github.com/obsidiandynamics/metromc/actions/workflows/master.yml)

Uses the [tinyrand](https://github.com/obsidiandynamics/tinyrand) RNG to sample at a rate of ~50M samples/sec.

Supports the following distributions:

* [Gaussian/Normal](https://en.wikipedia.org/wiki/Normal_distribution)
* [Gamma](https://en.wikipedia.org/wiki/Gamma_distribution)
* [Pareto](https://en.wikipedia.org/wiki/Pareto_distribution)
* [Beta](https://en.wikipedia.org/wiki/Beta_distribution)

It is easy to add more univariate distributions by supplying an implementation of a PDF or wrapping one from the excellent [statrs](https://crates.io/crates/statrs) crate.

# Example
Draw samples from the Gaussian distribution.
Draw samples from the Gaussian distribution using MCMC.

```rust
use std::ops::RangeInclusive;
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