MATDRAM: Delayed-Rejection Adaptive Metropolis MCMC
Updated 12 Jul 2021
Download the latest prebuilt READY-TO-USE ParaMonte::MatDRAM library from the GitHub release page:
For an illustration of the many powerful features of the library as well as serial and parallel example simulations see:
For more examples, see:
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If you find this package useful for your work, please rate it here and cite the ParaMonte library as described here:
MatDRAM is a pure-MATLAB Monte Carlo simulation and visualization library for serial Markov Chain Monte Carlo simulations. MatDRAM contains a comprehensive implementation of the Delayed-Rejection Adaptive Metropolis-Hastings Markov Chain Monte Carlo (DRAM) sampler in the MATLAB environment.
For high-performance parallel simulations, visit the ParaMonte library's page on FileExchange:
or on GitHub:
MatDRAM is part of the ParaMonte library. ParaMonte is a serial/parallel library of Monte Carlo simulation routines for stochastic optimization, sampling, and integration of mathematical objective functions of arbitrary-dimensions, in particular, the posterior probability distributions of Bayesian regression models in data science, Machine Learning, and scientific inference, with the design goal of unifying the automation (of Monte Carlo simulations), user-friendliness (of the library), accessibility (from multiple programming environments), high-performance (at runtime), and scalability (across many parallel processors).
The ParaMonte library has been designed to be blazing-fast while maintaining a high level of flexibility and user-friendliness.
The ParaMonte library is currently readily accessible from Python, MATLAB, Fortran, C++/C programming languages. For more information on the installation, usage, and examples, visit:
MATLAB Release Compatibility:
This software has been only tested with MATLAB R2019a and above. However, it should be compatible with MATLAB >=R2016b. If you find incompatibilities with any of the MATLAB releases newer than R2016a, please let us know by opening an issue on the GitHub issues page:
This software is ready to use on all platforms: Windows/Linux/macOS.
If you wish to contribute to the development of the package, please fork the project on GitHub,
If you find any bugs or issues, please let us also know at:
See this page: https://www.cdslab.org/paramonte/notes/overview/preface/#how-to-acknowledge-the-use-of-the-paramonte-library-in-your-work
MATLAB Release Compatibility
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