MCMCChains.jl

Implementation of Julia types for summarizing MCMC simulations and utility functions for diagnostics and visualizations.

Example

using MCMCChains
using StatsPlots

val = randn(100, 3, 2) .+ [1, 2, 3]'
val = hcat(val, rand(1:2, 100, 1, 2))
chn = Chains(val, [:A, :B, :C, :D])

plot(chn; size=(840, 600))

See the docs for more information.

License Notice

Note that this package heavily uses and adapts code from the Mamba.jl package licensed under MIT License, see LICENSE.md.