GitHub repository: DiffeoMan/MarkovChains
Primary language: C++
Created: 2019-02-17T15:43:39Z
Description: A collection of C++ classes and methods related to Markov Chains/MCMC. Contains namespace Markov, including implementation of common discrete-time Markov chain objects and  functions, like finding communicating classes and stationary distributions, as well as MCMC methods (in particular, Coupling From The Past-based perfect sampling).