Hi Frédéric,

I'll have to find another test case or use an example where the factor required to scale-up the candidate is known. I tried to keep the computation of the factor itself outside MCMC.jl, but in the test cases I use optim.jl for it.

ARS is not a real MCMC method which is maybe the root cause of this and the earlier accept/reject problem, it is just a sampling method (no Markov chain). I find it an important intro to MH, that's why I selected it as a first step in working and understanding MCMC.jl.

This week I'm traveling, so I will have less time/access to fix this. Or if you find it does not really belong in MCMC.jl, that's also fine. In that case I will include it in MCMCExampleRepository.jl.

I should have removed test_serMC.jl before making the pull request, that file does not add anything. My apologies.

Regards, Rob
Sent from Rob Goedman's iPad Mini


> On May 26, 2014, at 13:43, Frédéric Testard <notifications@github.com> wrote:
> 
> In test/test_ARS1.jl:
> 
> > @@ -0,0 +1,44 @@
> > +using Distributions, MCMC, Optim
> Apparently, Optim is generating an error on the Travis build : "Optim not found".
> 
> I think (not sure) that the Travis script should be loading that library (it's not in the REQUIRE file, and shouldn't be since it's not needed for MCMC to work). @scidom what do you think ?
> Any idea what's causing it ?
> 
> —
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