lmfit/lmfit-py — pull request #178 by andyfaff (2014-12-27 05:26:18+00:00)
Title: ENH: Minimizer, adding mcmc sampler.

My attempt at adding an MCMC sampler to lmfit.Minimizer. MCMC is a way of sampling the posterior distribution for a parameter set. Once the sampler finishes running the Minimizer.params attribute is updated using the statistics of the MCMC samples. The mean of a parameter trace gives the 'fitted value' and the SD gives the parameter uncertainty. You can work out the correlations as well. The mcmc method returns the sampler instance, from which you can get a lot of extra information. It's worth reading up from: http://pymc-devs.github.io/pymc/ to learn what kind of information you can extract from the sampler.