DiffusionMCMC.jl

Bayesian inference for diffusion processes via MCMC sampling. It's an extension of ExtensibleMCMC.jl to diffusion processes.

All algorithms provided in ExtensibleMCMC.jl work here as well and do inference for diffusions.

Depending on your intended use of this package you might choose to start at different places:

• For a quick overview of DiffusionMCMC.jl's main functionality see Get started.
• For a systematic introduction to all functionality introduced in this package see the Manual
• For a didactic introduction to problems that can be solved using DiffusionMCMC.jl see the Tutorials
• If you have a problem that you think can be addressed with this package, then check out the How-to guides to see if the answer is already there.