dream_test


dream_test, a C program which calls dream() to accelerate Markov Chain Monte Carlo (MCMC) convergence using differential evolution, by Guannan Zhang.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Related Data and Programs:

dream, a C program which implements the DREAM algorithm for accelerating Markov Chain Monte Carlo (MCMC) convergence using differential evolution, using five user functions to define the problem, by Guannan Zhang.

Source Code:

PROBLEM0 is a small sample problem, in 10 dimensions, with a density that is the maximum of two gaussians centered at (-5,-5,...,-5) and (5,5,...,5).

PROBLEM1 is based on the first example in the Vrugt reference. The Vrugt version involves 100 variables, with a multidimensional normal distribution with specified mean vector and covariance matrix.

PROBLEM1_MAIN is a stand-alone main program that calls the user functions to make some simple tests.

PROBLEM2 is based on the second example in the Vrugt reference. The Vrugt version involves 10 variables, with a "twisted" Gaussian density function.


Last revised on 17 June 2019.