dream_test

dream_test, a C code which calls dream(), which accelerates 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 MIT license

Related Data and Programs:

dream, a C code 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:

• dream_test.sh, runs all the tests.

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).

• problem0.c, is a user written file, containing 5 functions, which define the data for problem 0.
• problem0.sh, runs all the tests.
• problem0.txt, the output file.

• problem0_chain00.txt, a chain data file.
• problem0_chain01.txt, a chain data file.
• problem0_chain02.txt, a chain data file.
• problem0_chain03.txt, a chain data file.
• problem0_chain04.txt, a chain data file.
• problem0_chain05.txt, a chain data file.
• problem0_chain06.txt, a chain data file.
• problem0_chain07.txt, a chain data file.
• problem0_chain08.txt, a chain data file.
• problem0_chain09.txt, a chain data file.
• problem0_gr.txt, the Gelman-Rubin statistic file.
• problem0_restart.txt, the restart file.

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.c, is a user written file, containing the 5 functions required to define the problem data, as well as other functions to set the covariance.
• problem1.sh, runs all the tests.
• problem1.txt, the output file.

• problem1_covariance.h, an include file that allows the main program to access the covariance matrix computed by the user functions.

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

• problem1_main.c, a stand-alone main program that calls the user functions to make some simple tests.
• problem1_main.sh, runs all the tests.
• problem1_main.txt, the output file.

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

• problem2.c, is a user written file, containing the 5 functions required to define problem 2.
• problem2.sh, runs all the tests.
• problem2.txt, the output file.