dream_test


dream_test, a FORTRAN90 code which calls dream(), which implements the DREAM algorithm for accelerating Markov Chain Monte Carlo (MCMC) convergence using differential evolution.

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 codes:

dream, a FORTRAN90 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:

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. So far, I have simply set up the user routines, with just 5 variables, and created a small stand-alone main code to test it.

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 18 June 2020.