GitHub - deeptavker/Parallel-Markov-Chain-Monte-Carlo: Parallel MCMC

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Name		Name	Last commit message	Last commit date
Latest commit History 31 Commits
.gitignore		.gitignore
README.txt		README.txt
Report.pdf		Report.pdf
arfima.cpp		arfima.cpp
genseries.py		genseries.py
metropolis-hastings.cpp		metropolis-hastings.cpp
mle.cpp		mle.cpp
mle.h		mle.h
series_0.5_0.5_0.5_100.csv		series_0.5_0.5_0.5_100.csv

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Code to compile: g++ mle.cpp metropolis-hastings.cpp --std=c++11 -lblas -llapacke -lm -fopenmp
Code to run: ./a.out <datafile> <series_length> <number_of_steps>