Introduction

Date:	January 20, 2012
Authors:	Whit Armstrong
Contact:	armstrong.whit@gmail.com
Web site:	http://github.com/armstrtw/CppBugs
License:	GPL-3

Purpose

CppBugs is a c++ library designed for MCMC sampling.

Features

CppBugs attempts to make writing mcmc models as painless as possible. It incorporates features from both WinBugs and PyMC and requires users only to implment an update method which resembles the model section of a WinBUGS script.

• CppBugs is extremely fast. Typically between 5x to 10x faster than equivalent WinBugs and 3x to 5x faster than PyMC models.
• Common statistical distributions are supported drawing heavily on Boost libraries. Many more will be implemented to eventually be as feature complete as WinBugs/PyMC.
  

Usage