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Implementation of the Metropolis algorithm in the Rust programming language

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metropolis

An implementation of MCMC (Markov Chain Monte Carlo) algorithms in Rust

Installation

Just clone the depo or add the Git URL to your Cargo.toml and you're good to go!

C FFI

The build script generates a C++ header that can be used to integrate this library within C++ code.

Python API

The pylib directory contains Python bindings generated with PyO3.

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Implementation of the Metropolis algorithm in the Rust programming language

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