Collaboration diagram for DREAM: DiffeRential Evolution Adaptive Metropolis:

Modules
	TasmanianDREAM State

	DREAM Sampling Templates

	Enumerated types

	Probability distributions, analytic formulas and sampling algorithms

	Likelihood definitions

Namespaces
namespace	TasDREAM
	Encapsulates the Tasmanian DREAM module.

Detailed Description

DREAM: The DiffeRential Evolution Adaptive Metropolis is a method to draw samples from an arbitrary probability distribution defined by an arbitrary non-negative function (not necessarily normalized to integrate to 1). In the Tasmanian DREAM module, the samples (and the history) are stored in a TasDREAM::TasmanianDREAM state object which also defines the number of samples and the number of dimensions of the input space. The sampling is performed by the TasDREAM::SampleDREAM() template that takes an initialized state and several callable objects that describe the geometry of the domain and the parameters of the sampling, e.g., number of iterations.

Bayesian Inference: One of the most common applications for DREAM is in the context of Bayesian inference, where the probability distribution is comprised of a model, likelihood and prior. The three components can be combined together with the TasDREAM::posterior() template, which returns a callable object that represents the probability distribution.

Modules