FunctionSMCMC

Library "FunctionSMCMC"
Methods to implement Markov Chain Monte Carlo Simulation (MCMC)

markov_chain(weights, actions, target_path, position, last_value) a basic implementation of the markov chain algorithm
  Parameters:
    weights: float array, weights of the Markov Chain.
    actions: float array, actions of the Markov Chain.
    target_path: float array, target path array.
    position: int, index of the path.
    last_value: float, base value to increment.
  Returns: void, updates target array

mcmc(weights, actions, start_value, n_iterations) uses a monte carlo algorithm to simulate a markov chain at each step.
  Parameters:
    weights: float array, weights of the Markov Chain.
    actions: float array, actions of the Markov Chain.
    start_value: float, base value to start simulation.
    n_iterations: integer, number of iterations to run.
  Returns: float array with path.

Notes de version:

v2
outsourced the probability distribution sample selection to a external library:
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