This package is a straight-forward port of the functions ``hmc2.m`` and
``hmc2_opt.m`` from the
`MCMCstuff <http://www.lce.hut.fi/research/mm/mcmcstuff/>`__ matlab
toolbox written by Aki Vehtari. The code is originally based on the
functions ``hmc.m`` from the `netlab
toolbox <http://www.ncrg.aston.ac.uk/netlab/index.php>`__ written by Ian
T Nabney. The portion of algorithm involving "windows" is derived from
the C code for this function included in the `Software for Flexible
Bayesian
Modeling <http://www.cs.toronto.edu/~radford/fbm.software.html>`__
written by Radford Neal.
The original Python `port <https://github.com/koepsell/pyhmc>`__ was
made by Kilian Koepsell, and subsequently modernized by Robert T.
McGibbon.
Authors
-------
- Kilian Koepsell kilian@berkeley.edu
- Robert T. McGibbon rmcgibbo@gmail.com
This software is distributed under the BSD License (see LICENSE file).
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