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A collection of statistics algorithms from Mersenne twister generator to MCMC sampling.

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Angara.Statistics

A collection of essential algorithms for Bayesian data constrained modelling. Includes Mersenne twister random number generator, common probability distributions, sampling statistics and quantiles, a kernel density estimator and a resumable Metropolis-Hastings MCMC sampler.

Documentation: http://predictionmachines.github.io/Angara.Statistics

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A collection of statistics algorithms from Mersenne twister generator to MCMC sampling.

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