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MATDRAM: Delayed-Rejection Adaptive Metropolis MCMC

version 2.2.3 (4.77 MB) by CDSLAB
MatDRAM is a pure-MATLAB Adaptive Markov Chain Monte Carlo simulation and visualization library.


Updated 12 Jul 2021

From GitHub

View license on GitHub

Download the latest prebuilt READY-TO-USE ParaMonte::MatDRAM library from the GitHub release page:

For an illustration of the many powerful features of the library as well as serial and parallel example simulations see:

For more examples, see:

Interested in receiving updates? Star and watch the GitHub repository of the library on GitHub:

If you find this package useful for your work, please rate it here and cite the ParaMonte library as described here:

MatDRAM is a pure-MATLAB Monte Carlo simulation and visualization library for serial Markov Chain Monte Carlo simulations. MatDRAM contains a comprehensive implementation of the Delayed-Rejection Adaptive Metropolis-Hastings Markov Chain Monte Carlo (DRAM) sampler in the MATLAB environment.

For high-performance parallel simulations, visit the ParaMonte library's page on FileExchange:

or on GitHub:

MatDRAM is part of the ParaMonte library. ParaMonte is a serial/parallel library of Monte Carlo simulation routines for stochastic optimization, sampling, and integration of mathematical objective functions of arbitrary-dimensions, in particular, the posterior probability distributions of Bayesian regression models in data science, Machine Learning, and scientific inference, with the design goal of unifying the automation (of Monte Carlo simulations), user-friendliness (of the library), accessibility (from multiple programming environments), high-performance (at runtime), and scalability (across many parallel processors).

The ParaMonte library has been designed to be blazing-fast while maintaining a high level of flexibility and user-friendliness.

The ParaMonte library is currently readily accessible from Python, MATLAB, Fortran, C++/C programming languages. For more information on the installation, usage, and examples, visit:

MATLAB Release Compatibility:

This software has been only tested with MATLAB R2019a and above. However, it should be compatible with MATLAB >=R2016b. If you find incompatibilities with any of the MATLAB releases newer than R2016a, please let us know by opening an issue on the GitHub issues page:

This software is ready to use on all platforms: Windows/Linux/macOS.

If you wish to contribute to the development of the package, please fork the project on GitHub,

If you find any bugs or issues, please let us also know at:

Cite As

See this page:

MATLAB Release Compatibility
Created with R2019a
Compatible with R2016b and later releases
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.