MICMAC

Common Lisp implemention of Metropolis-Hastings by Gabor Melis.

Although for now, Micmac has only a generic Metropolis-Hastings MCMC
and Metropolis Coupled MCMC method and it's kind of trivial, I found
it worthy of factoring out. Later more statistics related stuff may be
added.

It's under the MIT licence. See COPYING.

For an example on how to use it see
test/test-metropolis-hastings.lisp.

* Tests

Run the built in tests with:

  (ASDF:OOS 'ASDF:TEST-OP '#:MICMAC)
