Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Gregory R. Warnes
Title: HYDRA: a Java library for Markov Chain Monte Carlo
Abstract: Hydra is an open-source, platform-neutral library for performing Markov Chain Monte Carlo. It implements the logic of standard MCMC samplers within a framework designed to be easy to use, extend, and integrate with other software tools. In this paper, we describe the problem that motivated our work, outline our goals for the Hydra pro ject, and describe the current features of the Hydra library. We then provide a step-by-step example of using Hydra to simulate from a mixture model drawn from cancer genetics, first using a variable-at-a-time Metropolis sampler and then a Normal Kernel Coupler. We conclude with a discussion of future directions for Hydra.

Page views:: 10426. Submitted: 2001-07-02. Published: 2002-03-10.
Paper: HYDRA: a Java library for Markov Chain Monte Carlo     Download PDF (Downloads: 10216)
Supplements:
Hydra_1.0.0.jar: Hydra Jar File Download (Downloads: 1652; 2MB)
Hydra_1.0.0.tgz: Hydra classes and scripts for running in Omegahat Download (Downloads: 1507; 1MB)
UserGuide.pdf: Hydra User Guide Download (Downloads: 2108; 500KB)

DOI: 10.18637/jss.v007.i04

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.