Systems, methods and computer implemented tools are provided for
performing Markov chain Monte Carlo simulations. Computer implemented
tools include a library of MCMC classes that define a core foundation of
the MCMC analysis that minimizes knowledge of computer programming and
manages the overhead associated with implementing MCMC simulation.
Moreover, a user interacting with the various embodiments of the present
invention is given numerical control over the problem at issue so that a
skilled user can run successful MCMC simulations even where components of
the distribution of interest are non-standard.