AutoMix

AutoMix is an automatic reversible jump MCMC sampler that I developed during my Ph.D. Full details of the sampler can be found in my thesis which is available from the publications page.

In it’s present incarnation AutoMix is written as a C program. A zipped tar archive containing the source files, examples and instructions for compilation and running can be downloaded using this link. The program has been tested and successfully compiles and runs under linux like systems, including Cygwin on Windows.

The program is open source but is not officially licensed under any existing software licence. It is free to use but offered with absolutely no warranty. Use of the AutoMix sampler is entirely at the user’s own risk. It is the responsibility of the user to ensure that any conclusions made through the use of the AutoMix sampler are valid. The author accepts no responsibility whatsoever for any loss, financial or otherwise, that may arise in connection with the use of the sampler.

Since originally writing this program, I have amassed several years of software development experience and believe the program would benefit from a significant re-write, also building in some new functionality. It has been my intention for some time to re-write this software as a C++ program, possibly with an associated R package, and release this software under the GNU GPL, or some similar license. Unfortunately this project will only progress in my spare time, and as the existing sampler is functional, this is relatively low priority. That said recent work elsewhere has built a natural framework for doing this. Watch this space…