**dream_test**,
a MATLAB code which
calls dream(), which
implements the DREAM algorithm for accelerating
Markov Chain Monte Carlo (MCMC) convergence using differential evolution,
by Guannan Zhang.

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

dream, a MATLAB code which implements the DREAM algorithm for accelerating Markov Chain Monte Carlo (MCMC) convergence using differential evolution, using five user functions to define the problem, by Guannan Zhang.

- dream_test.m, calls all the tests.
- dream_test.sh, runs all the tests.
- dream_test.txt, the output file.

**PROBLEM0** is a small sample problem, in 10 dimensions, with a
density that is the maximum of two gaussians centered at (-5,-5,...,-5)
and (5,5,...,5).

- p0_prior_density.m, the prior density.
- p0_prior_sample.m, the prior sampler.
- p0_sample_likelihood.m, the sample likelihood function.
- p0_size.m, the size function.
- p0_value.m, the value function.
- p0_chain01.txt, a chain data file.
- p0_chain02.txt, a chain data file.
- p0_chain03.txt, a chain data file.
- p0_chain04.txt, a chain data file.
- p0_chain05.txt, a chain data file.
- p0_chain06.txt, a chain data file.
- p0_chain07.txt, a chain data file.
- p0_chain08.txt, a chain data file.
- p0_chain09.txt, a chain data file.
- p0_chain10.txt, a chain data file.
- p0_gr.txt, the Gelman-Rubin statistic file.
- p0_restart.txt, the restart file.

**PROBLEM2** is based on the second example in the Vrugt reference.
The Vrugt version involves 10 variables, with a "twisted" Gaussian
density function.

- p2_prior_density.m, the prior density.
- p2_prior_sample.m, the prior sampler.
- p2_sample_likelihood.m, the sample likelihood function.
- p2_size.m, the size function.
- p2_value.m, the value function.
- p2_chain01.txt, a chain data file.
- p2_chain02.txt, a chain data file.
- p2_chain03.txt, a chain data file.
- p2_chain04.txt, a chain data file.
- p2_chain05.txt, a chain data file.
- p2_chain06.txt, a chain data file.
- p2_chain07.txt, a chain data file.
- p2_chain08.txt, a chain data file.
- p2_chain09.txt, a chain data file.
- p2_chain10.txt, a chain data file.
- p2_gr.txt, the Gelman-Rubin statistic file.
- p2_restart.txt, the restart file.