|Author:||Al-Ahmadgaid B. Asaad (email@example.com | https://alstatr.blogspot.com/)|
|Requires:||julia releases 0.4.1 or later|
|Date:||Apr 18, 2017|
A julia package for Stochastic Gradient Markov Chain Monte Carlo. The package is part of my master’s thesis entitled Bayesian Autoregressive Distributed Lag via Stochastic Gradient Hamiltonian Monte Carlo or BADL-SGHMC, under the supervision of Dr. Joselito C. Magadia of School of Statistics, University of the Philippines Diliman. This work aims to accommodate other Stochastic Gradient MCMCs in the near future.