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Code from Boys, Wilkinson and Kirkwood (2008)

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BWK

Code from Boys, Wilkinson and Kirkwood (2008)

Repository to share code from:

Boys, R. J., Wilkinson, D. J., Kirkwood, T. B. L. (2008) Bayesian inference for a discretely observed stochastic kinetic model, Statistics and Computing, 18(2):125-135. http://dx.doi.org/10.1007/s11222-007-9043-x

Wilkinson's C code for the exact block updating MCMC algorithm is in the directories exact and partial. Building this requires the GSL. On Debian-derived Linux distributions, this should just require the packages gsl-bin and libgsl-dev. There will be similar packages on other Linux and Unix-like systems. Then, just typing make in the relevant directory should build and run the code. See the Makefile and Readme in each directory for further details.

Wilkinson's approximate code can be found in the directories approx and partial-approx. Again, see the Readmes and Makefiles for further details.

I have now found Boys' main Fortran 77 code for a RJ-MCMC approach. It is in the directory partial-rj. I've managed to tweak it to get it to build and run. Seems to be running correctly. It should be easy to build and run on any Linux-like system with gfortran installed. Type make. Again, see the Readme in that directory for further details.