Closed kaandocal closed 1 year ago
I think ultimately we should try to improve the packages and interfaces such that downstream packages get this for free/automatically or by implementing a more minimal interface (at least don't have to depend on MCMCChains/Requires). Weak dependencies could help with this in Julia >= 1.9 but somehow it feels unsatisfying if similar code is added to every sampler package.
Documenting this with a usage example would also be great.
thanks @kaandocal and @sethaxen!
This is a very minor pull request for conveniently bundling samples from
AdvancedHMC.jl
into anChains
object fromMCMCChains.jl
. Very similar to the interface inAdvancedMH.jl
, it should make it easier to switch from one to the other.