lstagner/multinest.jl

MultiNest wrapper for the Julia language

MultiNest.jl

MultiNest wrapper for the Julia language.

Installation

The package does not contain MultiNest itself (as you need to register before you can obtain a copy), so you will need to download and build shared MultiNest libraries separately.

Afterwards, you can get a copy of MultiNest.jl using Julia's package manager:

Pkg.add("MultiNest")

Usage

Since MultiNest, even though bundled as a library, is virtually an external command, the MultiNest.jl package follows the semantics of Julia's built-in external commands.

The MultiNest module can be loaded into Julia with

using MultiNest

It exports a single function new function, nested(), that will create a MultiNest configuation. Like other external commands, it can subsequently be invoked with Julia's run() function.

In it's purest form, nested() is called with the log-likelihood function you want to investigate, the dimension of the parameter space, and the output root:

using MultiNest

# define loglike
# ...

# generate MultiNest call
nest = nested(loglike, 2, "chains/example-")

# run MultiNest
run(nest)

All of MultiNest's additional options can be passed to nested() as keyword arguments. Please see the classical eggbox example for more information.

It is possible to pass additional arguments to your log-likelihood and dumper functions. See the eggbox with context example for more information on context passing.

If Julia cannot find the MultiNest libraries by default, you can make their location known as follows:

# make library location known
push!(Libdl.DL_LOAD_PATH, "/path/to/MultiNest")

# now load MultiNest module
using MultiNest