README

This program implements a MCMC algorithm for the following hierarchical model:

y_k ~ Poisson(n_k * theta_k) theta_k ~ Gamma(a, b) a ~ Unif(0, a0) b ~ Unif(0, b0)

I let a0 and b0 be arbitrarily large.

Arguments: 1) input file name With two space delimited columns holding integer values for y and float values for n. 2) number of trials (1000 by default)

Output: A comma delimited file containing a column for a, b, and each theta. All output is written to standard out.

Example:

$ head -3 mydata.txt 4 0.91643 23 3.23709 7 0.40103

$ a.out mydata.txt 2500 > output.csv

This code borrows from the nVidia developer zone documentation, specifically http://docs.nvidia.com/cuda/curand/index.html#topic_1_2_1