PARNI

Parni

PARNI is a program for importance sampling in Monte Carlo integration, which is of the general-purpose type in the sense that it in principle deals with any quadratically integrable integrand on a unit hyper-cube of arbitrary dimension. In contrast to most existing systems of this type, it does not ask for the integrand as an input variable, but provides a number of routines which can be plugged into a given Monte Carlo program in order to improve its efficiency "on the fly" while running. Due to the nature of its design, it can also be used for density estimation, i.e., for the analysis of data points coming from an external source.

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People

Andreas van Hameren

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Software Download

PARNI Current Version 12.05.02 (8 May 2012): avh_parni_120502.tgz
PARNI Current Version 2.0     (8 May 2012): Parni-2.0.tgz

Version 10.12.05: avh_parni_101205.tgz

Version 10.07.29: avh_parni_100729.tgz

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References

The following paper should be cited while using PARNI package

PARNI for importance sampling and density estimation
A. van Hameren
Acta Phys. Polon. B40 (2009) 259

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News & Developments

Changes in Parni Version Parni-2.0

Parni-2.0 is a Fortran 90 program. It can be used the same way as previous versions. One can, however, also USE the module "avh_parni",
which provides the same routines but with names without the "avh_" prepended

Changes in Parni Version 12.05.02

Thanks to a fixed bug, PARNI can now also integrate functions that are identical to zero

Changes in Parni Version 10.12.05

Possibility to save and reload instances included

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