MCMC for a customized distribution

General Usage
1

Is there any good package for discret sampling and supports a customized distribution?

2

You mean where you can give just a log-density function to the sampler?
Probably the best & coolest:

also

and

and probably others.

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3

i mean a package where i can use my own customized distribution also a density function for metropolis hasting sampling

4

Not sure what you mean. Maybe this thread can help you: MCMC landscape ?

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