mcmc.apl

 mcmc←{
⍝ dist mcmc proposals
⍝ dist - PMF/PDF function (monadic)
⍝ proposals - random proposals for dist()
     proposals←⍵
     N←⊃⍴⍵ ⍝ number of proposals
     dist←⍺⍺ ⍝ pmf/pdf function

     coins←?N⍴0 ⍝ random coin tosses
     
     ⍝ accepted states initialized to first proposal
     states←N⍴⊃proposals
     Ni←N-1 ⍝ number of iters

     ⍝ iterate Ni times starting from 2
     _←({i←⍵
         curr←states[i-1]
         move←proposals[i]
         p_curr←dist curr
         p_move←dist move
         accept←1+coins[i]≤1⌊p_move÷p_curr
         ⍝ accept 1=False, 2=True
         states[i]←(curr move)[accept]
         i+1
     }⍣Ni)2

     states
 }