Angara.Statistics


Sampler

Namespace: Angara
Parent Module: Filzbach

An immutable state of Filzbach MCMC sampler.

Constructors

ConstructorDescription
new(copy)
Signature: copy:Sampler -> Sampler

CompiledName: .ctor

Instance members

Instance memberDescription
IsAccepted
Signature: bool

CompiledName: get_IsAccepted

Iteration
Signature: int

CompiledName: get_Iteration

LogLikelihood
Signature: float

CompiledName: get_LogLikelihood

LogPrior
Signature: float

CompiledName: get_LogPrior

Parameters
Signature: Parameters

CompiledName: get_Parameters

Probe(isBurnIn, logl)
Signature: (isBurnIn:bool * logl:(Parameters -> float)) -> Sampler

Advance one iteration of either burn-in or sampling

SamplingWidths
Signature: float []

CompiledName: get_SamplingWidths

Static members

Static memberDescription
continuemcmc(...)
Signature: (sampler:Sampler * logl:(Parameters -> float) * burnCount:int * sampleCount:int * thinning:int option) -> SamplerResult

Continuation of sampling procedure after incomplete burn-in. It does burnCount additional burn-in iterations followed by collecting sampleCount samples from posterior. Total number of iterations is burnCount + thinning * sampleCount.

Create(pp, rng, logl)
Signature: (pp:Parameters * rng:MT19937 * logl:(Parameters -> float)) -> Sampler
print(arg1)
Signature: SamplerResult -> unit

Prints summary of results from runmcmc or continuemcmc.

runmcmc(...)
Signature: (pp:Parameters * logl:(Parameters -> float) * burnCount:int * sampleCount:int * thinning:int option * rng:MT19937 option) -> SamplerResult

Complete sampling procedure that does burnCount burn-in iterations followed by collecting sampleCount samples from posterior. Total number of iterations is burnCount + thinning * sampleCount.

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