Mcmc.Monitor

Creation date: Thu May 21 14:35:11 2020.

Create monitors

data Monitor a

A Monitor describes which part of the Markov chain should be logged and where. Further, they allow output of summary statistics per iteration in a flexible way.

Constructors

Monitor

Fields

• mStdOut :: MonitorStdOut a

  Monitor writing to standard output.

• mFiles :: [MonitorFile a]

  Monitors writing to files.

• mBatches :: [MonitorBatch a]

  Monitors calculating batch means and writing to files.

data MonitorStdOut a

Monitor to standard output.

monitorStdOut

Arguments

:: [MonitorParameter a]

Instructions about which parameters to log.

-> Int

Logging period.

-> MonitorStdOut a

Monitor to standard output.

data MonitorFile a

Monitor to a file.

monitorFile

Arguments

:: String

Name; used as part of the file name.

-> [MonitorParameter a]

Instructions about which parameters to log.

-> Int

Logging period.

-> MonitorFile a

Monitor parameters to a file.

data MonitorBatch a

Monitor to a file, but calculate batch means for the given batch size.

XXX: Batch monitors are slow at the moment because the monitored parameter has to be extracted from the state for each iteration.

monitorBatch

Arguments

:: String

Name; used as part of the file name.

-> [MonitorParameterBatch a]

Instructions about which parameters to log and how to calculate the batch means.

-> Int

Batch size.

-> MonitorBatch a

Monitor parameters to a file, see MonitorBatch.

Use monitor

mOpen :: String -> Monitor a -> IO (Monitor a)

Open the files associated with the Monitor.

mAppend :: String -> Monitor a -> IO (Monitor a)

Open the files associated with the Monitor in append mode.

mHeader :: Monitor a -> IO ()

Print header line of Monitor (standard output only).

mExec

Arguments

:: Int

Iteration.

-> (Int, UTCTime)

Starting state and time.

-> Trace a

Trace of Markov chain.

-> Int

Total number of iterations; to calculate ETA.

-> Monitor a

The monitor.

-> IO ()

Execute monitors; print status information to standard output and files.

mClose :: Monitor a -> IO (Monitor a)

Close the files associated with the Monitor.