mcmc-0.1.3: Sample from a posterior using Markov chain Monte Carlo

Copyright(c) Dominik Schrempf 2020
LicenseGPL-3.0-or-later
Maintainerdominik.schrempf@gmail.com
Stabilityunstable
Portabilityportable
Safe HaskellNone
LanguageHaskell2010

Mcmc.Move.Generic

Description

Creation date: Thu May 14 20:26:27 2020.

Synopsis

Documentation

moveGenericContinuous Source #

Arguments

:: (ContDistr d, ContGen d) 
=> Lens' a Double

Instruction about which parameter to change.

-> d

Probability distribution

-> (Double -> Double -> Double)

Forward operator, e.g. (+), so that x + dx = y.

-> (Double -> Double -> Double)

Inverse operator, e.g.,(-), so that y - dx = x.

-> MoveSimple a 

Generic function to create moves for continuous parameters (Double).

moveSymmetricGenericContinuous Source #

Arguments

:: (ContDistr d, ContGen d) 
=> Lens' a Double

Instruction about which parameter to change.

-> d

Probability distribution

-> (Double -> Double -> Double)

Forward operator, e.g. (+), so that x + dx = y.

-> MoveSimple a 

Generic function to create symmetric moves for continuous parameters (Double).

moveGenericDiscrete Source #

Arguments

:: (DiscreteDistr d, DiscreteGen d) 
=> Lens' a Int

Instruction about which parameter to change.

-> d

Probability distribution.

-> (Int -> Int -> Int)

Forward operator, e.g. (+), so that x + dx = y.

-> (Int -> Int -> Int)

Inverse operator, e.g.,(-), so that y - dx = x.

-> MoveSimple a 

Generic function to create moves for discrete parameters (Int).

moveSymmetricGenericDiscrete Source #

Arguments

:: (DiscreteDistr d, DiscreteGen d) 
=> Lens' a Int

Instruction about which parameter to change.

-> d

Probability distribution.

-> (Int -> Int -> Int)

Forward operator, e.g. (+), so that x + dx = y.

-> MoveSimple a 

Generic function to create symmetric moves for discrete parameters (Int).