Copyright	(c) Dominik Schrempf 2020
License	GPL-3.0-or-later
Maintainer	dominik.schrempf@gmail.com
Stability	unstable
Portability	portable
Safe Haskell	None
Language	Haskell2010

Mcmc.Move.Slide

Description

Creation date: Wed May 6 10:59:13 2020.

Synopsis

slide :: String -> Int -> Lens' a Double -> Double -> Double -> Bool -> Move a
slideSymmetric :: String -> Int -> Lens' a Double -> Double -> Bool -> Move a
slideUniform :: String -> Int -> Lens' a Double -> Double -> Bool -> Move a

Documentation

slide Source #

Arguments

:: String	Name.
-> Int	Weight.
-> Lens' a Double	Instruction about which parameter to change.
-> Double	Mean.
-> Double	Standard deviation.
-> Bool	Enable tuning.
-> Move a

Additive move with normally distributed density.

slideSymmetric Source #

Arguments

:: String	Name.
-> Int	Weight.
-> Lens' a Double	Instruction about which parameter to change.
-> Double	Standard deviation.
-> Bool	Enable tuning.
-> Move a

Additive move with normally distributed density with mean zero. This move is very fast, because the Metropolis-Hastings ratio does not include calculation of the forwards and backwards densities.

slideUniform Source #

Arguments

:: String	Name.
-> Int	Weight.
-> Lens' a Double	Instruction about which parameter to change.
-> Double	Delta.
-> Bool	Enable tuning.
-> Move a

Additive move with uniformly distributed density. This move is very fast, because the Metropolis-Hastings ratio does not include calculation of the forwards and backwards densities.