mcmc-0.2.2: 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.Proposal.Generic

Description

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

Synopsis

Documentation

proposalGenericContinuous Source #

Arguments

:: (ContDistr d, ContGen d) 
=> d

Probability distribution

-> (a -> Double -> a)

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

-> Maybe (Double -> Double)

Inverse operator, e.g., negate, so that x' + (negate dx) = x. Only required for biased proposals.

-> ProposalSimple a 

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

proposalGenericDiscrete Source #

Arguments

:: (DiscreteDistr d, DiscreteGen d) 
=> d

Probability distribution.

-> (a -> Int -> a)

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

-> Maybe (Int -> Int)

Inverse operator, e.g., negate, so that x' + (negate dx) = x. Only required for biased proposals.

-> ProposalSimple a 

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