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.Metropolis

Description

Creation date: Tue May 5 20:11:30 2020.

Metropolis-Hastings algorithm.

Synopsis

mh :: ToJSON a => Status a -> IO (Status a)
mhContinue :: ToJSON a => Int -> Status a -> IO (Status a)

Documentation

mh Source #

Arguments

:: ToJSON a
=> Status a	Initial (or last) status of the Markov chain.
-> IO (Status a)

Run a Markov chain for a given number of Metropolis-Hastings steps.

mhContinue Source #

Arguments

:: ToJSON a
=> Int	Additional number of Metropolis-Hastings steps.
-> Status a	Loaded status of the Markov chain.
-> IO (Status a)

Continue a Markov chain for a given number of Metropolis-Hastings steps.

At the moment, when an MCMC run is continued, the old .mcmc file is deleted. This behavior may change in the future.

This means that an interrupted continuation also breaks previous runs. This step is necessary because, otherwise, incomplete monitor files are left on disk, if a continuation is canceled. Subsequent continuations would append to the incomplete monitor files and produce garbage.