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.Proposal.Slide

Description

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

Synopsis

slide :: Double -> Double -> String -> Int -> Bool -> Proposal Double
slideSymmetric :: Double -> String -> Int -> Bool -> Proposal Double
slideUniform :: Double -> String -> Int -> Bool -> Proposal Double
slideContrarily :: Double -> Double -> String -> Int -> Bool -> Proposal (Double, Double)

Documentation

slide Source #

Arguments

:: Double	Mean.
-> Double	Standard deviation.
-> String	Name.
-> Int	Weight.
-> Bool	Enable tuning.
-> Proposal Double

Additive proposal with normally distributed kernel.

slideSymmetric Source #

Arguments

:: Double	Standard deviation.
-> String	Name.
-> Int	Weight.
-> Bool	Enable tuning.
-> Proposal Double

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

slideUniform Source #

Arguments

:: Double	Delta.
-> String	Name.
-> Int	Weight.
-> Bool	Enable tuning.
-> Proposal Double

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

slideContrarily Source #

Arguments

:: Double	Mean.
-> Double	Standard deviation.
-> String	Name.
-> Int	Weight.
-> Bool	Enable tuning.
-> Proposal (Double, Double)

Additive proposal with normally distributed kernel.

The two values are slid contrarily so that their sum stays constant. Contrary proposals are useful when parameters are confounded.