Mcmc.Status

Creation date: Tue May 5 18:01:15 2020.

Documentation

data Status a

The Status contains all information to run an MCMC chain. It is constructed using the function status.

The polymorphic type a stores the state of the chain. It can also be used to store auxiliary information.

Constructors

Status

Fields

• name :: String

  The name of the MCMC chain; used as file prefix.

• item :: Item a

  The current Item of the chain combines the current state and the current likelihood.

• iteration :: Int

  The iteration is the number of completed cycles.

• trace :: Trace a

  The Trace of the Markov chain in reverse order, the most recent Item is at the head of the list.

• acceptance :: Acceptance (Proposal a)

  For each Proposal, store the list of accepted (True) and rejected (False) proposals; for reasons of efficiency, the list is also stored in reverse order.

• burnInIterations :: Maybe Int

  Number of burn in iterations; deactivate burn in with Nothing.

• autoTuningPeriod :: Maybe Int

  Auto tuning period (only during burn in); deactivate auto tuning with Nothing.

• iterations :: Int

  Number of normal iterations excluding burn in. Note that auto tuning only happens during burn in.

• forceOverwrite :: Bool

  Overwrite output files? Default is False, change with force.

• save :: Maybe Int

  Save the chain with trace of given length at the end of the run? Default is no save (Nothing). Change with saveWith.

• verbosity :: Verbosity

  Verbosity.

• generator :: GenIO

  The random number generator.

• start :: Maybe (Int, UTCTime)

  Starting time and starting iteration of chain; used to calculate run time and ETA.

• logHandle :: Maybe Handle

  Handle to log file.

• priorF :: a -> Log Double

  The prior function. The un-normalized posterior is the product of the prior and the likelihood.

• likelihoodF :: a -> Log Double

  The likelihood function. The un-normalized posterior is the product of the prior and the likelihood.

• cycle :: Cycle a

  A set of Proposals form a Cycle.

• monitor :: Monitor a

  A Monitor observing the chain.

status

Arguments

:: String

Name of the Markov chain; used as file prefix.

-> (a -> Log Double)

The prior function.

-> (a -> Log Double)

The likelihood function.

-> Cycle a

A list of Proposals executed in forward order. The chain will be logged after each cycle.

-> Monitor a

A Monitor observing the chain.

-> a

The initial state in the state space a.

-> Maybe Int

Number of burn in iterations; deactivate burn in with Nothing.

-> Maybe Int

Auto tuning period (only during burn in); deactivate auto tuning with Nothing.

-> Int

Number of normal iterations excluding burn in. Note that auto tuning only happens during burn in.

-> GenIO

A source of randomness. For reproducible runs, make sure to use generators with the same, fixed seed.

-> Status a

Initialize the Status of a Markov chain Monte Carlo run.

saveWith :: Int -> Status a -> Status a

Save the Markov chain with trace of given length.

force :: Status a -> Status a

Overwrite existing files; it is not necessary to use force, when a chain is continued.

quiet :: Status a -> Status a

Do not print anything to standard output. Do not create log file. File monitors and batch monitors are executed normally.

debug :: Status a -> Status a

Be verbose.