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.Monitor

Contents

Create monitors
Use monitors

Description

Creation date: Thu May 21 14:35:11 2020.

Synopsis

data Monitor a = Monitor {
- mStdOut :: MonitorStdOut a
- mFiles :: [MonitorFile a]
- mBatches :: [MonitorBatch a]
}
data MonitorStdOut a
monitorStdOut :: [MonitorParameter a] -> Int -> MonitorStdOut a
msHeader :: MonitorStdOut a -> ByteString
data MonitorFile a
monitorFile :: String -> [MonitorParameter a] -> Int -> MonitorFile a
data MonitorBatch a
monitorBatch :: String -> [MonitorParameterBatch a] -> Int -> MonitorBatch a
getMonitorBatchSize :: MonitorBatch a -> Int
mOpen :: String -> String -> ExecutionMode -> Monitor a -> IO (Monitor a)
mExec :: Verbosity -> Int -> Int -> UTCTime -> Trace a -> Int -> Monitor a -> IO (Maybe ByteString)
mClose :: Monitor a -> IO (Monitor a)

Create monitors

data Monitor a Source #

A Monitor observing the chain.

A Monitor describes which part of the Markov chain should be logged and where. Further, they allow output of summary statistics per iteration in a flexible way.

Constructors

Monitor
Fields mStdOut :: MonitorStdOut a Monitor writing to standard output. mFiles :: [MonitorFile a] Monitors writing to files. mBatches :: [MonitorBatch a] Monitors calculating batch means and writing to files.

data MonitorStdOut a Source #

Monitor to standard output; constructed with monitorStdOut.

monitorStdOut Source #

Arguments

:: [MonitorParameter a]	Instructions about which parameters to log.
-> Int	Logging period.
-> MonitorStdOut a

Monitor to standard output.

msHeader :: MonitorStdOut a -> ByteString Source #

Header of monitor to standard output.

data MonitorFile a Source #

Monitor to a file; constructed with monitorFile.

monitorFile Source #

Arguments

:: String	Name; used as part of the file name.
-> [MonitorParameter a]	Instructions about which parameters to log.
-> Int	Logging period.
-> MonitorFile a

Monitor parameters to a file.

data MonitorBatch a Source #

Batch monitor to a file.

Calculate summary statistics over the last given number of iterations (batch size). Construct with monitorBatch.

monitorBatch Source #

Arguments

:: String	Name; used as part of the file name.
-> [MonitorParameterBatch a]	Instructions about how to calculate the summary statistics.
-> Int	Batch size.
-> MonitorBatch a

Batch monitor parameters to a file, see MonitorBatch.

getMonitorBatchSize :: MonitorBatch a -> Int Source #

Batch monitor size.

Useful to determine the trace length.

Use monitors

mOpen :: String -> String -> ExecutionMode -> Monitor a -> IO (Monitor a) Source #

Open the files associated with the Monitor.

mExec Source #

Arguments

:: Verbosity	Verbosity
-> Int	Iteration.
-> Int	Starting state.
-> UTCTime	Starting time.
-> Trace a	Trace of Markov chain.
-> Int	Total number of iterations; to calculate ETA.
-> Monitor a	The monitor.
-> IO (Maybe ByteString)

Execute monitors; print status information to files and return text to be printed to standard output and log file.

mClose :: Monitor a -> IO (Monitor a) Source #

Close the files associated with the Monitor.