mcmc-0.5.0.0: Sample from a posterior using Markov chain Monte Carlo

Copyright	(c) Dominik Schrempf 2021
License	GPL-3.0-or-later
Maintainer	dominik.schrempf@gmail.com
Stability	unstable
Portability	portable
Safe Haskell	None
Language	Haskell2010

Mcmc.Proposal.Scale

Description

Creation date: Thu May 14 21:49:23 2020.

Synopsis

scale :: Shape -> Scale -> PName -> PWeight -> Tune -> Proposal Double
scaleUnbiased :: Shape -> PName -> PWeight -> Tune -> Proposal Double
scaleContrarily :: Shape -> Scale -> PName -> PWeight -> Tune -> Proposal (Double, Double)

Documentation

scale :: Shape -> Scale -> PName -> PWeight -> Tune -> Proposal Double Source #

Multiplicative proposal with gamma distributed kernel.

scaleUnbiased :: Shape -> PName -> PWeight -> Tune -> Proposal Double Source #

Multiplicative proposal with gamma distributed kernel.

The scale of the gamma distribution is set to (shape)^{-1}, so that the mean of the gamma distribution is 1.0.

scaleContrarily :: Shape -> Scale -> PName -> PWeight -> Tune -> Proposal (Double, Double) Source #

Multiplicative proposal with gamma distributed kernel.

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