Mcmc.Settings

Creation date: Mon Nov 16 11:13:01 2020.

Data types

newtype AnalysisName

Analysis name of the MCMC sampler.

Constructors

AnalysisName

Fields

• fromAnalysisName :: String

Instances

FromJSON AnalysisName

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser AnalysisName

parseJSONList :: Value -> Parser [AnalysisName]

ToJSON AnalysisName

Defined in Mcmc.Settings

Methods

toJSON :: AnalysisName -> Value

toEncoding :: AnalysisName -> Encoding

toJSONList :: [AnalysisName] -> Value

toEncodingList :: [AnalysisName] -> Encoding

Monoid AnalysisName

Defined in Mcmc.Settings

Methods

mempty :: AnalysisName

mappend :: AnalysisName -> AnalysisName -> AnalysisName

mconcat :: [AnalysisName] -> AnalysisName

Semigroup AnalysisName

Defined in Mcmc.Settings

Methods

(<>) :: AnalysisName -> AnalysisName -> AnalysisName

sconcat :: NonEmpty AnalysisName -> AnalysisName

stimes :: Integral b => b -> AnalysisName -> AnalysisName

Read AnalysisName

Defined in Mcmc.Settings

Methods

readsPrec :: Int -> ReadS AnalysisName

readList :: ReadS [AnalysisName]

readPrec :: ReadPrec AnalysisName

readListPrec :: ReadPrec [AnalysisName]

Show AnalysisName

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> AnalysisName -> ShowS

show :: AnalysisName -> String

showList :: [AnalysisName] -> ShowS

Eq AnalysisName

Defined in Mcmc.Settings

Methods

(==) :: AnalysisName -> AnalysisName -> Bool

(/=) :: AnalysisName -> AnalysisName -> Bool

class HasAnalysisName s where

Types with analysis names.

Methods

getAnalysisName :: s -> AnalysisName

Instances

HasAnalysisName MLSettings

Defined in Mcmc.MarginalLikelihood

Methods

getAnalysisName :: MLSettings -> AnalysisName

HasAnalysisName Settings

Defined in Mcmc.Settings

Methods

getAnalysisName :: Settings -> AnalysisName

data BurnInSettings

Burn in specification.

Constructors

NoBurnIn

No burn in.

BurnInWithoutAutoTuning Int

Burn in for a given number of iterations.

BurnInWithAutoTuning Int Int

Burn in for a given number of iterations. Enable auto tuning with a given period.

BurnInWithCustomAutoTuning [Int] [Int]

Burn in with the given list of fast and full auto tuning periods.

The list of fast auto tuning periods may be empty. All periods have to be strictly positive.

See also PSpeed.

For example, BurnInWithCustomAutoTuning [50] [100,200] performs 1a. 50 iterations without any slow proposals such as Hamiltonian proposals; 1b. Auto tuning; 2a. 100 iterations with all proposals; 2b Auto tuning; 3a. 200 iterations with all proposals; 3b. Auto tuning.

Usually it is useful to auto tune more frequently in the beginning of the MCMC run.

Instances

FromJSON BurnInSettings

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser BurnInSettings

parseJSONList :: Value -> Parser [BurnInSettings]

ToJSON BurnInSettings

Defined in Mcmc.Settings

Methods

toJSON :: BurnInSettings -> Value

toEncoding :: BurnInSettings -> Encoding

toJSONList :: [BurnInSettings] -> Value

toEncodingList :: [BurnInSettings] -> Encoding

Read BurnInSettings

Defined in Mcmc.Settings

Methods

readsPrec :: Int -> ReadS BurnInSettings

readList :: ReadS [BurnInSettings]

readPrec :: ReadPrec BurnInSettings

readListPrec :: ReadPrec [BurnInSettings]

Show BurnInSettings

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> BurnInSettings -> ShowS

show :: BurnInSettings -> String

showList :: [BurnInSettings] -> ShowS

Eq BurnInSettings

Defined in Mcmc.Settings

Methods

(==) :: BurnInSettings -> BurnInSettings -> Bool

(/=) :: BurnInSettings -> BurnInSettings -> Bool

burnInIterations :: BurnInSettings -> Int

Get the number of burn in iterations.

newtype Iterations

Number of normal iterations after burn in.

Note that auto tuning only happens during burn in.

Constructors

Iterations

Fields

• fromIterations :: Int

Instances

FromJSON Iterations

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser Iterations

parseJSONList :: Value -> Parser [Iterations]

ToJSON Iterations

Defined in Mcmc.Settings

Methods

toJSON :: Iterations -> Value

toEncoding :: Iterations -> Encoding

toJSONList :: [Iterations] -> Value

toEncodingList :: [Iterations] -> Encoding

Read Iterations

Defined in Mcmc.Settings

Methods

readsPrec :: Int -> ReadS Iterations

readList :: ReadS [Iterations]

readPrec :: ReadPrec Iterations

readListPrec :: ReadPrec [Iterations]

Show Iterations

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> Iterations -> ShowS

show :: Iterations -> String

showList :: [Iterations] -> ShowS

Eq Iterations

Defined in Mcmc.Settings

Methods

(==) :: Iterations -> Iterations -> Bool

(/=) :: Iterations -> Iterations -> Bool

data TraceLength

The length of the stored Mcmc.Chain.Trace.

Be careful, this setting determines the memory requirement of the MCMC chain.

Constructors

TraceAuto

Automatically determine the minimum length of the trace. The value is the maximum of used

• MonitorBatch sizes
• auto tune intervals during burn in

TraceMinimum Int

Store a given minimum number of iterations of the chain. Store more iterations if required (see TraceAuto).

Instances

FromJSON TraceLength

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser TraceLength

parseJSONList :: Value -> Parser [TraceLength]

ToJSON TraceLength

Defined in Mcmc.Settings

Methods

toJSON :: TraceLength -> Value

toEncoding :: TraceLength -> Encoding

toJSONList :: [TraceLength] -> Value

toEncodingList :: [TraceLength] -> Encoding

Show TraceLength

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> TraceLength -> ShowS

show :: TraceLength -> String

showList :: [TraceLength] -> ShowS

Eq TraceLength

Defined in Mcmc.Settings

Methods

(==) :: TraceLength -> TraceLength -> Bool

(/=) :: TraceLength -> TraceLength -> Bool

data ExecutionMode

Execution mode.

Constructors

Fail

Perform new run.

Call error if an output files exists.

Overwrite

Perform new run.

Overwrite existing output files.

Continue

Continue a previous run and append to output files.

Call error if an output file does not exist.

Instances

FromJSON ExecutionMode

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser ExecutionMode

parseJSONList :: Value -> Parser [ExecutionMode]

ToJSON ExecutionMode

Defined in Mcmc.Settings

Methods

toJSON :: ExecutionMode -> Value

toEncoding :: ExecutionMode -> Encoding

toJSONList :: [ExecutionMode] -> Value

toEncodingList :: [ExecutionMode] -> Encoding

Read ExecutionMode

Defined in Mcmc.Settings

Methods

readsPrec :: Int -> ReadS ExecutionMode

readList :: ReadS [ExecutionMode]

readPrec :: ReadPrec ExecutionMode

readListPrec :: ReadPrec [ExecutionMode]

Show ExecutionMode

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> ExecutionMode -> ShowS

show :: ExecutionMode -> String

showList :: [ExecutionMode] -> ShowS

Eq ExecutionMode

Defined in Mcmc.Settings

Methods

(==) :: ExecutionMode -> ExecutionMode -> Bool

(/=) :: ExecutionMode -> ExecutionMode -> Bool

class HasExecutionMode s where

Types with execution modes.

Methods

getExecutionMode :: s -> ExecutionMode

Instances

HasExecutionMode MLSettings

Defined in Mcmc.MarginalLikelihood

Methods

getExecutionMode :: MLSettings -> ExecutionMode

HasExecutionMode Settings

Defined in Mcmc.Settings

Methods

getExecutionMode :: Settings -> ExecutionMode

HasExecutionMode s => HasExecutionMode (Environment s)

Defined in Mcmc.Environment

Methods

getExecutionMode :: Environment s -> ExecutionMode

openWithExecutionMode :: ExecutionMode -> FilePath -> IO Handle

Open a file honoring the execution mode.

Call error if execution mode is

• Continue and file does not exist.
• Fail and file exists.

data ParallelizationMode

Parallelization mode.

Parallel execution of the chains is only beneficial when the algorithm allows for parallelization, and if computation of the next iteration takes some time. If the calculation of the next state is fast, sequential execution is usually beneficial, even for algorithms involving parallel chains.

• The Mcmc.Algorithm.MHG algorithm is inherently sequential.
• The Mcmc.Algorithm.MC3 algorithm works well with parallelization.

Of course, also the prior or likelihood functions can be computed in parallel. However, this library is unaware about how these functions are computed.

Constructors

Sequential

Parallel

Instances

FromJSON ParallelizationMode

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser ParallelizationMode

parseJSONList :: Value -> Parser [ParallelizationMode]

ToJSON ParallelizationMode

Defined in Mcmc.Settings

Methods

toJSON :: ParallelizationMode -> Value

toEncoding :: ParallelizationMode -> Encoding

toJSONList :: [ParallelizationMode] -> Value

toEncodingList :: [ParallelizationMode] -> Encoding

Read ParallelizationMode

Defined in Mcmc.Settings

Methods

readsPrec :: Int -> ReadS ParallelizationMode

readList :: ReadS [ParallelizationMode]

readPrec :: ReadPrec ParallelizationMode

readListPrec :: ReadPrec [ParallelizationMode]

Show ParallelizationMode

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> ParallelizationMode -> ShowS

show :: ParallelizationMode -> String

showList :: [ParallelizationMode] -> ShowS

Eq ParallelizationMode

Defined in Mcmc.Settings

Methods

(==) :: ParallelizationMode -> ParallelizationMode -> Bool

(/=) :: ParallelizationMode -> ParallelizationMode -> Bool

data SaveMode

Define information stored on disk.

Constructors

NoSave

Do not save the MCMC analysis. The analysis can not be continued.

Save

Save the MCMC analysis so that it can be continued. This can be slow, if the trace is long, or if the states are large objects. See TraceLength.

Instances

FromJSON SaveMode

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser SaveMode

parseJSONList :: Value -> Parser [SaveMode]

ToJSON SaveMode

Defined in Mcmc.Settings

Methods

toJSON :: SaveMode -> Value

toEncoding :: SaveMode -> Encoding

toJSONList :: [SaveMode] -> Value

toEncodingList :: [SaveMode] -> Encoding

Read SaveMode

Defined in Mcmc.Settings

Methods

readsPrec :: Int -> ReadS SaveMode

readList :: ReadS [SaveMode]

readPrec :: ReadPrec SaveMode

readListPrec :: ReadPrec [SaveMode]

Show SaveMode

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> SaveMode -> ShowS

show :: SaveMode -> String

showList :: [SaveMode] -> ShowS

Eq SaveMode

Defined in Mcmc.Settings

Methods

(==) :: SaveMode -> SaveMode -> Bool

(/=) :: SaveMode -> SaveMode -> Bool

data LogMode

Define where the log output should be directed to.

Logging is disabled if Verbosity is set to Quiet.

Constructors

LogStdOutAndFile

LogStdOutOnly

LogFileOnly

Instances

FromJSON LogMode

Defined in Mcmc.Logger

Methods

parseJSON :: Value -> Parser LogMode

parseJSONList :: Value -> Parser [LogMode]

ToJSON LogMode

Defined in Mcmc.Logger

Methods

toJSON :: LogMode -> Value

toEncoding :: LogMode -> Encoding

toJSONList :: [LogMode] -> Value

toEncodingList :: [LogMode] -> Encoding

Read LogMode

Defined in Mcmc.Logger

Methods

readsPrec :: Int -> ReadS LogMode

readList :: ReadS [LogMode]

readPrec :: ReadPrec LogMode

readListPrec :: ReadPrec [LogMode]

Show LogMode

Defined in Mcmc.Logger

Methods

showsPrec :: Int -> LogMode -> ShowS

show :: LogMode -> String

showList :: [LogMode] -> ShowS

Eq LogMode

Defined in Mcmc.Logger

Methods

(==) :: LogMode -> LogMode -> Bool

(/=) :: LogMode -> LogMode -> Bool

data Verbosity

Not much to say here.

Constructors

Quiet

Warn

Info

Debug

Instances

FromJSON Verbosity

Defined in Mcmc.Logger

Methods

parseJSON :: Value -> Parser Verbosity

parseJSONList :: Value -> Parser [Verbosity]

ToJSON Verbosity

Defined in Mcmc.Logger

Methods

toJSON :: Verbosity -> Value

toEncoding :: Verbosity -> Encoding

toJSONList :: [Verbosity] -> Value

toEncodingList :: [Verbosity] -> Encoding

Read Verbosity

Defined in Mcmc.Logger

Methods

readsPrec :: Int -> ReadS Verbosity

readList :: ReadS [Verbosity]

readPrec :: ReadPrec Verbosity

readListPrec :: ReadPrec [Verbosity]

Show Verbosity

Defined in Mcmc.Logger

Methods

showsPrec :: Int -> Verbosity -> ShowS

show :: Verbosity -> String

showList :: [Verbosity] -> ShowS

Eq Verbosity

Defined in Mcmc.Logger

Methods

(==) :: Verbosity -> Verbosity -> Bool

(/=) :: Verbosity -> Verbosity -> Bool

Ord Verbosity

Defined in Mcmc.Logger

Methods

compare :: Verbosity -> Verbosity -> Ordering

(<) :: Verbosity -> Verbosity -> Bool

(<=) :: Verbosity -> Verbosity -> Bool

(>) :: Verbosity -> Verbosity -> Bool

(>=) :: Verbosity -> Verbosity -> Bool

max :: Verbosity -> Verbosity -> Verbosity

min :: Verbosity -> Verbosity -> Verbosity

Settings

data Settings

Settings of an MCMC sampler.

Constructors

Settings

Fields

• sAnalysisName :: AnalysisName
• sBurnIn :: BurnInSettings
• sIterations :: Iterations
• sTraceLength :: TraceLength
• sExecutionMode :: ExecutionMode
• sParallelizationMode :: ParallelizationMode
• sSaveMode :: SaveMode
• sLogMode :: LogMode
• sVerbosity :: Verbosity

Instances

FromJSON Settings

Defined in Mcmc.Settings

Methods

parseJSON :: Value -> Parser Settings

parseJSONList :: Value -> Parser [Settings]

ToJSON Settings

Defined in Mcmc.Settings

Methods

toJSON :: Settings -> Value

toEncoding :: Settings -> Encoding

toJSONList :: [Settings] -> Value

toEncodingList :: [Settings] -> Encoding

Show Settings

Defined in Mcmc.Settings

Methods

showsPrec :: Int -> Settings -> ShowS

show :: Settings -> String

showList :: [Settings] -> ShowS

Eq Settings

Defined in Mcmc.Settings

Methods

(==) :: Settings -> Settings -> Bool

(/=) :: Settings -> Settings -> Bool

HasLogMode Settings

Defined in Mcmc.Settings

Methods

getLogMode :: Settings -> LogMode

HasVerbosity Settings

Defined in Mcmc.Settings

Methods

getVerbosity :: Settings -> Verbosity

HasAnalysisName Settings

Defined in Mcmc.Settings

Methods

getAnalysisName :: Settings -> AnalysisName

HasExecutionMode Settings

Defined in Mcmc.Settings

Methods

getExecutionMode :: Settings -> ExecutionMode

settingsSave :: Settings -> IO ()

Save settings to a file determined by the analysis name.

settingsLoad :: AnalysisName -> IO Settings

Load settings.

settingsCheck

Arguments

:: Settings

-> Int

Current iteration.

-> IO ()

Check settings.

Call error if:

• The analysis name is the empty string.
• The number of burn in iterations is negative.
• Auto tuning period is zero or negative.
• The number of iterations is negative.
• The current iteration is larger than the total number of iterations.
• The current iteration is non-zero but the execution mode is not Continue.
• The current iteration is zero but the execution mode is Continue.

settingsPrettyPrint :: Settings -> ByteString

Pretty print settings.