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.Status

Description

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

Synopsis

data Status a = Status {
- name :: String
- item :: Item a
- iteration :: Int
- trace :: Trace a
- acceptance :: Acceptance (Proposal a)
- burnInIterations :: Maybe Int
- autoTuningPeriod :: Maybe Int
- iterations :: Int
- forceOverwrite :: Bool
- save :: Bool
- verbosity :: Verbosity
- generator :: GenIO
- start :: Maybe (Int, UTCTime)
- logHandle :: Maybe Handle
- priorF :: a -> Log Double
- likelihoodF :: a -> Log Double
- cycle :: Cycle a
- monitor :: Monitor a
}
status :: String -> (a -> Log Double) -> (a -> Log Double) -> Cycle a -> Monitor a -> a -> Maybe Int -> Maybe Int -> Int -> GenIO -> Status a
noSave :: Status a -> Status a
force :: Status a -> Status a
quiet :: Status a -> Status a
debug :: Status a -> Status a

Documentation

data Status a Source #

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

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 :: Bool
Save the chain at the end of the run? Default is True, change with noSave.
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 Source #

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 `Proposal`s 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 a generator with the same seed.
-> Status a

Initialize the Status of a Markov chain Monte Carlo run.

noSave :: Status a -> Status a Source #

Do not save the Markov chain at the end.

force :: Status a -> Status a Source #

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

quiet :: Status a -> Status a Source #

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 Source #

Be verbose.