mcmc-0.3.0: Sample from a posterior using Markov chain Monte Carlo

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.Proposal.Scale

Description

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

Synopsis

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

Documentation

Arguments

:: Double	Shape.
-> Double	Scale.
-> PName	Name.
-> PWeight	PWeight.
-> Tune	Enable tuning.
-> Proposal Double

Multiplicative proposal with Gamma distributed kernel.

scaleUnbiased Source #

Arguments

:: Double	Shape.
-> PName	Name.
-> PWeight	PWeight.
-> Tune	Enable tuning.
-> Proposal Double

Multiplicative proposal with Gamma distributed kernel.

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

scaleContrarily Source #

Arguments

:: Double	Shape.
-> Double	Scale.
-> PName	Name.
-> PWeight	PWeight.
-> Tune	Enable tuning.
-> Proposal (Double, Double)

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.