| 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.Slide
Description
Creation date: Wed May 6 10:59:13 2020.
Synopsis
- slide :: Double -> Double -> PName -> PWeight -> Tune -> Proposal Double
- slideSymmetric :: Double -> PName -> PWeight -> Tune -> Proposal Double
- slideUniformSymmetric :: Double -> PName -> PWeight -> Tune -> Proposal Double
- slideContrarily :: Double -> Double -> PName -> PWeight -> Tune -> Proposal (Double, Double)
Documentation
Arguments
| :: Double | Mean. |
| -> Double | Standard deviation. |
| -> PName | Name. |
| -> PWeight | Weight. |
| -> Tune | Enable tuning. |
| -> Proposal Double |
Additive proposal with normally distributed kernel.
Arguments
| :: Double | Standard deviation. |
| -> PName | Name. |
| -> PWeight | Weight. |
| -> Tune | Enable tuning. |
| -> Proposal Double |
Additive proposal with normally distributed kernel with mean zero. This proposal is very fast, because the Metropolis-Hastings-Green ratio does not include calculation of the forwards and backwards kernels.
slideUniformSymmetric Source #
Additive proposal with uniformly distributed kernel with mean zero. This proposal is very fast, because the Metropolis-Hastings-Green ratio does not include calculation of the forwards and backwards kernels.
Arguments
| :: Double | Mean. |
| -> Double | Standard deviation. |
| -> PName | Name. |
| -> PWeight | Weight. |
| -> Tune | Enable tuning. |
| -> Proposal (Double, Double) |
Additive proposal with normally distributed kernel.
The two values are slid contrarily so that their sum stays constant. Contrary proposals are useful when parameters are confounded.