Mcmc.Monitor

Creation date: Thu May 21 14:35:11 2020.

Create monitors

data Monitor a

A Monitor observing the chain.

A Monitor describes which part of the Markov chain should be logged and where. Further, they allow output of summary statistics per iteration in a flexible way.

Constructors

Monitor

Fields

• mStdOut :: MonitorStdOut a

  Monitor writing to standard output.

• mFiles :: [MonitorFile a]

  Monitors writing to files.

• mBatches :: [MonitorBatch a]

  Monitors calculating batch means and writing to files.

type Period = Int

Monitor period.

simpleMonitor :: Period -> Monitor a

Do not monitor parameters.

Monitor prior and likelihood with given period.

data MonitorStdOut a

Monitor to standard output; constructed with monitorStdOut.

monitorStdOut :: [MonitorParameter a] -> Period -> MonitorStdOut a

Monitor to standard output.

msHeader :: MonitorStdOut a -> ByteString

Header of monitor to standard output.

data MonitorFile a

Monitor to a file; constructed with monitorFile.

monitorFile

Arguments

:: String

Name; used as part of the file name.

-> [MonitorParameter a]

-> Period

-> MonitorFile a

Monitor parameters to a file.

type BatchSize = Int

Batch size.

data MonitorBatch a

Batch monitor to a file.

Calculate summary statistics over the last given number of iterations (batch size). Construct with monitorBatch.

monitorBatch

Arguments

:: String

Name; used as part of the file name.

-> [MonitorParameterBatch a]

-> BatchSize

-> MonitorBatch a

Batch monitor parameters to a file, see MonitorBatch.

getMonitorBatchSize :: MonitorBatch a -> BatchSize

Batch monitor size.

Useful to determine the trace length.

Use monitors

mOpen :: String -> String -> ExecutionMode -> Monitor a -> IO (Monitor a)

Open the files associated with the Monitor.

mExec

Arguments

:: Verbosity

-> Int

Iteration.

-> Int

Starting state.

-> UTCTime

Starting time.

-> Trace a

-> Int

Total number of iterations; to calculate ETA.

-> Monitor a

-> IO (Maybe ByteString)

Execute monitors; print status information to files and return text to be printed to standard output and log file.

mClose :: Monitor a -> IO (Monitor a)

Close the files associated with the Monitor.