Mcmc.Proposal.Scale

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

Documentation

scale :: Shape Double -> Scale Double -> PName -> PWeight -> Tune -> Proposal Double

Multiplicative proposal.

The gamma distribution is used to sample the multiplier. Therefore, this and all derived proposals are log-additive in that they do not change the sign of the state. Further, the value zero is never proposed when having a strictly positive value.

Consider using slide to allow proposition of values having opposite sign.

scaleUnbiased :: Shape Double -> PName -> PWeight -> Tune -> Proposal Double

See scale.

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

scaleContrarily :: Shape Double -> Scale Double -> PName -> PWeight -> Tune -> Proposal (Double, Double)

See scale.

The two values are scaled contrarily so that their product stays constant. Contrary proposals are useful when parameters are confounded.