Copyright | (c) Dominik Schrempf 2021 |
---|---|
License | GPL-3.0-or-later |
Maintainer | dominik.schrempf@gmail.com |
Stability | unstable |
Portability | portable |
Safe Haskell | None |
Language | Haskell2010 |
Creation date: Tue May 5 18:01:15 2020.
Synopsis
- type InitialState a = a
- data Chain a = Chain {
- chainId :: Maybe Int
- link :: Link a
- iteration :: Int
- trace :: Trace a
- acceptance :: Acceptance (Proposal a)
- generator :: GenIO
- start :: Int
- priorFunction :: PriorFunction a
- likelihoodFunction :: LikelihoodFunction a
- cycle :: Cycle a
- monitor :: Monitor a
Documentation
type InitialState a = a Source #
Type synonym to indicate the initial state.
The chain contains all information to run an MCMC sampler.
The state of a chain has type a
. If necessary, the type a
can also be
used to store auxiliary information.
For example, the chain stores information about the current Link
and
iteration
, the Trace
, the Acceptance
rates, and the random number
generator.
Further, the chain includes auxiliary variables and functions such as the
prior and likelihood functions, or Proposal
s to move around the state space
and to Monitor
an MCMC run.
The Environment
of the chain is not stored externally.
Chain | |
|