| Copyright | 2021 Dominik Schrempf |
|---|---|
| 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 :: Mean Double -> StandardDeviation Double -> PName -> PWeight -> Tune -> Proposal Double
- slideSymmetric :: StandardDeviation Double -> PName -> PWeight -> Tune -> Proposal Double
- slideUniformSymmetric :: Size -> PName -> PWeight -> Tune -> Proposal Double
- slideContrarily :: Mean Double -> StandardDeviation Double -> PName -> PWeight -> Tune -> Proposal (Double, Double)
Documentation
slide :: Mean Double -> StandardDeviation Double -> PName -> PWeight -> Tune -> Proposal Double Source #
Additive proposal.
A normal distribution is used to sample the addend.
slideSymmetric :: StandardDeviation Double -> PName -> PWeight -> Tune -> Proposal Double Source #
See slide.
Use a normal distribution with mean zero. This proposal is fast, because the Metropolis-Hastings-Green ratio does not include calculation of the forwards and backwards kernels.