mcmc-0.8.1.0: Sample from a posterior using Markov chain Monte Carlo
Copyright2021 Dominik Schrempf
LicenseGPL-3.0-or-later
Maintainerdominik.schrempf@gmail.com
Stabilityunstable
Portabilityportable
Safe HaskellSafe-Inferred
LanguageHaskell2010

Mcmc.Mcmc

Description

Creation date: Fri May 29 10:19:45 2020.

This module provides the general framework for running MCMC samplers. By design choice this module is agnostic about the details of the used Algorithm.

Synopsis

Documentation

mcmc :: Algorithm a => Settings -> a -> IO a Source #

Run an MCMC algorithm with given settings.

mcmcContinue :: Algorithm a => Iterations -> Settings -> a -> IO a Source #

Continue an MCMC algorithm for the given number of iterations.

Currently, it is only possible to continue MCMC algorithms that have completed successfully. This restriction is necessary, because for parallel chains, it is hardly possible to ensure all chains are synchronized when the process is killed or fails.

See: