Mcmc.Monitor.ParameterBatch

Creation date: Fri May 29 11:11:49 2020.

A batch monitor prints summary statistics of a parameter collected over a specific number of last iterations. The functions provided in this module calculate the mean of the monitored parameter. However, custom batch monitors can use more complex functions.

Batch parameter monitors

data MonitorParameterBatch a

Instruction about a parameter to monitor via batch means. Usually, the monitored parameter is averaged over the batch size. However, arbitrary functions performing more complicated analyses on the states in the batch can be provided.

Convert a batch monitor from one data type to another with (>$<).

For example, batch monitor the mean of the first entry of a tuple:

mon = fst >$< monitorBatchMean

Batch monitors may be slow because the monitored parameter has to be extracted from the state for each iteration.

Constructors

MonitorParameterBatch

Fields

• mbpName :: String

  Name of batch monitored parameter.

• mbpFunc :: Vector a -> Builder

  For a given batch, extract the summary statistics.

Instances

Contravariant MonitorParameterBatch

Defined in Mcmc.Monitor.ParameterBatch

Methods

contramap :: (a' -> a) -> MonitorParameterBatch a -> MonitorParameterBatch a'

(>$) :: b -> MonitorParameterBatch b -> MonitorParameterBatch a

(>$<) :: Contravariant f => (a -> b) -> f b -> f a infixl 4

This is an infix alias for contramap.

monitorBatchMean

Arguments

:: Real a

=> String

Name.

-> MonitorParameterBatch a

Batch mean monitor.

Print the mean with eight decimal places (half precision).

monitorBatchMeanF

Arguments

:: Real a

=> String

Name.

-> MonitorParameterBatch a

Batch mean monitor.

Print the mean with full precision.

monitorBatchMeanS

Arguments

:: Real a

=> String

Name.

-> MonitorParameterBatch a

Batch mean monitor.

Print the real float parameters such as Double with scientific notation.