mcmc-0.8.3.0: 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.Proposal.Bactrian

Description

Creation date: Thu Jun 25 15:49:48 2020.

See https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3845170/.

Synopsis

Documentation

type SpikeParameter = Double Source #

Type synonym indicating the spike parameter.

slideBactrian :: SpikeParameter -> StandardDeviation Double -> PName -> PWeight -> Tune -> Proposal Double Source #

Additive symmetric proposal with kernel similar to the silhouette of a Bactrian camel.

The Bactrian kernel is a mixture of two symmetrically arranged normal distributions. The spike parameter \(m \in (0, 1)\) loosely determines the standard deviations of the individual humps while the second parameter \(s > 0\) refers to the standard deviation of the complete Bactrian kernel.

See https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3845170/.

scaleBactrian :: SpikeParameter -> StandardDeviation Double -> PName -> PWeight -> Tune -> Proposal Double Source #

Multiplicative proposal with kernel similar to the silhouette of a Bactrian camel.

See scale, and slideBactrian.