Mcmc.Chain.Save

Creation date: Tue Jun 16 10:18:54 2020.

Save and load chains. It is easy to save and restore the current state and likelihood (or the trace), but it is not feasible to store all the proposals and so on, so they have to be provided again when continuing a run.

Documentation

data SavedChain a

Storable values of a Markov chain.

See toSavedChain.

Constructors

SavedChain

Fields

• savedLink :: Link a
• savedIteration :: Int
• savedTrace :: Stack Vector (Link a)
• savedAcceptances :: Acceptances Int
• savedSeed :: (Word64, Word64)
• savedTuningParameters :: [Maybe (TuningParameter, AuxiliaryTuningParameters)]

Instances

FromJSON a => FromJSON (SavedChain a)

Defined in Mcmc.Chain.Save

Methods

parseJSON :: Value -> Parser (SavedChain a)

parseJSONList :: Value -> Parser [SavedChain a]

omittedField :: Maybe (SavedChain a)

ToJSON a => ToJSON (SavedChain a)

Defined in Mcmc.Chain.Save

Methods

toJSON :: SavedChain a -> Value

toEncoding :: SavedChain a -> Encoding

toJSONList :: [SavedChain a] -> Value

toEncodingList :: [SavedChain a] -> Encoding

omitField :: SavedChain a -> Bool

Show a => Show (SavedChain a)

Defined in Mcmc.Chain.Save

Methods

showsPrec :: Int -> SavedChain a -> ShowS

show :: SavedChain a -> String

showList :: [SavedChain a] -> ShowS

Eq a => Eq (SavedChain a)

Defined in Mcmc.Chain.Save

Methods

(==) :: SavedChain a -> SavedChain a -> Bool

(/=) :: SavedChain a -> SavedChain a -> Bool

toSavedChain :: Chain a -> IO (SavedChain a)

Save a chain.

fromSavedChain :: PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> SavedChain a -> IO (Chain a)

Load a saved chain.

Perform some safety checks:

Check that the number of proposals is equal.

Recompute and check the prior and likelihood for the last state because the functions may have changed. Of course, we cannot test for the same function, but having the same prior and likelihood at the last state is already a good indicator.

fromSavedChainUnsafe :: PriorFunction a -> LikelihoodFunction a -> Cycle a -> Monitor a -> SavedChain a -> IO (Chain a)

See fromSavedChain but do not perform sanity checks. Useful when restarting a run with changed prior function, likelihood function or proposals.