Package

com.stripe.rainier

sampler

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package sampler

Visibility
  1. Public
  2. All

Type Members

  1. trait DensityFunction extends AnyRef

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  2. final case class Diagnostics(rHat: Double, effectiveSampleSize: Double) extends Product with Serializable

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  3. final case class EHMC(l0: Int, k: Int) extends Sampler with Product with Serializable

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    Empirical HMC - automated tuning of step size and number of leapfrog steps

    Empirical HMC - automated tuning of step size and number of leapfrog steps

    l0

    the initial number of leapfrog steps to use during the dual averaging phase

    k

    the number of iterations to use when determining the empirical distribution of the total number of leapfrog steps until a u-turn

  4. final case class HMC(nSteps: Int) extends Sampler with Product with Serializable

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  5. final case class MAP(stepSize: Double) extends Sampler with Product with Serializable

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  6. trait RNG extends AnyRef

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  7. trait Sampler extends AnyRef

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  8. final case class ScalaRNG(seed: Long) extends RNG with Product with Serializable

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  9. final case class Walkers(walkers: Int) extends Sampler with Product with Serializable

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Value Members

  1. object Diagnostics extends Serializable

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    This is a direct implementation of the equations described in sections 30.3 (for rHat and v) and 30.4 (for autocorrelation and ess) of the Stan manual.

  2. object EHMC extends Serializable

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  3. object Log extends Logger

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  4. object MAP extends Serializable

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  5. object RNG

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  6. object Sampler

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