MarkovChain

Value Members

1. final def !=(arg0: AnyRef): Boolean

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2. final def !=(arg0: Any): Boolean

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3. final def ##(): Int

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4. final def ==(arg0: AnyRef): Boolean

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5. final def ==(arg0: Any): Boolean

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6. object Combinators

   Combinators for creating transition kernels from other kernels or things that are not quite transition kernels.

7. object Kernels

   Provides Markov transition kernels for a few common MCMC techniques

8. def apply[T](init: T)(resample: (T) ⇒ Rand[T]): Process[T]

   Given an initial state and an arbitrary Markov transition, return a sampler for doing mcmc

9. final def asInstanceOf[T0]: T0

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10. def clone(): AnyRef

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11. final def eq(arg0: AnyRef): Boolean

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12. def equals(arg0: Any): Boolean

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13. def finalize(): Unit

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14. final def getClass(): Class[_]

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15. def hashCode(): Int

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16. final def isInstanceOf[T0]: Boolean

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17. def metropolis[T](init: T, proposal: (T) ⇒ Rand[T])(logMeasure: (T) ⇒ Double): Process[T]

    Performs Metropolis distributions on a random variable.

    Performs Metropolis distributions on a random variable. Note this is not Metropolis-Hastings

    init

    The initial parameter

    proposal

    the symmetric proposal distribution generator

    logMeasure

    the distribution we want to sample from

18. def metropolisHastings[T](init: T, proposal: (T) ⇒ Measure[T] with Rand[T])(logMeasure: (T) ⇒ Double): Process[T]

    Performs Metropolis-Hastings distributions on a random variable.

    Performs Metropolis-Hastings distributions on a random variable.

    init

    The initial parameter

    proposal

    the proposal distribution generator

    logMeasure

    the distribution we want to sample from

19. final def ne(arg0: AnyRef): Boolean

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20. final def notify(): Unit

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21. final def notifyAll(): Unit

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22. def slice(init: Double, logMeasure: (Double) ⇒ Double, valid: (Double) ⇒ Boolean): Process[Double]

    Creates a slice sampler for a function.

    Creates a slice sampler for a function. logMeasure should be an (unnormalized) log pdf.

    init

    guess

    logMeasure

    an unnormalized probability measure

    returns

    a slice sampler

23. final def synchronized[T0](arg0: ⇒ T0): T0

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24. def toString(): String

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25. final def wait(): Unit

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26. final def wait(arg0: Long, arg1: Int): Unit

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27. final def wait(arg0: Long): Unit

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