breeze.stats.mcmc

BaseMetropolisHastings

abstract class BaseMetropolisHastings[T] extends MetropolisHastings[T] with Process[T] with TracksStatistics

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  1. BaseMetropolisHastings
  2. TracksStatistics
  3. Process
  4. MetropolisHastings
  5. Rand
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  7. Any
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Instance Constructors

  1. new BaseMetropolisHastings(logLikelihoodFunc: (T) ⇒ Double, init: T, burnIn: Long = 0, dropCount: Int = 0)(implicit rand: RandBasis = Rand)

Abstract Value Members

  1. abstract def logTransitionProbability(start: T, end: T): Double

    Definition Classes
    MetropolisHastings
  2. abstract def observe(x: T): Process[T]

    Force the "next" draw to be x, and return a new process.

    Force the "next" draw to be x, and return a new process.

    Definition Classes
    Process
  3. abstract def proposalDraw(x: T): T

    Definition Classes
    MetropolisHastings

Concrete Value Members

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

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. def aboveOneCount: Long

  5. def aboveOneFrac: Double

    Definition Classes
    TracksStatistics
  6. def acceptanceCount: Long

  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  9. def condition(p: (T) ⇒ Boolean): Rand[T]

    Definition Classes
    Rand
  10. def draw(): T

    Gets one sample from the distribution.

    Gets one sample from the distribution. Equivalent to sample()

    Definition Classes
    BaseMetropolisHastingsRand
  11. def drawOpt(): Option[T]

    Overridden by filter/map/flatmap for monadic invocations.

    Overridden by filter/map/flatmap for monadic invocations. Basically, rejeciton samplers will return None here

    Definition Classes
    Rand
  12. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  13. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  14. def filter(p: (T) ⇒ Boolean): Rand[T]

    Definition Classes
    Rand
  15. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  16. def flatMap[E](f: (T) ⇒ Rand[E]): Rand[E]

    Converts a random sampler of one type to a random sampler of another type.

    Converts a random sampler of one type to a random sampler of another type. Examples: randInt(10).flatMap(x => randInt(3 * x.asInstanceOf[Int]) gives a Rand[Int] in the range [0,30] Equivalently, for(x <- randInt(10); y <- randInt(30 *x)) yield y

    f

    the transform to apply to the sampled value.

    Definition Classes
    Rand
  17. def foreach(f: (T) ⇒ Unit): Unit

    Samples one element and qpplies the provided function to it.

    Samples one element and qpplies the provided function to it. Despite the name, the function is applied once. Sample usage:

     for(x <- Rand.uniform) { println(x) } 
    

    f

    the function to be applied

    Definition Classes
    Rand
  18. def get(): T

    Definition Classes
    Rand
  19. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  20. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  21. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  22. def likelihood(x: T): Double

    Definition Classes
    MetropolisHastings
  23. def likelihoodRatio(start: T, end: T): Double

    Definition Classes
    MetropolisHastings
  24. def logLikelihood(x: T): Double

  25. def map[E](f: (T) ⇒ E): Rand[E]

    Converts a random sampler of one type to a random sampler of another type.

    Converts a random sampler of one type to a random sampler of another type. Examples: uniform.map(_*2) gives a Rand[Double] in the range [0,2] Equivalently, for(x <- uniform) yield 2*x

    f

    the transform to apply to the sampled value.

    Definition Classes
    Rand
  26. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  27. def nextDouble: Double

    Attributes
    protected
    Definition Classes
    MetropolisHastings
  28. final def notify(): Unit

    Definition Classes
    AnyRef
  29. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  30. implicit val rand: RandBasis

  31. def rejectionCount: Long

    Definition Classes
    TracksStatistics
  32. def rejectionFrac: Double

    Definition Classes
    TracksStatistics
  33. def sample(n: Int): IndexedSeq[T]

    Gets n samples from the distribution.

    Gets n samples from the distribution.

    Definition Classes
    Rand
  34. def sample(): T

    Gets one sample from the distribution.

    Gets one sample from the distribution. Equivalent to get()

    Definition Classes
    Rand
  35. def samples: Iterator[T]

    An infinitely long iterator that samples repeatedly from the Rand

    An infinitely long iterator that samples repeatedly from the Rand

    returns

    an iterator that repeatedly samples

    Definition Classes
    Rand
  36. def samplesVector[U >: T](size: Int)(implicit m: ClassTag[U]): DenseVector[U]

    Return a vector of samples.

    Return a vector of samples.

    Definition Classes
    Rand
  37. def step(): (T, Process[T])

    Draw a sample and the next step of the process along with it.

    Draw a sample and the next step of the process along with it.

    Definition Classes
    Process
  38. def steps: Iterator[T]

    Returns an Iterator that automatically moves the Process along as next is called

    Returns an Iterator that automatically moves the Process along as next is called

    Definition Classes
    Process
  39. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  40. def toString(): String

    Definition Classes
    AnyRef → Any
  41. def total: Long

  42. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  43. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  44. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  45. def withFilter(p: (T) ⇒ Boolean): Rand[T]

    Definition Classes
    Rand

Inherited from TracksStatistics

Inherited from Process[T]

Inherited from MetropolisHastings[T]

Inherited from Rand[T]

Inherited from AnyRef

Inherited from Any

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