object Streaming
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def
colMeans(params: List[List[Double]]): List[Double]
Calculate the column means of List of List of doubles
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def
mean: Flow[Double, Double, NotUsed]
Streaming mean
- def meanDlmFsvParameters(vDim: Int, wDim: Int, p: Int, k: Int): Flow[DlmFsvParameters, DlmFsvParameters, NotUsed]
- def meanDlmFsvSystemParameters(vDim: Int, wDim: Int, k: Int): Flow[DlmFsvParameters, DlmFsvParameters, NotUsed]
- def meanFsvParameters(p: Int, k: Int): Flow[FsvParameters, FsvParameters, NotUsed]
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def
meanParameters(vDim: Int, wDim: Int): Flow[DlmParameters, DlmParameters, NotUsed]
Calculate the streaming mean of DLM parameters
- def meanSvParameters: Flow[SvParameters, SvParameters, NotUsed]
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def
parseDiagonalParameters(vDim: Int, wDim: Int)(ps: Vector[Double]): DlmParameters
Parse parameters from a collection containing the diagonal entries of the v, w matrices
- def quantile[A](xs: Seq[A], prob: Double)(implicit arg0: Ordering[A]): A
- def readCsv[S](file: String): Source[Vector[String], Future[IOResult]]
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def
readMcmcChain(filename: String): CsvReader[ReadResult[Vector[Double]]]
Read an MCMC Chain into a list of doubles
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def
streamChain[A](chain: Process[A], nIters: Int): Source[A, NotUsed]
Create an Akka stream from a Markov Chain
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synchronized[T0](arg0: ⇒ T0): T0
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def
thinChain[A](n: Int): Flow[A, A, NotUsed]
Filter a Stream to select only every nth iteration
Filter a Stream to select only every nth iteration
- n
the index of the iterator to select
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def
writeChain(formatParameters: (DlmParameters) ⇒ List[Double], filename: String, config: CsvConfiguration)(iters: Iterator[DlmParameters]): Unit
Write a single chain
Write a single chain
- formatParameters
a function to properly format the parameters to write them to a file
- config
additional configuration as CsvConfiguration from the kantan CSV package
- iters
the iterations of the MCMC chain
- def writeChainSink[A](filename: String, format: (A) ⇒ List[Double]): Sink[A, Future[IOResult]]
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def
writeParallelChain[A](chain: Process[A], nChains: Int, nIters: Int, filename: String, format: (A) ⇒ List[Double])(implicit m: Materializer): Source[IOResult, NotUsed]
Given a single MCMC, write different realisations using the same initial parameters
Given a single MCMC, write different realisations using the same initial parameters
- nChains
the number of parallel chains
- nIters
the number of iterations
- filename
the prefix of the filename
- format
a function to format each row of the CSV output