Streaming

Type Members

case class MonitorState(i: Int, a: Double, mllVar: Option[Double]) extends Product with Serializable

A class to monitor the state of ann MCMC chain
A class to monitor the state of ann MCMC chain
i
the number of iterations computed
a
the proportion of accepted moves

Value Members

final def !=(arg0: Any): Boolean

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

Definition Classes
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final def ==(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def asInstanceOf[T0]: T0

Definition Classes
Any
def burnin[A](burn: Int): Flow[A, A, NotUsed]

Remove burnin terms from a stream of parameters
def calculateAverageOfParameters(totalIterations: Int): Flow[Array[Double], Seq[Double], NotUsed]

Calculate the average of a stream of parameters by grouping them and performing the operations on the grouped parameters
def cleanParameterFlow(file: Path, burn: Int, thin: Int, totalIterations: Int): RunnableGraph[Future[Seq[Double]]]
def clone(): AnyRef

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( ... )
final def eq(arg0: AnyRef): Boolean

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

Definition Classes
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def finalize(): Unit

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( classOf[java.lang.Throwable] )
final def getClass(): Class[_]

Definition Classes
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def hashCode(): Int

Definition Classes
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final def isInstanceOf[T0]: Boolean

Definition Classes
Any
def monitorPilot(every: Int, chain: Int): Flow[MetropState, Unit, NotUsed]

Used to monitor a pilot run of the PMMH algorithm
def monitorStream(every: Int, chain: Int): Flow[MetropState, Unit, NotUsed]

A helper function to monitor the stream every 'every' iterations with a print statement
A helper function to monitor the stream every 'every' iterations with a print statement
every
number of iterations to wait until a print statement informs of the iteration, and acceptance ratio
final def ne(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
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final def notifyAll(): Unit

Definition Classes
AnyRef
def pilotRun(mll: (Parameters) ⇒ LogLikelihood, initParams: Parameters, iters: Int): RunnableGraph[NotUsed]

Performs a pilot run of the PMMH algorithm, this runs PMMH iterations at a fixed parameter value, returns the acceptance ratio and mll variance, the mll variance should be 1 Change the number of particles in the filter to alter the mll variance
def readParameterStream(file: Path): Source[Array[Double], Future[IOResult]]

Get parameter stream from file
Get parameter stream from file
file
a filepath to read from
def runMCMC(mh: MetropolisHastings, file: String, iters: Int): RunnableGraph[NotUsed]

Akka streaming iterations of Metropolis Hastings algorithm with asynchronous file writing
Akka streaming iterations of Metropolis Hastings algorithm with asynchronous file writing
mh
a metropolis hastings class
file
a string representing the output filename
iters
total amount of iterations to write to file
returns
Unit, writes to a file asynchronously as
def runPmmhToFile(fileOut: String, chains: Int, initParams: Parameters, mll: (Parameters) ⇒ LogLikelihood, perturb: (Parameters) ⇒ Rand[Parameters], iterations: Int): Unit
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
def thinParameters[A](thin: Int): Flow[A, A, NotUsed]

Only keep every nth iteration, corresponding to the thin
Only keep every nth iteration, corresponding to the thin
thin
keep every parameters where iteration % thin == 0
returns
a thinned stream of Parameter Arrays
def toString(): String

Definition Classes
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final def wait(): Unit

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

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

Definition Classes
AnyRef
Annotations
@throws( ... )
def writeFileSink[A](file: Path): Sink[A, NotUsed]

Asynchronously write a file

Related Doc: package model

object Streaming

Type Members

case class MonitorState(i: Int, a: Double, mllVar: Option[Double]) extends Product with Serializable

Value Members

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: Any): Boolean

final def asInstanceOf[T0]: T0

def burnin[A](burn: Int): Flow[A, A, NotUsed]

def calculateAverageOfParameters(totalIterations: Int): Flow[Array[Double], Seq[Double], NotUsed]

def cleanParameterFlow(file: Path, burn: Int, thin: Int, totalIterations: Int): RunnableGraph[Future[Seq[Double]]]

def clone(): AnyRef

final def eq(arg0: AnyRef): Boolean

def equals(arg0: Any): Boolean

def finalize(): Unit

final def getClass(): Class[_]

def hashCode(): Int

final def isInstanceOf[T0]: Boolean

def monitorPilot(every: Int, chain: Int): Flow[MetropState, Unit, NotUsed]

def monitorStream(every: Int, chain: Int): Flow[MetropState, Unit, NotUsed]

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

def pilotRun(mll: (Parameters) ⇒ LogLikelihood, initParams: Parameters, iters: Int): RunnableGraph[NotUsed]

def readParameterStream(file: Path): Source[Array[Double], Future[IOResult]]

def runMCMC(mh: MetropolisHastings, file: String, iters: Int): RunnableGraph[NotUsed]

def runPmmhToFile(fileOut: String, chains: Int, initParams: Parameters, mll: (Parameters) ⇒ LogLikelihood, perturb: (Parameters) ⇒ Rand[Parameters], iterations: Int): Unit

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

def thinParameters[A](thin: Int): Flow[A, A, NotUsed]

def toString(): String

final def wait(): Unit

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

final def wait(arg0: Long): Unit

def writeFileSink[A](file: Path): Sink[A, NotUsed]

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Inherited from Any

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