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
  6. Serializable
  7. Serializable
  8. AnyRef
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Instance Constructors

  1. new BaseMetropolisHastings(logLikelihoodFunc: (T) ⇒ Double, init: T, burnIn: Long = 0, dropCount: Int = 0)(implicit rand: RandBasis = breeze.stats.distributions.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: AnyRef): Boolean

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

    Definition Classes
    Any
  3. final def ##(): Int

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

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

    Definition Classes
    Any
  6. def aboveOneCount: Long

  7. def aboveOneFrac: Double

    Definition Classes
    TracksStatistics
  8. def acceptanceCount: Long

  9. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  10. def clone(): AnyRef

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

    Definition Classes
    Rand
  12. def draw(): T

    Gets one sample from the distribution.

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

    Definition Classes
    BaseMetropolisHastingsRand
  13. 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
  14. final def eq(arg0: AnyRef): Boolean

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

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

    Definition Classes
    Rand
  17. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  18. 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
  19. 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
  20. def get(): T

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

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

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

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

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

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

  27. def logLikelihoodRatio(start: T, end: T): Double

    Definition Classes
    MetropolisHastings
  28. 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
  29. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  30. def nextDouble: Double

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

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

    Definition Classes
    AnyRef
  33. implicit val rand: RandBasis

  34. def rejectionCount: Long

    Definition Classes
    TracksStatistics
  35. def rejectionFrac: Double

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

    Gets n samples from the distribution.

    Gets n samples from the distribution.

    Definition Classes
    Rand
  37. def sample(): T

    Gets one sample from the distribution.

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

    Definition Classes
    Rand
  38. 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
  39. 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
  40. 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
  41. 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
  42. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  43. def toString(): String

    Definition Classes
    AnyRef → Any
  44. def total: Long

  45. final def wait(): Unit

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

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  48. 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 Serializable

Inherited from Serializable

Inherited from AnyRef

Inherited from Any

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