breeze.stats.mcmc

MetropolisHastings

trait MetropolisHastings[T] extends Rand[T]

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Abstract Value Members

  1. abstract def draw(): T

    Gets one sample from the distribution.

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

    Definition Classes
    Rand
  2. abstract def logLikelihood(x: T): Double

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

  4. abstract def proposalDraw(x: T): T

  5. abstract def rand: RandBasis

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. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  7. def clone(): AnyRef

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

    Definition Classes
    Rand
  9. 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
  10. final def eq(arg0: AnyRef): Boolean

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

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

    Definition Classes
    Rand
  13. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  14. 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
  15. 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
  16. def get(): T

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

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

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

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

  21. def likelihoodRatio(start: T, end: T): Double

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

  23. 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
  24. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  25. def nextDouble: Double

    Attributes
    protected
  26. final def notify(): Unit

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

    Definition Classes
    AnyRef
  28. def sample(n: Int): IndexedSeq[T]

    Gets n samples from the distribution.

    Gets n samples from the distribution.

    Definition Classes
    Rand
  29. def sample(): T

    Gets one sample from the distribution.

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

    Definition Classes
    Rand
  30. 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
  31. 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
  32. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  33. def toString(): String

    Definition Classes
    AnyRef → Any
  34. final def wait(): Unit

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

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

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

    Definition Classes
    Rand

Inherited from Rand[T]

Inherited from Serializable

Inherited from Serializable

Inherited from AnyRef

Inherited from Any

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