case class ArbitraryMetropolisHastings[T](logLikelihood: (T) => Double, proposal: (T) => Rand[T], logProposalDensity: (T, T) => Double, init: T, burnIn: Int = 0, dropCount: Int = 0)(implicit rand: RandBasis) extends BaseMetropolisHastings[T] with Product with Serializable
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- final def !=(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
- final def ##: Int
- Definition Classes
- AnyRef → Any
- final def ==(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
- def aboveOneCount: Long
- Definition Classes
- BaseMetropolisHastings → TracksStatistics
- def aboveOneFrac: Double
- Definition Classes
- TracksStatistics
- def acceptanceCount: Long
- Definition Classes
- BaseMetropolisHastings → TracksStatistics
- final def asInstanceOf[T0]: T0
- Definition Classes
- Any
- val burnIn: Int
- def clone(): AnyRef
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
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- @throws(classOf[java.lang.CloneNotSupportedException]) @native() @IntrinsicCandidate()
- def condition(p: (T) => Boolean): Rand[T]
- Definition Classes
- Rand
- def draw(): T
Gets one sample from the distribution.
Gets one sample from the distribution. Equivalent to sample()
- Definition Classes
- BaseMetropolisHastings → Rand
- 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
- val dropCount: Int
- final def eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- def filter(p: (T) => Boolean): Rand[T]
- Definition Classes
- Rand
- 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
- 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
- def get(): T
- Definition Classes
- Rand
- final def getClass(): Class[_ <: AnyRef]
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @IntrinsicCandidate()
- val init: T
- final def isInstanceOf[T0]: Boolean
- Definition Classes
- Any
- def likelihood(x: T): Double
- Definition Classes
- MetropolisHastings
- def likelihoodRatio(start: T, end: T): Double
- Definition Classes
- MetropolisHastings
- def logLikelihood(x: T): Double
- Definition Classes
- BaseMetropolisHastings → MetropolisHastings
- val logLikelihood: (T) => Double
- def logLikelihoodRatio(start: T, end: T): Double
- Definition Classes
- MetropolisHastings
- val logProposalDensity: (T, T) => Double
- def logTransitionProbability(start: T, end: T): Double
- Definition Classes
- ArbitraryMetropolisHastings → MetropolisHastings
- 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
- final def ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- def nextDouble: Double
- Attributes
- protected
- Definition Classes
- MetropolisHastings
- final def notify(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @IntrinsicCandidate()
- final def notifyAll(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @IntrinsicCandidate()
- def observe(x: T): ArbitraryMetropolisHastings[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
- ArbitraryMetropolisHastings → Process
- def productElementNames: Iterator[String]
- Definition Classes
- Product
- val proposal: (T) => Rand[T]
- def proposalDraw(x: T): T
- Definition Classes
- ArbitraryMetropolisHastings → MetropolisHastings
- implicit val rand: RandBasis
- Definition Classes
- BaseMetropolisHastings → MetropolisHastings
- def rejectionCount: Long
- Definition Classes
- TracksStatistics
- def rejectionFrac: Double
- Definition Classes
- TracksStatistics
- def sample(n: Int): IndexedSeq[T]
Gets n samples from the distribution.
Gets n samples from the distribution.
- Definition Classes
- Rand
- def sample(): T
Gets one sample from the distribution.
Gets one sample from the distribution. Equivalent to get()
- Definition Classes
- Rand
- 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
- 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
- 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
- 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
- final def synchronized[T0](arg0: => T0): T0
- Definition Classes
- AnyRef
- def total: Long
- Definition Classes
- BaseMetropolisHastings → TracksStatistics
- final def wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- final def wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException]) @native()
- final def wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- def withFilter(p: (T) => Boolean): Rand[T]
- Definition Classes
- Rand