t

breeze.stats.mcmc

MetropolisHastings

trait MetropolisHastings[T] extends Rand[T]

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  1. MetropolisHastings
  2. Rand
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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: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate() @throws( ... )
  6. def condition(p: (T) ⇒ Boolean): Rand[T]
    Definition Classes
    Rand
  7. 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
  8. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  9. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  10. def filter(p: (T) ⇒ Boolean): Rand[T]
    Definition Classes
    Rand
  11. 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
  12. 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
  13. def get(): T
    Definition Classes
    Rand
  14. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  15. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  16. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  17. def likelihood(x: T): Double
  18. def likelihoodRatio(start: T, end: T): Double
  19. def logLikelihoodRatio(start: T, end: T): Double
  20. 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
  21. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  22. def nextDouble: Double
    Attributes
    protected
  23. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  24. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  25. def sample(n: Int): IndexedSeq[T]

    Gets n samples from the distribution.

    Gets n samples from the distribution.

    Definition Classes
    Rand
  26. def sample(): T

    Gets one sample from the distribution.

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

    Definition Classes
    Rand
  27. 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
  28. 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
  29. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  30. def toString(): String
    Definition Classes
    AnyRef → Any
  31. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  32. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  33. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  34. def withFilter(p: (T) ⇒ Boolean): Rand[T]
    Definition Classes
    Rand

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @Deprecated @deprecated @throws( classOf[java.lang.Throwable] )
    Deprecated

    (Since version ) see corresponding Javadoc for more information.

Inherited from Rand[T]

Inherited from Serializable

Inherited from Serializable

Inherited from AnyRef

Inherited from Any

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