package/gonum
1
0
Fork 0
mirror of https://github.com/gonum/gonum.git synced 2025-10-29 17:51:54 +08:00
Code Issues Actions Packages Projects Releases Wiki Activity

Documentation fixes to recent sample commit

Browse Source
This commit is contained in:
btracey
2015-06-01 18:05:33 -07:00
parent 0c8435533f
commit 9dbef7746c
3 changed files with 7 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
sample/example_rate_test.go
View File

@@ -26,7 +26,7 @@ func ExampleMetropolisHastings_samplingRate() {
tmp := make([]float64, max(rate, burnin))
// First deal with burnin
// First deal with burnin.
tmp = tmp[:burnin]
MetropolisHastings(tmp, initial, target, proposal, nil)
// The final sample in tmp in the final point in the chain.

5
sample/sample.go
View File

@@ -101,7 +101,7 @@ func Rejection(samples []float64, target dist.LogProber, proposal dist.RandLogPr
px := target.LogProb(v)
accept := math.Exp(px-qx) / c
if accept > 1 {
// Invalidate the whole result and return a failure
// Invalidate the whole result and return a failure.
for i := range samples {
samples[i] = math.NaN()
}
@@ -118,6 +118,7 @@ func Rejection(samples []float64, target dist.LogProber, proposal dist.RandLogPr
return nProposed, true
}
// MHProposal defines a proposal distribution for Metropolis Hastings.
type MHProposal interface {
// ConditionalDist returns the probability of the first argument conditioned on
// being at the second argument
@@ -125,7 +126,7 @@ type MHProposal interface {
ConditionalLogProb(x, y float64) (prob float64)
// ConditionalRand generates a new random location conditioned being at the
// location y
// location y.
ConditionalRand(y float64) (x float64)
}

6
sample/sample_test.go
View File

@@ -38,7 +38,7 @@ func TestLatinHypercube(t *testing.T) {
}
func TestImportance(t *testing.T) {
// Test by finding the expected value of a Normal
// Test by finding the expected value of a Normal.
trueMean := 3.0
target := dist.Normal{Mu: trueMean, Sigma: 2}
proposal := dist.Normal{Mu: 0, Sigma: 5}
@@ -53,7 +53,7 @@ func TestImportance(t *testing.T) {
}
func TestRejection(t *testing.T) {
// Test by finding the expected value of a Normal
// Test by finding the expected value of a Normal.
trueMean := 3.0
target := dist.Normal{Mu: trueMean, Sigma: 2}
proposal := dist.Normal{Mu: 0, Sigma: 5}
@@ -80,7 +80,7 @@ func (c condNorm) ConditionalLogProb(x, y float64) float64 {
}
func TestMetropolisHastings(t *testing.T) {
// Test by finding the expected value of a Normal
// Test by finding the expected value of a Normal.
trueMean := 3.0
target := dist.Normal{Mu: trueMean, Sigma: 2}
proposal := condNorm{Sigma: 5}