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39 lines
1.1 KiB
Go
39 lines
1.1 KiB
Go
// Copyright ©2015 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package sampleuv_test
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import (
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"gonum.org/v1/gonum/stat/distuv"
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"gonum.org/v1/gonum/stat/sampleuv"
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)
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func ExampleMetropolisHastings_samplingRate() {
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// See Burnin example for a description of these quantities.
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n := 1000
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burnin := 300
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var initial float64
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target := distuv.Weibull{K: 5, Lambda: 0.5}
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proposal := ProposalDist{Sigma: 0.2}
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// Successive samples are correlated with one another through the
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// Markov Chain defined by the proposal distribution. One may use
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// a sampling rate to decrease the correlation in the samples for
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// an increase in computation cost. The rate parameter specifies
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// that for every accepted sample stored in `samples`, rate - 1 accepted
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// samples are not stored in `samples`.
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rate := 50
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mh := sampleuv.MetropolisHastings{
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Initial: initial,
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Target: target,
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Proposal: proposal,
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BurnIn: burnin,
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Rate: rate,
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}
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samples := make([]float64, n)
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mh.Sample(samples)
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}
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