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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>AdvancedMH.jl · AdvancedMH</title><script data-outdated-warner src="../assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.045/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.15.4/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.13.24/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL=".."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="../assets/documenter.js"></script><script src="../siteinfo.js"></script><script src="../../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="../assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">AdvancedMH</a></span></div><form class="docs-search" action="../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../">AdvancedMH.jl</a></li><li class="is-active"><a class="tocitem" href>AdvancedMH.jl</a><ul class="internal"><li><a class="tocitem" href="#Structs"><span>Structs</span></a></li><li><a class="tocitem" href="#Functions"><span>Functions</span></a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>AdvancedMH.jl</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>AdvancedMH.jl</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/AdvancedMH.jl/blob/master/docs/src/api.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="AdvancedMH.jl"><a class="docs-heading-anchor" href="#AdvancedMH.jl">AdvancedMH.jl</a><a id="AdvancedMH.jl-1"></a><a class="docs-heading-anchor-permalink" href="#AdvancedMH.jl" title="Permalink"></a></h1><p>Documentation for AdvancedMH.jl</p><h2 id="Structs"><a class="docs-heading-anchor" href="#Structs">Structs</a><a id="Structs-1"></a><a class="docs-heading-anchor-permalink" href="#Structs" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-binding" id="AdvancedMH.MetropolisHastings" href="#AdvancedMH.MetropolisHastings"><code>AdvancedMH.MetropolisHastings</code></a><span class="docstring-category">Type</span></header><section><div><pre><code class="language-julia hljs">MetropolisHastings{D}</code></pre><p><code>MetropolisHastings</code> has one field, <code>proposal</code>. <code>proposal</code> is a <code>Proposal</code>, <code>NamedTuple</code> of <code>Proposal</code>, or <code>Array{Proposal}</code> in the shape of your data. For example, if you wanted the sampler to return a <code>NamedTuple</code> with shape</p><pre><code class="language-julia hljs">x = (a = 1.0, b=3.8)</code></pre><p>The proposal would be</p><pre><code class="language-julia hljs">proposal = (a=StaticProposal(Normal(0,1)), b=StaticProposal(Normal(0,1)))
````

Other allowed proposals are
</code></pre><p>p1 = StaticProposal(Normal(0,1)) p2 = StaticProposal([Normal(0,1), InverseGamma(2,3)]) p3 = StaticProposal((a=Normal(0,1), b=InverseGamma(2,3))) p4 = StaticProposal((x=1.0) -&gt; Normal(x, 1))</p><pre><code class="nohighlight hljs">
The sampler is constructed using
</code></pre><p>julia spl = MetropolisHastings(proposal) ```</p><p>When using <code>MetropolisHastings</code> with the function <code>sample</code>, the following keyword arguments are allowed:</p><ul><li><code>init_params</code> defines the initial parameterization for your model. If</li></ul><p>none is given, the initial parameters will be drawn from the sampler&#39;s proposals.</p><ul><li><code>param_names</code> is a vector of strings to be assigned to parameters. This is only</li></ul><p>used if <code>chain_type=Chains</code>.</p><ul><li><code>chain_type</code> is the type of chain you would like returned to you. Supported</li></ul><p>types are <code>chain_type=Chains</code> if <code>MCMCChains</code> is imported, or <code>chain_type=StructArray</code> if <code>StructArrays</code> is imported.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/AdvancedMH.jl/blob/458a602ac32a8514a117d4c671396a9ba8acbdab/src/mh-core.jl#L1-L43">source</a></section></article><h2 id="Functions"><a class="docs-heading-anchor" href="#Functions">Functions</a><a id="Functions-1"></a><a class="docs-heading-anchor-permalink" href="#Functions" title="Permalink"></a></h2><div class="admonition is-warning"><header class="admonition-header">Missing docstring.</header><div class="admonition-body"><p>Missing docstring for <code>StaticMH</code>. Check Documenter&#39;s build log for details.</p></div></div><div class="admonition is-warning"><header class="admonition-header">Missing docstring.</header><div class="admonition-body"><p>Missing docstring for <code>RWMH</code>. Check Documenter&#39;s build log for details.</p></div></div></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../">« AdvancedMH.jl</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 0.27.25 on <span class="colophon-date" title="Monday 17 July 2023 21:38">Monday 17 July 2023</span>. Using Julia version 1.9.2.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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