prbnmcn-stats
Basic statistics
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Library
Module
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Library prbnmcn-stats
Parameters
module X : Basic_structures.Basic_intf.PpSignature
val mcmc :
verbosity:[ `Silent | `Progress | `Trace ] ->
initial:X.t ->
burn_in:int ->
( X.t -> ( 's, X.t ) Stats_intf.gen ) ->
( 's, ( 's, X.t ) Stats_intf.gen ) Stats_intf.genThe sampler function produces a generative probability. More precisely: each sample from mcmc ~verbosity ~initial ~burn_in is a distinct Markov chain, which samples can in-turn be obtained by calling iteratively the closure returned by mcmc. Concretely, the outer `Stats.gen` corresponds to sampling the burn-in while the inner corresponds to sampling from the actual chain.