prbnmcn-stats

Basic statistics
Library prbnmcn-stats

Parameters

Signature

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.gen

The 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.