Package csb :: Package statistics :: Module ars :: Class Envelope

Class Envelope

object --+
         |
        Envelope

Envelope function for adaptive rejection sampling.

The envelope defines a piecewise linear upper and lower bounding function of the concave log-probability.

Instance Methods

__init__(self, x, h, dh)
x.__init__(...) initializes x; see help(type(x)) for signature

source code

insert(self, x, h, dh)
Insert new support point for lower bounding function (and indirectly for upper bounding function).

source code

l(self, x)
Piecewise linear lower bounding function.

source code

log_masses(self)

source code

masses(self)

source code

sample(self)

source code

u(self, x)
Piecewise linear upper bounding function.

source code

u_max(self)

source code

z(self)
Support intervals for upper bounding function.

source code

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__

Properties
Inherited from `object`: `__class__`

Method Details

init(self, x, h, dh)
(Constructor)

source code

x.__init__(...) initializes x; see help(type(x)) for signature

Overrides: object.__init__: (inherited documentation)

Class Envelope

__init__(self, x, h, dh) (Constructor)

init(self, x, h, dh)
(Constructor)