Package csb :: Package statistics :: Package samplers :: Package mc :: Module propagators :: Class RWMCPropagator
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Class RWMCPropagator

source code

        object --+        
                 |        
AbstractPropagator --+    
                     |    
  AbstractMCPropagator --+
                         |
                        RWMCPropagator

Draws a number of samples from a PDF using the RWMCSampler and returns them as a Trajectory.

Nested Classes

Inherited from AbstractPropagator: __metaclass__

Instance Methods
 
__init__(self, pdf, stepsize=1.0, proposal_density=None, temperature=1.0)
x.__init__(...) initializes x; see help(type(x)) for signature
source code

Inherited from AbstractMCPropagator: generate

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

Class Variables
  __abstractmethods__ = frozenset([])
Properties

Inherited from AbstractMCPropagator: acceptance_rate

Inherited from object: __class__

Method Details

__init__(self, pdf, stepsize=1.0, proposal_density=None, temperature=1.0)
(Constructor)

source code 

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

Parameters:
  • pdf (AbstractDensity) - PDF to sample from
  • stepsize (float) - Serves to set the step size in proposal_density, e.g. for automatic acceptance rate adaption
  • proposal_density (callable) - The proposal density as a function f(x, s) of the current state x and the stepsize s. By default, the proposal density is uniform, centered around x, and has width s.
  • temperature (float) - See documentation of AbstractSingleChainMC
Overrides: object.__init__
(inherited documentation)