Package trunk :: Package BIP :: Package Bayes :: Package Samplers :: Module MCMC

Module MCMC

Module implementing MCMC samplers

Metropolis: Adaptive Metropolis Hastings sampler

Dream: DiffeRential Evolution Adaptive Markov chain sampler

Date: $09/12/2009 10:44:11$

Author: fccoelho

Classes

_Sampler
Base classe for all samplers Holds common logic and

Metropolis
Standard random-walk Metropolis Hastings sampler class

Dream
DiffeRential Evolution Adaptive Markov chain sampler

Functions

timeit(method)
Decorator to time methods

source code

model_as_ra(theta, model, phinames)
Does a single run of self.model and returns the results as a record array

source code

Variables

logger = logging.getLogger('BIP.MCMC')