Rev Language Reference

dnOrnsteinUhlenbeck - Bernoulli Distribution

A Bernoulli-distributed random variable takes the value 1 with probability p and the value 0 with probability 1-p.

Aliases

  • dnOU

Usage

dnOrnsteinUhlenbeck(Real x0, Real theta, RealPos alpha, RealPos sigma, RealPos time)

Arguments

x0 : Real (pass by const reference)
The root parameter value.
theta : Real (pass by const reference)
The location of the optimum parameter.
alpha : RealPos (pass by const reference)
The attraction to the optimum parameter.
sigma : RealPos (pass by const reference)
The scaling parameter of the time.
time : RealPos (pass by const reference)
The duration of the process.

Domain Type

Real

Example

p ~ dnBeta(1.0,1.0)
x ~ dnBernoulli(p)
x.clamp(1)
moves[1] = mvSlide(p, delta=0.1, weight=1.0)
monitors[1] = screenmonitor(printgen=1000, separator = "        ", speciation)
mymodel = model(p)
mymcmc = mcmc(mymodel, monitors, moves)
mymcmc.burnin(generations=20000,tuningInterval=100)
mymcmc.run(generations=200000)

See Also

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