Rev Language Reference


mcmc - MCMC analysis object

The MCMC analysis object keeps a model and the associated moves and monitors. The object is used to run Markov chain Monte Carlo (MCMC) simulation on the model, using the provided moves, to obtain a sample of the posterior probability distribution. During the analysis, the monitors are responsible for sampling model parameters of interest.

Usage

mcmc(Model model, Monitor[] monitors, Move[] moves, String moveschedule, Natural nruns, String combineTraces, Natural ntries, RealPos priorHeat, RealPos likelihoodHeat, RealPos posteriorHeat)

Arguments

model : Model (pass by value)
The model graph.
monitors : Monitor[] (pass by value)
The monitors used for this analysis.
moves : Move[] (pass by value)
The moves used for this analysis.
moveschedule : String (pass by value)
The strategy how the moves are used.
Default : random
Options : sequential|random|single
nruns : Natural (pass by value)
The number of replicate analyses.
Default : 1
combineTraces : String (pass by value)
The way how we combine the traces ones the simulation is finished.
Default : sequential
Options : sequential|mixed
ntries : Natural (pass by value)
The number of initialization attempts.
Default : 1000
priorHeat : RealPos (pass by value)
The power that the prior will be raised to.
Default : 1
likelihoodHeat : RealPos (pass by value)
The power that the likelihood will be raised to.
Default : 1
posteriorHeat : RealPos (pass by value)
The power that the posterior will be raised to.
Default : 1

Details

The MCMC analysis object produced by a call to this function keeps copies of the model and the associated moves and monitors. The MCMC analysis object is used to run Markov chain Monte Carlo (MCMC) simulation on the model, using the provided moves, to obtain a sample of the posterior probability distribution. During the analysis, the monitors are responsible for sampling model parameters of interest.

Example

# Create a simple model (unclamped)
a ~ exponential(1)
mymodel = model(a)

# Create a move vector and a monitor vector
moves[1] = mvScale(a, lambda=1.0, weight=1.0)
monitors[1] = mnFile(a,"output/out.log")

# Create an mcmc object
mymcmcObject = mcmc( mymodel, monitors, moves)

# Run a short analysis
mymcmcObject.burnin( generations = 400, tuningInterval = 100)
mymcmcObject.run( generations = 400)

# print the summary of the operators (now tuned)
mymcmcObject.operatorSummary()

Methods

See Also