Evaluates the model at the supplied values.
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| class(mcmc_target), | intent(in) | :: | this |
The mcmc_target object. |
||
| real(kind=real64), | intent(in), | dimension(:) | :: | xdata |
An M-element array containing the values at which to evaluate the model. |
|
| real(kind=real64), | intent(in), | dimension(:) | :: | xc |
An N-element array containing the model parameters. |
|
| real(kind=real64), | intent(out), | dimension(:) | :: | y |
An M-element array where the resulting model values wil be written. |
A type allowing for the construction of chain of values.
| procedure, public :: get_chain => cb_get_chain | |
| procedure, public :: get_chain_length => cb_get_chain_length | |
| procedure, public :: get_state_variable_count => cb_get_nvars | |
| procedure, public :: push_new_state => cb_push | |
| procedure, public :: reset => cb_clear_chain |
Defines a type responsible for generating a proposal state for a Monte-Carlo, Markov-Chain sampler.
| procedure, public :: generate_sample => mp_gen | |
| procedure, public :: get_param_scale => mp_get_param_scale | |
| procedure, public :: get_recenter => mp_get_recenter | |
| procedure, public :: get_scale => mp_get_scale | |
| procedure, public :: set_param_scale => mp_set_param_scale | |
| procedure, public :: set_param_scales => mp_set_param_scales | |
| procedure, public :: set_recenter => mp_set_recenter | |
| procedure, public :: set_scale => mp_set_scale |
An implementation of the Metropolis-Hastings algorithm for the generation of a Markov chain.
| procedure, public :: get_accepted_count => ms_get_num_accepted | |
| procedure, public :: get_chain => cb_get_chain | |
| procedure, public :: get_chain_length => cb_get_chain_length | |
| procedure, public :: get_state_variable_count => cb_get_nvars | |
| procedure, public :: on_acceptance => ms_on_success | |
| procedure, public :: on_rejection => ms_on_rejection | |
| procedure, public :: push_new_state => cb_push | |
| procedure, public :: reset => cb_clear_chain | |
| procedure, public :: sample => ms_sample |
Defines a model of the target distribution(s).
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| real(kind=real64), | public | :: | data_noise | = | 1.0d0 |
A parameter representing the noise in the data. |
| procedure, public :: add_parameter => mt_add_param | |
| procedure, public :: evaluate_prior => mt_eval_prior | |
| procedure, public :: evaluate_variance_prior => mt_eval_var_prior | |
| procedure, public :: get_parameter => mt_get_param | |
| procedure, public :: get_parameter_count => mt_get_param_count | |
| procedure, public :: likelihood => mt_likelihood | |
| procedure(evaluate_model), public, deferred :: model | |
| procedure, public :: sample_variance_prior => mt_sample_var_prior |