Exemple #1
0
 def __init__(self, target, proposal, indicator=None, prealloc=0,
              save_target_values=False, rng=_np.random.mtrand):
     self.proposal      = _cp(proposal)
     self.rng           = rng
     self.target        = _indmerge(target, indicator, -_np.inf)
     self.target_values = _History(1, prealloc) if save_target_values else None
     self.weights       = _History(1, prealloc)
     self.samples       = _History(proposal.dim, prealloc)
 def __init__(self, target, proposal, indicator=None, prealloc=0,
              save_target_values=False, rng=_np.random.mtrand):
     self.proposal      = _cp(proposal)
     self.rng           = rng
     self.target        = _indmerge(target, indicator, -_np.inf)
     self.target_values = _History(1, prealloc) if save_target_values else None
     self.weights       = _History(1, prealloc)
     self.samples       = _History(proposal.dim, prealloc)
Exemple #3
0
 def __init__(self, target, proposal, start, indicator=None,
              prealloc=0, save_target_values=False, rng=_np.random.mtrand):
     # store input into instance
     self.current_point        = _np.array(start, dtype=float) # call array constructor to make sure to have a copy
     self.samples              = _History(len(self.current_point), prealloc)
     self.proposal             = _cp(proposal)
     self.rng                  = rng
     self.target               = _indmerge(target, indicator, -_np.inf)
     self.target_values = _History(1, prealloc) if save_target_values else None
     self.current_target_eval  = self.target(self.current_point)
     if not _np.isfinite(self.current_target_eval):
         raise ValueError('``target(start)`` must evaluate to a finite value and ``indicator(start)`` must be ``True``')
Exemple #4
0
 def __init__(self, target, proposal, start, indicator=None,
              prealloc=0, save_target_values=False, rng=_np.random.mtrand):
     # store input into instance
     self.current_point        = _np.array(start, dtype=float) # call array constructor to make sure to have a copy
     self.samples              = _History(len(self.current_point), prealloc)
     self.proposal             = _cp(proposal)
     self.rng                  = rng
     self.target               = _indmerge(target, indicator, -_np.inf)
     self.target_values = _History(1, prealloc) if save_target_values else None
     self.current_target_eval  = self.target(self.current_point)
     if not _np.isfinite(self.current_target_eval):
         raise ValueError('``target(start)`` must evaluate to a finite value and ``indicator(start)`` must be ``True``')
Exemple #5
0
 def shape(self):
     dims = _cp(self._dims)
     return dims