hmc.cumulative_mean(title, q[:,1], time, 0.0, [-1.0, 2.0], f"{file_prefix}-cummulative-mean-1")

# %%

title = f"MH Bivariate Normal " + r"$q_1$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%"
time = range(0, len(q[:,0]))
hmc.cumulative_standard_deviation(title, q[:,0], time, 1.0, [0.1, 1.5], f"{file_prefix}-cummulative-sigma-1")

# %%

title = f"MH Bivariate Normal " + r"$q_2$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%"
time = range(0, len(q[:,1]))
hmc.cumulative_standard_deviation(title, q[:,1], time, 1.0, [0.1, 1.5], f"{file_prefix}-cummulative-sigma-2")

# %%

title = f"MH Bivariate Normal " + r"$q_1, q_2$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%"
hmc.cumulative_correlation(title, q[:,0], q[:,1], time, γ, f"{file_prefix}-position-cummulative-correlation")

# %%

title = f"MH Bivariate Normal " + r"$q_1$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%"
max_lag = 25
hmc.autocor(title, q[:,0], max_lag, f"{file_prefix}-autocorrelation-1")

# %%

title = f"MH Bivariate Normal " + r"$q_2$" + f": γ={γ}, nsample={nsample}, accepted={int(100.0*float(accepted)/float(nsample))}%"
max_lag = 25
hmc.autocor(title, q[:,1], max_lag, f"{file_prefix}-autocorrelation-2")
Exemple #2
0
# %%

title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}"
time = range(0, len(q))
hmc.time_series(title, q, time, [min(q), max(q)], "hmc-normal-position-timeseries-1")

# %%

title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}"
time = range(9000, 9500)
hmc.time_series(title, q[time], time, [min(q), max(q)], "hmc-normal-position-timeseries-2")

# %%

title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}"
time = range(0, len(q))
hmc.cumulative_mean(title, q, time, 0.0, [-0.5, 0.5], "hmc-normal-position-cummulative-mean-1")

# %%

title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}"
time = range(0, len(q))
hmc.cumulative_standard_deviation(title, q, time, 1.0, [0.5, 2.0], "hmc-normal-position-cummulative-sigma-1")

# %%

title = f"HMC Normal Target: Δt={ε}, nsteps={nsteps}, nsample={nsample}, accepted={accept}"
max_lag = 25
hmc.autocor(title, q, max_lag, "hmc-normal-position-autocorrelation-1")