def get_sample_covariance(self, lij, bij, beta):
"""
Return sample Covariance matrix from buffer.
"""
self.count -= self.buffer_size
if self.count < 0:
raise ValueError('Covariance has been updated already!')
cov = calc_sample_covariance(self.buffer, lij=lij, bij=bij, beta=beta)
# reset buffer, keep last sample
self.buffer = [self.buffer[-1]]
return cov
def get_sample_covariance(self, step):
"""
Return sample Covariance matrix from buffer.
"""
sample_difference = self.count - self.buffer_size
if sample_difference < 0:
raise ValueError('Covariance has been updated already!')
elif sample_difference > 0:
raise BufferError(
'Buffer is not full and sample covariance may be biased')
else:
logger.info('Evaluating sampled trace covariance of worker %i at '
'sample %i' % (self.chain, step.cumulative_samples))
cov = calc_sample_covariance(self.buffer,
lij=step.lij,
bij=step.bij,
beta=step.beta)
self.cov_counter += 1
return cov