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")
# %% 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")