| Copyright | (c) Dominik Schrempf 2020 |
|---|---|
| License | GPL-3.0-or-later |
| Maintainer | dominik.schrempf@gmail.com |
| Stability | unstable |
| Portability | portable |
| Safe Haskell | None |
| Language | Haskell2010 |
Mcmc.Proposal.Bactrian
Description
Creation date: Thu Jun 25 15:49:48 2020.
Documentation
Arguments
| :: Double | Spike parameter \(m\). |
| -> Double | Standard deviation \(s\). |
| -> PName | Name. |
| -> PWeight | Weight. |
| -> Tune | Enable tuning. |
| -> Proposal Double |
Additive symmetric proposal with kernel similar to the silhouette of a Bactrian camel.
The Bactrian kernel is a mixture of two symmetrically arranged normal distributions. The spike parameter \(m \in (0, 1)\) loosely determines the standard deviations of the individual humps while the second parameter \(s > 0\) refers to the standard deviation of the complete Bactrian kernel.