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2 changes: 1 addition & 1 deletion sample/example_rate_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -26,7 +26,7 @@ func ExampleMetropolisHastings_samplingRate() {

tmp := make([]float64, max(rate, burnin))

// First deal with burnin
// First deal with burnin.
tmp = tmp[:burnin]
MetropolisHastings(tmp, initial, target, proposal, nil)
// The final sample in tmp in the final point in the chain.
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5 changes: 3 additions & 2 deletions sample/sample.go
Original file line number Diff line number Diff line change
Expand Up @@ -101,7 +101,7 @@ func Rejection(samples []float64, target dist.LogProber, proposal dist.RandLogPr
px := target.LogProb(v)
accept := math.Exp(px-qx) / c
if accept > 1 {
// Invalidate the whole result and return a failure
// Invalidate the whole result and return a failure.
for i := range samples {
samples[i] = math.NaN()
}
Expand All @@ -118,14 +118,15 @@ func Rejection(samples []float64, target dist.LogProber, proposal dist.RandLogPr
return nProposed, true
}

// MHProposal defines a proposal distribution for Metropolis Hastings.
type MHProposal interface {
// ConditionalDist returns the probability of the first argument conditioned on
// being at the second argument
// p(x|y)
ConditionalLogProb(x, y float64) (prob float64)

// ConditionalRand generates a new random location conditioned being at the
// location y
// location y.
ConditionalRand(y float64) (x float64)
}

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6 changes: 3 additions & 3 deletions sample/sample_test.go
Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,7 @@ func TestLatinHypercube(t *testing.T) {
}

func TestImportance(t *testing.T) {
// Test by finding the expected value of a Normal
// Test by finding the expected value of a Normal.
trueMean := 3.0
target := dist.Normal{Mu: trueMean, Sigma: 2}
proposal := dist.Normal{Mu: 0, Sigma: 5}
Expand All @@ -53,7 +53,7 @@ func TestImportance(t *testing.T) {
}

func TestRejection(t *testing.T) {
// Test by finding the expected value of a Normal
// Test by finding the expected value of a Normal.
trueMean := 3.0
target := dist.Normal{Mu: trueMean, Sigma: 2}
proposal := dist.Normal{Mu: 0, Sigma: 5}
Expand All @@ -80,7 +80,7 @@ func (c condNorm) ConditionalLogProb(x, y float64) float64 {
}

func TestMetropolisHastings(t *testing.T) {
// Test by finding the expected value of a Normal
// Test by finding the expected value of a Normal.
trueMean := 3.0
target := dist.Normal{Mu: trueMean, Sigma: 2}
proposal := condNorm{Sigma: 5}
Expand Down