Add sampler APIs

doc/genrst.jl

@@ -25,12 +25,16 @@ end
 
 to_gen = Dict(
   "replayapi" => Dict(
-    :title => "Replay",
-    :list  => ["Prior", "PriorArray", "PriorContainer", "addPrior"]
+    :title  =>  "Replay",
+    :list   =>  ["Prior", "PriorArray", "PriorContainer", "addPrior"]
   ),
   "compilerapi" => Dict(
-    :title => "Macros for Compiler",
-    :list  => ["@assume", "@observe", "@predict", "@model"]
+    :title  =>  "Compiler",
+    :list   =>  ["@assume", "@observe", "@predict", "@model"]
+  ),
+  "samplerapi" => Dict(
+    :title  =>  "Sampler",
+    :list   =>  ["IS", "SMC", "PG", "HMC"]
   )
 )
 
@@ -74,23 +78,22 @@ Contents
    usage
    demos
 
+.. toctree::
+   :maxdepth: 2
+   :caption: APIs
+
+   $api_str
+
 .. toctree::
    :maxdepth: 2
    :caption: Development Notes
 
    language
    compiler
-   sampler
-   coroutines
+   samplerintro
    tarray
    workflow
 
-.. toctree::
-   :maxdepth: 2
-   :caption: APIs
-
-   $api_str
-
 .. toctree::
    :maxdepth: 2
    :caption: License

doc/source/compilerapi.rst

@@ -1,4 +1,4 @@
-Macros for Compiler
+Compiler
 =========
 
 .. function:: assume(ex)

doc/source/index.rst

@@ -12,26 +12,28 @@ Contents
    usage
    demos
 
+.. toctree::
+   :maxdepth: 2
+   :caption: APIs
+
+   replayapi
+   samplerapi
+   compilerapi
+
 .. toctree::
    :maxdepth: 2
    :caption: Development Notes
 
    language
    compiler
-   sampler
-   coroutines
+   samplerintro
    tarray
    workflow
 
-.. toctree::
-   :maxdepth: 2
-   :caption: APIs
-
-   replayapi
-   compilerapi
-
 .. toctree::
    :maxdepth: 2
    :caption: License
 
    license
+
+

doc/source/samplerapi.rst

@@ -0,0 +1,83 @@
+Sampler
+=========
+
+.. function:: IS(n_particles::Int)
+
+   Importance sampler.
+
+   Usage:
+
+   .. code-block:: julia
+
+       IS(1000)
+
+   Example:
+
+   .. code-block:: julia
+
+       @model example begin
+         ...
+       end
+
+       sample(example, IS(1000))
+
+.. function:: SMC(n_particles::Int)
+
+   Sequential Monte Carlo sampler.
+
+   Usage:
+
+   .. code-block:: julia
+
+       SMC(1000)
+
+   Example:
+
+   .. code-block:: julia
+
+       @model example begin
+         ...
+       end
+
+       sample(example, SMC(1000))
+
+.. function:: PG(n_particles::Int, n_iterations::Int)
+
+   Particle Gibbs sampler.
+
+   Usage:
+
+   .. code-block:: julia
+
+       PG(100, 100)
+
+   Example:
+
+   .. code-block:: julia
+
+       @model example begin
+         ...
+       end
+
+       sample(example, PG(100, 100))
+
+.. function:: HMC(n_samples::Int64, lf_size::Float64, lf_num::Int64)
+
+   Hamiltonian Monte Carlo sampler.
+
+   Usage:
+
+   .. code-block:: julia
+
+       HMC(1000, 0.05, 10)
+
+   Example:
+
+   .. code-block:: julia
+
+       @model example begin
+         ...
+       end
+
+       sample(example, HMC(1000, 0.05, 10))
+

doc/source/samplerintro.rst

@@ -0,0 +1,2 @@
+Breif Introduction to Supported Samplers
+============

src/samplers/hmc.jl

@@ -4,6 +4,27 @@ else
   RerunThreshold = 1
 end
 
+doc"""
+    HMC(n_samples::Int64, lf_size::Float64, lf_num::Int64)
+
+Hamiltonian Monte Carlo sampler.
+
+Usage:
+
+```julia
+HMC(1000, 0.05, 10)
+```
+
+Example:
+
+```julia
+@model example begin
+  ...
+end
+
+sample(example, HMC(1000, 0.05, 10))
+```
+"""
 immutable HMC <: InferenceAlgorithm
   n_samples ::  Int64     # number of samples
   lf_size   ::  Float64   # leapfrog step size

src/samplers/is.jl

@@ -1,3 +1,25 @@
+
+doc"""
+    IS(n_particles::Int)
+
+Importance sampler.
+
+Usage:
+
+```julia
+IS(1000)
+```
+
+Example:
+
+```julia
+@model example begin
+  ...
+end
+
+sample(example, IS(1000))
+```
+"""
 immutable IS <: InferenceAlgorithm
   n_samples :: Int
 end

src/samplers/pgibbs.jl

@@ -1,5 +1,26 @@
 # Particle Gibbs sampler
 
+doc"""
+    PG(n_particles::Int, n_iterations::Int)
+
+Particle Gibbs sampler.
+
+Usage:
+
+```julia
+PG(100, 100)
+```
+
+Example:
+
+```julia
+@model example begin
+  ...
+end
+
+sample(example, PG(100, 100))
+```
+"""
 immutable PG <: InferenceAlgorithm
   n_particles :: Int
   n_iterations :: Int

src/samplers/smc.jl

@@ -1,3 +1,25 @@
+
+doc"""
+    SMC(n_particles::Int)
+
+Sequential Monte Carlo sampler.
+
+Usage:
+
+```julia
+SMC(1000)
+```
+
+Example:
+
+```julia
+@model example begin
+  ...
+end
+
+sample(example, SMC(1000))
+```
+"""
 immutable SMC <: InferenceAlgorithm
   n_particles :: Int
   resampler :: Function