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Profiles Module

Nested modules

Modules Description

SimulatedAnnealing

Functions and values

Function or value Description

mcmc maxIter log results iter

Full Usage: mcmc maxIter log results iter

Parameters:
Returns: OptimStopReason

Ends an MCMC chain when the chain is well-behaved (i.e. acceptance rate 0.15 - 0.5, and not stuck) and it is stationary (as measured by windowed squared jump distance on recent 200-iteration windows). The chain will also be abandoned if `maxIter` iterations are reached.

maxIter : int<MeasureProduct<iteration, MeasureOne>>
log : LogEvent -> unit
results : Solution list
iter : int<MeasureProduct<iteration, MeasureOne>>
Returns: OptimStopReason

mcmcTuningStep maxIter log results iter

Full Usage: mcmcTuningStep maxIter log results iter

Parameters:
Returns: OptimStopReason

Ends the tuning stages of an MCMC algorithm when the chain appears to be well mixed, or a maximum iteration count is reached. Mixing is defined by not being stuck, and the acceptance rate has stabilised in the range 0.15 - 0.5.

maxIter : int<MeasureProduct<iteration, MeasureOne>>
log : LogEvent -> unit
results : Solution list
iter : int<MeasureProduct<iteration, MeasureOne>>
Returns: OptimStopReason

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