Sampling Functions

Functions for sampling a distribution

sampler_hmc()

Hamiltonian Monte-Carlo Sampler (HMC)

sampler_mc3()

Metropolis-coupled MCMC sampler (MC3)

sampler_mchmc()

Metropolis-Coupled Hamiltonian Monte Carlo (MCHMC)

sampler_mcrec()

Metropolis-Coupled Recycled-Momentum HMC Sampler (MCREC)

sampler_mh()

Metropolis-Hastings (MH) Sampler

sampler_rec()

Recycled-Momentum HMC Sampler (REC)

Other Utilities

Other Functions

Z_identities()

Z Identities

Bayesian_Sampler()

Bayesian Sampler Model

Mean_Variance()

Mean Variance Estimates

ABS

Functions related to the Autocorrelated Bayesian Sampler

Zhu23ABS

Auto-correlated Bayesian Sampler by Zhu (2023)

Diagnostic Tools

Functions for calculating various aspects of the sampling process. Most only work with univariate distributions

calc_PSD()

Power Spectral Density Calculator

calc_all()

Diagnostics Wrapper

calc_autocorr()

Autocorrelation Calculator

calc_levy()

Levy Flights Calculator

calc_qqplot()

QQ-Plot Calculator

calc_sigma_scaling()

Sigma Scaling Calculator

plot_2d_density()

Density Plotter

plot_series()

Series Plotter