Monte
stable
Contents:
Base Sampler Class
Gaussian Metropolis Algorithm
Generalized Metropolis Algorithm
Gibbs Sampler
Hamiltonian Monte Carlo Algorithm
Importance Sampling
Metropolis-Hastings Algorithm
Monte Carlo Integrator
Rejection Sampling
Convergence Checks (for multiple chains)
Other
Examples
Future Development
Further Reading
Monte
Index
Edit on GitHub
Index
_
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A
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B
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C
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E
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G
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H
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I
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L
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M
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P
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Q
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R
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S
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T
_
__init__() (monte.base_sampler.BaseSampler method)
(monte.gaussian_metropolis.GaussianMetropolis method)
(monte.generalized_metropolis.GeneralizedMetropolis method)
(monte.gibbs_sampler.GibbsSampler method)
(monte.hamiltonian_mc.HamiltonianMC method)
(monte.metropolis_hastings.MetropolisHastings method)
A
acceptance_rate() (monte.base_sampler.BaseSampler method)
acceptances (monte.base_sampler.BaseSampler property)
B
BaseSampler (class in monte.base_sampler)
C
credible_interval() (monte.base_sampler.BaseSampler method)
E
ergodic_mean() (monte.base_sampler.BaseSampler method)
ess() (monte.base_sampler.BaseSampler method)
G
GaussianMetropolis (class in monte.gaussian_metropolis)
gelman_rubin() (in module monte.convergence_checks)
GeneralizedMetropolis (class in monte.generalized_metropolis)
geweke() (monte.base_sampler.BaseSampler method)
GibbsSampler (class in monte.gibbs_sampler)
H
HamiltonianMC (class in monte.hamiltonian_mc)
heidelberger_welch() (monte.base_sampler.BaseSampler method)
I
importance() (in module monte.importance_sampling)
integrator() (in module monte.monte_carlo_integrator)
L
lp (monte.base_sampler.BaseSampler property)
M
mean() (monte.base_sampler.BaseSampler method)
MetropolisHastings (class in monte.metropolis_hastings)
module
monte.base_sampler
monte.convergence_checks
monte.gaussian_metropolis
monte.generalized_metropolis
monte.gibbs_sampler
monte.hamiltonian_mc
monte.importance_sampling
monte.metropolis_hastings
monte.monte_carlo_integrator
monte.rejection_sampling
monte.base_sampler
module
monte.convergence_checks
module
monte.gaussian_metropolis
module
monte.generalized_metropolis
module
monte.gibbs_sampler
module
monte.hamiltonian_mc
module
monte.importance_sampling
module
monte.metropolis_hastings
module
monte.monte_carlo_integrator
module
monte.rejection_sampling
module
multivariate_gelman_rubin() (in module monte.convergence_checks)
P
parameter_kde() (monte.base_sampler.BaseSampler method)
plot_acf() (monte.base_sampler.BaseSampler method)
plot_ergodic_mean() (monte.base_sampler.BaseSampler method)
plot_histogram() (monte.base_sampler.BaseSampler method)
plot_histogram_fold() (monte.base_sampler.BaseSampler method)
Q
quantiles() (monte.base_sampler.BaseSampler method)
R
raftery_lewis() (monte.base_sampler.BaseSampler method)
rejection() (in module monte.rejection_sampling)
S
sample() (monte.gaussian_metropolis.GaussianMetropolis method)
(monte.generalized_metropolis.GeneralizedMetropolis method)
(monte.gibbs_sampler.GibbsSampler method)
(monte.hamiltonian_mc.HamiltonianMC method)
(monte.metropolis_hastings.MetropolisHastings method)
samples (monte.base_sampler.BaseSampler property)
save_samples() (monte.base_sampler.BaseSampler method)
stationarity_test() (monte.base_sampler.BaseSampler method)
std() (monte.base_sampler.BaseSampler method)
T
traceplots() (monte.base_sampler.BaseSampler method)