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// Copyright ©2015 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package sampleuv
import "gonum.org/v1/gonum/stat/distuv"
func max(a, b int) int {
if a < b {
return b
}
return a
}
func ExampleMetropolisHastings_samplingRate() {
// See Burnin example for a description of these quantities.
n := 1000
burnin := 300
var initial float64
target := distuv.Weibull{K: 5, Lambda: 0.5}
proposal := ProposalDist{Sigma: 0.2}
// Successive samples are correlated with one another through the
// Markov Chain defined by the proposal distribution. One may use
// a sampling rate to decrease the correlation in the samples for
// an increase in computation cost. The rate parameter specifies
// that for every accepted sample stored in `samples`, rate - 1 accepted
// samples are not stored in `samples`.
rate := 50
mh := MetropolisHastings{
Initial: initial,
Target: target,
Proposal: proposal,
BurnIn: burnin,
Rate: rate,
}
samples := make([]float64, n)
mh.Sample(samples)
}