Containers for parameter names
DiffusionMCMCTools.ParamNamesUnit — Typestruct ParamNamesUnit{N1,N2}
var::NTuple{N1,Symbol}
var_aux::Vector{Tuple{Vararg{Symbol,_N} where _N}}
updt::NTuple{N2,Pair{Int64,Symbol}}
updt_aux::Vector{Tuple{Vararg{Pair{Int64,Symbol},_N} where _N}}
updt_obs::Vector{Tuple{Vararg{Pair{Int64,Int64},_N} where _N}}
endSmallest unit storing information about the names of the parameters that are supposed to be updated at a given step of the MCMC algorithm. It is pertinent to a single block of a single recording only, and in particular, only to a single collection of laws, out of:
PP, i.e. those relevant to a given blockP_last, i.e. the artificial law of the block associated with the last obsP_excl, i.e. the last, missed outPP, missed out due to use ofP_lastPPb, i.e. the collection of all remaining artificial laws that are notP_last
It stores lists of parameters that are supposed to be updated at various stages of the call to a function set_proposal_law!, which sets the proposal parameter θ° inside the proposal laws.
Fields
var: names ofP_targetthat are checked and—if need be—equalized between proposal and accepted lawsvar_aux: names ofP_auxthat are checked and—if need be—equalized between proposal and accepted lawsupdt: list of params ofP_targetthat are being updated at a given MCMC step; listed as pairs:idx-of-θ-to-relevant-value=>name-of-param-inside-P_target-structupdt_aux: as above, but forP_auxupdt_obs: list of params ofobs(i.e. terminal observation for each guid prop) that are being updated at a given MCMC step; listed as pairs:idx-of-θ-to-relevant-value=>idx-of-obs-inside-obs.θ
ParamNamesUnit(
PP::AbstractArray{<:GuidProp}, θnames::Vector{Symbol}, pdep, odeps
)Base constructor.
Arguments
PP:θnames:pdep:odeps:
DiffusionMCMCTools.ParamNamesBlock — Typestruct ParamNamesBlock{N1,N2}
PP::ParamNamesUnit{N1,N2}
P_last::ParamNamesUnit{N1,N2}
P_excl::ParamNamesUnit{N1,N2}
Pb_excl::ParamNamesUnit{N1,N2}
endStores information relevant for a Block about the names of the parameters that are supposed to be updated at a given step of the MCMC algorithm. It stores lists of parameters that are supposed to be updated at various stages of the call to a function set_proposal_law!, which sets the proposal parameter θ° inside the proposal laws.
Fields
PP, i.e. those relevant to a given blockP_last, i.e. the artificial law of the block associated with the last obsP_excl, i.e. the last, missed outPP, missed out due to use ofP_lastPb_excl, i.e. the collection of all remaining artificial laws that are notP_lastParamNamesBlock(b::Block, θnames, pdep, odeps)
Base constructor.
Arguments
b::Block:θnames:pdep:odeps:
DiffusionMCMCTools.ParamNamesRecording — Typestruct ParamNamesRecording{N1,N2}
blocks::Vector{ParamNamesBlock{N1,N2}}
endStores information relevant for an entire, single recording about the names of the parameters that are supposed to be updated at a given step of the MCMC algorithm. It stores lists of parameters that are supposed to be updated at various stages of the call to a function set_proposal_law!, which sets the proposal parameter θ° inside the proposal laws.
ParamNamesRecording(rb::BlockCollection, θnames, pdep, odeps)Base constructor.
DiffusionMCMCTools.ParamNamesAllObs — Typestruct ParamNamesAllObs{T}
recordings::Vector{T}
endStores information relevant for multiple recordings about the names of the parameters that are supposed to be updated at a given step of the MCMC algorithm. It stores lists of parameters that are supposed to be updated at various stages of the call to a function set_proposal_law!, which sets the proposal parameter θ° inside the proposal laws.
ParamNamesAllObs(be::BlockEnsemble, θnames, all_obs)Base constructor.