metropolis_hastings.py 文件源码

def __init__(self, posterior, scale, nsims, initials, 
        cov_matrix=None, thinning=2, warm_up_period=True, model_object=None, quiet_progress=False):
        self.posterior = posterior
        self.scale = scale
        self.nsims = (1+warm_up_period)*nsims*thinning
        self.initials = initials
        self.param_no = self.initials.shape[0]
        self.phi = np.zeros([self.nsims, self.param_no])
        self.phi[0] = self.initials # point from which to start the Metropolis-Hasting algorithm
        self.quiet_progress = quiet_progress

        if cov_matrix is None:
            self.cov_matrix = np.identity(self.param_no) * np.abs(self.initials)
        else:
            self.cov_matrix = cov_matrix

        self.thinning = thinning
        self.warm_up_period = warm_up_period

        if model_object is not None:
            self.model = model_object