Class performing draws from densities for Bayesian estimation using Metropolis-Hastings algorithm. More...
Public Member Functions | |
def | __init__ |
Public Attributes | |
type | |
beta | |
density | |
warmup | |
steps | |
operatorIndex |
Class performing draws from densities for Bayesian estimation using Metropolis-Hastings algorithm.
Values of Beta parameters are drawn from a given density function using a Metropolis-Hastings algorithm. Example:
BETA = {ASC_CAR, ASC_TRAIN, B_TIME, B_COST} prob = bioLogit(V,av,CHOICE) rowIterator('obsIter') likelihood = Prod(prob,'obsIter') BIOGEME_OBJECT.BAYESIAN = MH(BETA,likelihood)
def bio_expression::MH::__init__ | ( | self, | |
beta, | |||
density, | |||
warmup, | |||
steps | |||
) |
beta | a list of the form
{beta1, beta2,...} where beta1, beta2, etc. are defined by the Beta expression. |
density | valid expression representing the density to draw from. |
warmup | number of steps of the Markov chain to perform to reach stationarity. |
steps | number of steps to skip between two draws. |
Reimplemented from bio_expression::Expression.