Struct DifferentialEvolution

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pub struct DifferentialEvolution { /* private fields */ }

Expand description

Move using differential evolution based on two other walkers

Using a normal distribution to scale the proposal as described in Nelson et al. (2013).

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impl DifferentialEvolution

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pub fn new(gamma_mean: f64, gamma_std_dev: f64) -> Self

Construct a differential evolution move using a normal distribution gamma

A reasonable default for gamma_mean is 2.38 / (2 * N).sqrt() where N is the dimension of the state space.

A reasonable default for gamma_std_dev is 1.0e-5.

Trait Implementations§

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impl Move for DifferentialEvolution
where P: Params,

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fn propose<'a, O, R>(&self, this: &'a P, other: O, rng: &mut R) -> (P, f64)
where O: FnMut(&mut R) -> &'a P, R: Rng,

Propose new estimates of the model parameters Read more

Auto Trait Implementations§

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impl UnwindSafe for DifferentialEvolution

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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