Struct MultiChainTracker 

pub struct MultiChainTracker {
    pub p_accept: f32,
    /* private fields */
}

Tracks statistics across multiple MCMC chains.

Fields

• n: Number of steps taken.
• mean: Mean of the parameters across chains.
• mean_sq: Mean of the squared parameters across chains.
• n_chains: Number of chains.
• n_params: Number of parameters.

Fields

p_accept: f32

Implementations

impl MultiChainTracker

pub fn new(n_chains: usize, n_params: usize) -> Self

Creates a new MultiChainTracker for the given number of chains and parameters.

Arguments

• n_chains: Number of chains.
• n_params: Number of parameters.

Returns

A new MultiChainTracker instance.

pub fn step<T>(&mut self, x: &[T]) -> Result<(), Box<dyn Error>>

where T: Num + ToPrimitive + FromPrimitive + Clone + PartialOrd,

Updates the tracker with new states from all chains.

Arguments

• x: New states of the chains, flattened into a single slice.

Returns

Ok(()) if successful; an error otherwise.

pub fn stats<B: Backend>( &self, sample: Tensor<B, 3>, ) -> Result<RunStats, Box<dyn Error>>

pub fn max_rhat(&self) -> Result<f32, Box<dyn Error>>

Computes the maximum R-hat value across all parameters.

Returns

The maximum R-hat value, or an error if computation fails.

pub fn rhat(&self) -> Result<Array1<f32>, Box<dyn Error>>

Computes the R-hat values for all parameters.

Returns

An array containing the R-hat values for each parameter, or an error if computation fails.

Trait Implementations

impl Clone for MultiChainTracker

fn clone(&self) -> MultiChainTracker

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for MultiChainTracker

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for MultiChainTracker

fn eq(&self, other: &MultiChainTracker) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for MultiChainTracker