Package index • monty

Models

monty_model(): Create basic model

monty_model_combine(): Combine two models

monty_model_function(): Create monty_model from a function computing density

monty_model_properties(): Describe model properties

Functions for working with models

monty_model_density(): Compute log density

monty_model_gradient(): Compute gradient of log density

monty_model_direct_sample(): Directly sample from a model

Domain specific language

monty_dsl(): Domain Specific Language for monty

monty_dsl_error_explain(): Explain monty error

monty_differentiation(): Differentiate expressions

Advanced

monty_dsl_distributions(): Information about supported distributions

monty_dsl_parse_distribution(): Parse distribution expression

Draw samples from a model

monty_sample(): Sample from a model

monty_sample_continue(): Continue sampling

Samplers

monty_sampler_random_walk(): Random Walk Sampler

monty_sampler_adaptive(): Adaptive Metropolis-Hastings Sampler

monty_sampler_hmc(): Create HMC

monty_sampler_nested_random_walk(): Nested Random Walk Sampler

monty_sampler_nested_adaptive(): Nested Adaptive Metropolis-Hastings Sampler

Chain runners

monty_runner_serial(): Run MCMC chain in series

monty_runner_parallel(): Run MCMC chain in parallel

monty_runner_simultaneous(): Run MCMC chains simultaneously

Tools

monty_observer(): Create observer

monty_packer(): Build a parameter packer

monty_domain_expand(): Expand (and check) domain against a packer

with_trace_random(): Trace random number calls

Random numbers

Utilities for working with random numbers. This code is all imported from dust, and we’ll change it to better suit the needs in this package.

monty_rng: Monty Random Number Generator

monty_rng_distributed_state() monty_rng_distributed_pointer(): Create a set of distributed seeds

monty_rng_pointer: Create pointer to random number generator stream