Index

A

acceptance_test() (in module pymcmcstat.samplers.utilities) Adaptation (class in pymcmcstat.samplers.Adaptation) add_basic() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_chain() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_data_set() (pymcmcstat.settings.DataStructure.DataStructure method) add_dram() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_model() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_model_parameter() (pymcmcstat.settings.ModelParameters.ModelParameters method) add_options() (pymcmcstat.structures.ResultsStructure.ResultsStructure method)

add_prior() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_random_number_sequence() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_s2chain() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_sschain() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_time_stats() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) add_updatesigma() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) adjust_cov_matrix() (in module pymcmcstat.samplers.Adaptation) alphafun() (pymcmcstat.samplers.DelayedRejection.DelayedRejection method) append_to_nrow_ncol_based_on_shape() (in module pymcmcstat.plotting.utilities) assign_number_of_cores() (in module pymcmcstat.ParallelMCMC)

B

batch_mean_standard_deviation() (in module pymcmcstat.chain.ChainStatistics)

below_burnin_threshold() (in module pymcmcstat.samplers.Adaptation)

C

calculate_intervals() (in module pymcmcstat.propagation) calculate_log_posterior_ratio() (in module pymcmcstat.samplers.utilities) calculate_posterior_ratio() (pymcmcstat.samplers.Metropolis.Metropolis class method) calculate_psrf() (in module pymcmcstat.chain.ChainStatistics) chainstats() (in module pymcmcstat.chain.ChainStatistics) check_directory() (in module pymcmcstat.ParallelMCMC) check_for_restart_file() (in module pymcmcstat.ParallelMCMC) check_for_singular_cov_matrix() (in module pymcmcstat.samplers.Adaptation) check_initial_values() (in module pymcmcstat.ParallelMCMC) check_lightly_save() (in module pymcmcstat.settings.SimulationOptions) check_noadaptind() (in module pymcmcstat.settings.ModelParameters)

check_options_output() (in module pymcmcstat.ParallelMCMC) check_parallel_directory_contents() (in module pymcmcstat.chain.ChainProcessing) check_s2chain() (in module pymcmcstat.propagation) check_settings() (in module pymcmcstat.plotting.utilities) (in module pymcmcstat.utilities.general) check_shape_of_users_initial_values() (in module pymcmcstat.ParallelMCMC) check_symmetric() (in module pymcmcstat.plotting.utilities) check_users_initial_values_wrt_limits() (in module pymcmcstat.ParallelMCMC) check_verbosity() (in module pymcmcstat.settings.ModelParameters) cholupdate() (in module pymcmcstat.samplers.Adaptation) convert_flag_to_boolean() (in module pymcmcstat.plotting.utilities) CovarianceProcedures (class in pymcmcstat.procedures.CovarianceProcedures)

D

DataStructure (class in pymcmcstat.settings.DataStructure) default() (pymcmcstat.utilities.NumpyEncoder.NumpyEncoder method) default_priorfun() (pymcmcstat.procedures.PriorFunction.PriorFunction class method) define_model_settings() (pymcmcstat.settings.ModelSettings.ModelSettings method) define_sample_points() (in module pymcmcstat.propagation) define_simulation_options() (pymcmcstat.settings.SimulationOptions.SimulationOptions method) DelayedRejection (class in pymcmcstat.samplers.DelayedRejection) deprecation() (in module pymcmcstat.plotting.MCMCPlotting)

determine_filename() (pymcmcstat.structures.ResultsStructure.ResultsStructure class method) display_covariance_settings() (pymcmcstat.procedures.CovarianceProcedures.CovarianceProcedures method) display_current_mcmc_settings() (pymcmcstat.MCMC.MCMC method) display_gelman_rubin() (in module pymcmcstat.chain.ChainStatistics) display_individual_chain_statistics() (pymcmcstat.ParallelMCMC.ParallelMCMC method) display_model_settings() (pymcmcstat.settings.ModelSettings.ModelSettings method) display_parameter_settings() (pymcmcstat.settings.ModelParameters.ModelParameters method) display_simulation_options() (pymcmcstat.settings.SimulationOptions.SimulationOptions method)

E

empirical_quantiles() (in module pymcmcstat.plotting.utilities) ErrorVarianceEstimator (class in pymcmcstat.procedures.ErrorVarianceEstimator) evaluate_prior() (pymcmcstat.procedures.PriorFunction.PriorFunction method) evaluate_sos_function() (pymcmcstat.procedures.SumOfSquares.SumOfSquares method)

export_lightly() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) export_simulation_results_to_json_file() (pymcmcstat.structures.ResultsStructure.ResultsStructure method) extend_names_to_match_nparam() (in module pymcmcstat.plotting.utilities) extract_state_elements() (in module pymcmcstat.samplers.DelayedRejection)

F

format_number_to_str() (in module pymcmcstat.utilities.general)

G

gammar() (pymcmcstat.procedures.ErrorVarianceEstimator.ErrorVarianceEstimator method) gammar_mt() (pymcmcstat.procedures.ErrorVarianceEstimator.ErrorVarianceEstimator method) gaussian_density_function() (in module pymcmcstat.plotting.utilities) gelman_rubin() (in module pymcmcstat.chain.ChainStatistics) generate_chain_list() (in module pymcmcstat.chain.ChainProcessing) generate_combined_chain_with_index() (in module pymcmcstat.chain.ChainProcessing) generate_default_name() (in module pymcmcstat.settings.ModelParameters) generate_default_names() (in module pymcmcstat.plotting.utilities) generate_ellipse() (in module pymcmcstat.plotting.utilities) generate_initial_values() (in module pymcmcstat.ParallelMCMC)

generate_names() (in module pymcmcstat.plotting.utilities) generate_prediction_intervals() (pymcmcstat.plotting.PredictionIntervals.PredictionIntervals method) generate_quantiles() (in module pymcmcstat.propagation) generate_subplot_grid() (in module pymcmcstat.plotting.utilities) get_number_of_batches() (pymcmcstat.settings.DataStructure.DataStructure method) get_number_of_data_sets() (pymcmcstat.settings.DataStructure.DataStructure method) get_number_of_observations() (pymcmcstat.settings.DataStructure.DataStructure method) get_parameter_features() (in module pymcmcstat.ParallelMCMC) get_parameter_names() (in module pymcmcstat.chain.ChainStatistics) geweke() (in module pymcmcstat.chain.ChainStatistics)

I

initialize_covariance_mean_sum() (in module pymcmcstat.samplers.Adaptation) initialize_next_metropolis_step() (pymcmcstat.samplers.DelayedRejection.DelayedRejection class method) integrated_autocorrelation_time() (in module pymcmcstat.chain.ChainStatistics)

iqrange() (in module pymcmcstat.plotting.utilities) is_sample_outside_bounds() (in module pymcmcstat.samplers.utilities) is_semi_pos_def_chol() (in module pymcmcstat.plotting.utilities) (in module pymcmcstat.samplers.Adaptation)

L

less_than_or_equal_to_zero() (in module pymcmcstat.settings.ModelParameters) lighten_results() (in module pymcmcstat.structures.ResultsStructure) load_json_object() (in module pymcmcstat.chain.ChainProcessing) (pymcmcstat.structures.ResultsStructure.ResultsStructure class method)

load_parallel_simulation_results() (in module pymcmcstat.chain.ChainProcessing) (in module pymcmcstat.ParallelMCMC) load_serial_simulation_results() (in module pymcmcstat.chain.ChainProcessing) log_posterior_ratio() (in module pymcmcstat.samplers.DelayedRejection) log_posterior_ratio_acceptance_test() (in module pymcmcstat.samplers.utilities)

M

make_x_grid() (in module pymcmcstat.plotting.utilities) MCMC (class in pymcmcstat.MCMC) mcmc_sos_function() (pymcmcstat.procedures.SumOfSquares.SumOfSquares class method) message() (in module pymcmcstat.utilities.general) Metropolis (class in pymcmcstat.samplers.Metropolis) ModelParameters (class in pymcmcstat.settings.ModelParameters) ModelSettings (class in pymcmcstat.settings.ModelSettings) module pymcmcstat.chain.ChainProcessing pymcmcstat.chain.ChainStatistics pymcmcstat.MCMC pymcmcstat.ParallelMCMC pymcmcstat.plotting.MCMCPlotting pymcmcstat.plotting.PredictionIntervals pymcmcstat.plotting.utilities pymcmcstat.procedures.CovarianceProcedures pymcmcstat.procedures.ErrorVarianceEstimator pymcmcstat.procedures.PriorFunction pymcmcstat.procedures.SumOfSquares pymcmcstat.propagation pymcmcstat.samplers.Adaptation pymcmcstat.samplers.DelayedRejection pymcmcstat.samplers.Metropolis pymcmcstat.samplers.SamplingMethods pymcmcstat.samplers.utilities pymcmcstat.settings.DataStructure pymcmcstat.settings.ModelParameters pymcmcstat.settings.ModelSettings pymcmcstat.settings.SimulationOptions pymcmcstat.structures.ParameterSet pymcmcstat.structures.ResultsStructure pymcmcstat.utilities.general pymcmcstat.utilities.NumpyEncoder pymcmcstat.utilities.progressbar

N

noadapt_display_setting() (in module pymcmcstat.settings.ModelParameters)

nth_stage_log_proposal_ratio() (in module pymcmcstat.samplers.DelayedRejection) NumpyEncoder (class in pymcmcstat.utilities.NumpyEncoder)

O

observation_sample() (in module pymcmcstat.propagation)

P

ParallelMCMC (class in pymcmcstat.ParallelMCMC) ParameterSet (class in pymcmcstat.structures.ParameterSet) Plot (class in pymcmcstat.plotting.MCMCPlotting) plot_3d_intervals() (in module pymcmcstat.propagation) plot_chain_metrics() (in module pymcmcstat.plotting.MCMCPlotting) plot_chain_panel() (in module pymcmcstat.plotting.MCMCPlotting) plot_density_panel() (in module pymcmcstat.plotting.MCMCPlotting) plot_histogram_panel() (in module pymcmcstat.plotting.MCMCPlotting) plot_intervals() (in module pymcmcstat.propagation) plot_pairwise_correlation_panel() (in module pymcmcstat.plotting.MCMCPlotting) plot_prediction_intervals() (pymcmcstat.plotting.PredictionIntervals.PredictionIntervals method) posterior_ratio_acceptance_test() (in module pymcmcstat.samplers.utilities) power_spectral_density_using_hanning_window() (in module pymcmcstat.chain.ChainStatistics) PredictionIntervals (class in pymcmcstat.plotting.PredictionIntervals) print_chain_acceptance_info() (in module pymcmcstat.chain.ChainStatistics) print_chain_statistics() (in module pymcmcstat.chain.ChainStatistics) print_log_files() (in module pymcmcstat.chain.ChainProcessing) print_rejection_statistics() (in module pymcmcstat.MCMC) prior_display_setting() (in module pymcmcstat.settings.ModelParameters) PriorFunction (class in pymcmcstat.procedures.PriorFunction) progress_bar() (in module pymcmcstat.utilities.progressbar) pymcmcstat.chain.ChainProcessing module pymcmcstat.chain.ChainStatistics module pymcmcstat.MCMC module pymcmcstat.ParallelMCMC module pymcmcstat.plotting.MCMCPlotting module pymcmcstat.plotting.PredictionIntervals module pymcmcstat.plotting.utilities module pymcmcstat.procedures.CovarianceProcedures module

pymcmcstat.procedures.ErrorVarianceEstimator module pymcmcstat.procedures.PriorFunction module pymcmcstat.procedures.SumOfSquares module pymcmcstat.propagation module pymcmcstat.samplers.Adaptation module pymcmcstat.samplers.DelayedRejection module pymcmcstat.samplers.Metropolis module pymcmcstat.samplers.SamplingMethods module pymcmcstat.samplers.utilities module pymcmcstat.settings.DataStructure module pymcmcstat.settings.ModelParameters module pymcmcstat.settings.ModelSettings module pymcmcstat.settings.SimulationOptions module pymcmcstat.structures.ParameterSet module pymcmcstat.structures.ResultsStructure module pymcmcstat.utilities.general module pymcmcstat.utilities.NumpyEncoder module pymcmcstat.utilities.progressbar module

R

read_in_bin_file() (in module pymcmcstat.chain.ChainProcessing) read_in_parallel_json_results_files() (in module pymcmcstat.chain.ChainProcessing) read_in_parallel_savedir_files() (in module pymcmcstat.chain.ChainProcessing) read_in_savedir_files() (in module pymcmcstat.chain.ChainProcessing) read_in_txt_file() (in module pymcmcstat.chain.ChainProcessing) removekey() (in module pymcmcstat.utilities.general) replace_list_elements() (in module pymcmcstat.settings.ModelParameters)

ResultsStructure (class in pymcmcstat.structures.ResultsStructure) run_adaptation() (pymcmcstat.samplers.Adaptation.Adaptation method) run_delayed_rejection() (pymcmcstat.samplers.DelayedRejection.DelayedRejection method) run_metropolis_step() (pymcmcstat.samplers.Metropolis.Metropolis method) run_parallel_simulation() (pymcmcstat.ParallelMCMC.ParallelMCMC method) run_serial_simulation() (in module pymcmcstat.ParallelMCMC) run_simulation() (pymcmcstat.MCMC.MCMC method)

S

sample_candidate_from_gaussian_proposal() (in module pymcmcstat.samplers.utilities) SamplingMethods (class in pymcmcstat.samplers.SamplingMethods) save_json_object() (pymcmcstat.structures.ResultsStructure.ResultsStructure class method) scale_bandwidth() (in module pymcmcstat.plotting.utilities) scale_cholesky_decomposition() (in module pymcmcstat.samplers.Adaptation) scan_for_local_variables() (pymcmcstat.settings.ModelParameters.ModelParameters class method) set_local_parameters() (in module pymcmcstat.plotting.utilities) set_outside_bounds() (in module pymcmcstat.samplers.utilities) setup_adaptation_indices() (pymcmcstat.settings.ModelParameters.ModelParameters class method) setup_adapting() (pymcmcstat.settings.ModelParameters.ModelParameters class method) setup_cholupdate() (in module pymcmcstat.samplers.Adaptation) setup_covariance_matrix() (pymcmcstat.procedures.CovarianceProcedures.CovarianceProcedures method)

setup_display_settings() (in module pymcmcstat.propagation) setup_interval_colors() (in module pymcmcstat.propagation) setup_parallel_simulation() (pymcmcstat.ParallelMCMC.ParallelMCMC method) setup_plot_features() (in module pymcmcstat.plotting.utilities) setup_prediction_interval_calculation() (pymcmcstat.plotting.PredictionIntervals.PredictionIntervals method) setup_prior_mu() (pymcmcstat.settings.ModelParameters.ModelParameters class method) setup_prior_sigma() (pymcmcstat.settings.ModelParameters.ModelParameters class method) setup_subsample() (in module pymcmcstat.plotting.utilities) setup_w_R() (in module pymcmcstat.samplers.Adaptation) SimulationOptions (class in pymcmcstat.settings.SimulationOptions) spectral_estimate_for_variance() (in module pymcmcstat.chain.ChainStatistics) SumOfSquares (class in pymcmcstat.procedures.SumOfSquares)

U

unpack_covariance_settings() (in module pymcmcstat.samplers.Adaptation) unpack_mcmc_set() (in module pymcmcstat.ParallelMCMC) unpack_set() (pymcmcstat.samplers.Metropolis.Metropolis class method) unpack_simulation_options() (in module pymcmcstat.samplers.Adaptation) update_cov_from_covchain() (in module pymcmcstat.samplers.Adaptation)

update_cov_via_ram() (in module pymcmcstat.samplers.Adaptation) update_covariance_mean_sum() (in module pymcmcstat.samplers.Adaptation) update_delayed_rejection() (in module pymcmcstat.samplers.Adaptation) update_error_variance() (pymcmcstat.procedures.ErrorVarianceEstimator.ErrorVarianceEstimator method) update_set_based_on_acceptance() (in module pymcmcstat.samplers.DelayedRejection)