Cleaning up code in MH-MCMC

tailhq · Jan 6, 2017 · 5686482 · 5686482
1 parent 91fd052
commit 5686482
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Showing 2 changed files with 3 additions and 8 deletions.
diff --git a/.../scala-2.11/io/github/mandar2812/dynaml/probability/mcmc/AbstractMetropolisHastings.scala b/.../scala-2.11/io/github/mandar2812/dynaml/probability/mcmc/AbstractMetropolisHastings.scala
@@ -13,16 +13,11 @@ case class AbstractMetropolisHastings[T, Dist <: Density[T] with Rand[T]](
   implicit rand:RandBasis=Rand, f: Field[T]) extends
   BaseMetropolisHastings[T](logLikelihoodF, init, burnIn, dropCount)(rand) { self =>
 
-  def proposalDraw(x: T): T = f.plus(proposalStep.draw(),x)
-
-  //val likelihood = logLikelihood
+  override def proposalDraw(x: T): T = f.plus(proposalStep.draw(),x)
 
   val proposal = proposalStep
 
-
   def observe(x: T) = this.copy(logLikelihoodF, proposal, burnIn = 0L, init = x)
 
-  //override def likelihoodRatio(start: T, end: T): Double = math.exp(logLikelihoodFunc(end) - logLikelihoodFunc(start))
-
   override def logTransitionProbability(start: T, end: T) = 0.0
 }
diff --git a/scripts/probModels.sc b/scripts/probModels.sc
@@ -36,13 +36,13 @@ val gModel = new ContinuousMCMCModel(prior, likelihood, prop, 10000L)
 
 val posterior = gModel.posterior(data)
 
-val samples = (1 to 1000).map(_ => {posterior.sample()})
+val samples = (1 to 3000).map(_ => {posterior.sample()})
 
 histogram(data)
 title("Histogram of data")
 
 
-scatter(iidPrior(1000).sample())
+scatter(iidPrior(3000).sample())
 hold()
 scatter(samples)
 legend(List("Prior", "Posterior"))