abstract type AbstractSampleGenerator

BAT-internal, not part of stable public API.

Abstract super type for sample generators.

BAT.AnySampleable = Union{...}

Union of all types that BAT can sample from:

• BAT.MeasureLike
• BAT.DensitySampleVector

BasicMvStatistics{T<:Real,W}

BAT-internal, not part of stable public API.

W must either be Weights (no bias correction) or one of AnalyticWeights, FrequencyWeights or ProbabilityWeights to specify the desired bias correction method.

abstract type BATMeasure <:AbstractMeasure

BAT-internal, not part of stable public API.

Subtypes must implement DensityInterface.logdensityof and ValueShapes.varshape.

BATPushFwdMeasure

BAT-internal, not part of stable public API.

BATPwrMeasure

BAT-internal, not part of stable public API.

struct BATWeightedMeasure <: BATMeasure

BAT-internal, not part of stable public API.

struct CholeskyPartialWhitening <: WhiteningAlgorithm

BAT-internal, not part of stable public API.

Whitening transformation based on a Cholesky transformation of the empirical sample covariance matrix.

Only transforms dimensions (degrees of freedom) for which the marginalized distribution asymptotically approaches zero in the positive and negative direction.

Constructors:

• CholeskyPartialWhitening()

struct CholeskyWhitening <: WhiteningAlgorithm

BAT-internal, not part of stable public API.

Whitening transformation based on a Cholesky transformation of the empirical sample covariance matrix.

Constructors:

• CholeskyWhitening()

DensitySampleMeasure

BAT-internal, not part of stable public API.

struct BAT.ENSAutoProposal <: ENSProposal

Experimental feature, not part of stable public API.

Choose the proposal depending from the number of dimensions: ndims < 10: Proposals.Uniform, 10 ≤ ndims ≤ 20: Proposals.RWalk, ndims > 20: Proposals.Slice

abstract type ENSBound

Experimental feature, not part of stable public API.

Abstract type for the bounds of the sampling region used by EllipsoidalNestedSampling.

struct BAT.ENSEllipsoidBound <: ENSBound

Experimental feature, not part of stable public API.

Ellipsoid bound means that a n-dimensional ellipsoid limits the sampling volume.

struct BAT.ENSMultiEllipsoidBound <: ENSBound

Experimental feature, not part of stable public API.

Multi ellipsoid bound means that there are multiple elliposid in an optimal clustering are used to limit the sampling volume.

struct BAT.ENSNoBounds <: ENSBound

Experimental feature, not part of stable public API.

No bounds means that the whole volume from the unit Cube is used to find new points.

abstract type ENSProposal

Experimental feature, not part of stable public API.

Abstract type for the algorithms to propose new live points used used by EllipsoidalNestedSampling.

struct BAT.ENSRandomWalk <: ENSProposal

Experimental feature, not part of stable public API.

New live point is proposed by using a random walk away from an existing live point.

Constructors:

• ENSRandomWalk(; fields...)

Fields:

• ratio::Float64: Acceptance ratio for the random walk. Default: 0.5

• walks::Int64: Minimum number of random walk steps. Default: 25

• scale::Float64: Scale of the proposal distribution. Default: 1.0

struct BAT.ENSSlice <: ENSProposal

Experimental feature, not part of stable public API.

New live point is proposed by a serie of random slices from an existing live-point.

Constructors:

• ENSSlice(; fields...)

Fields:

• slices::Int64: Minimum number of slices Default: 5

• scale::Float64: Scale of the proposal distribution. Default: 1.0

struct BAT.ENSUniformly <: ENSProposal

Experimental feature, not part of stable public API.

Each point in the bounding volume has an uniform chance to be proposed as a new live point.

struct FullMeasureTransform <: TransformAlgorithm

BAT-internal, not part of stable public API.

Transform the density as a whole a given specified target space. Operations that use the gradient of the density will require to the log(abs(jacobian)) of the transformation to be auto-differentiable.

Constructors:

• FullMeasureTransform()

struct BAT.LFDensity{F}

BAT-internal, not part of stable public API.

Wraps a log-density function log_f.

BAT.LFDensityWithGrad{F,G} <: BATDensity

BAT-internal, not part of stable public API.

Constructors:

LFDensityWithGrad(logf, valgradlogf)

A density defined by a function that computes it's logarithmic value at given points, as well as a function that computes both the value and the gradient.

It must be safe to execute both functions in parallel on multiple threads and processes.

struct LogDVal{T<:Real}

LogDVal is deprecated and will be removed in future major or even minor BAT versions.

abstract type MCMCIterator end

BAT-internal, not part of stable public API.

Represents the current state of an MCMC chain.

To implement a new MCMC algorithm, subtypes of both MCMCAlgorithm and MCMCIterator are required.

The following methods must be defined for subtypes of MCMCIterator (e.g. SomeMCMCIter<:MCMCIterator):

BAT.getalgorithm(chain::SomeMCMCIter)::MCMCAlgorithm

BAT.mcmc_target(chain::SomeMCMCIter)::BATMeasure

BAT.get_context(chain::SomeMCMCIter)::BATContext

BAT.mcmc_info(chain::SomeMCMCIter)::MCMCIteratorInfo

BAT.nsteps(chain::SomeMCMCIter)::Int

BAT.nsamples(chain::SomeMCMCIter)::Int

BAT.current_sample(chain::SomeMCMCIter)::DensitySample

BAT.sample_type(chain::SomeMCMCIter)::Type{<:DensitySample}

BAT.samples_available(chain::SomeMCMCIter, nonzero_weights::Bool = false)::Bool

BAT.get_samples!(samples::DensitySampleVector, chain::SomeMCMCIter, nonzero_weights::Bool)::typeof(samples)

BAT.next_cycle!(chain::SomeMCMCIter)::SomeMCMCIter

BAT.mcmc_step!(
    chain::SomeMCMCIter
    callback::Function,
)::nothing

The following methods are implemented by default:

getalgorithm(chain::MCMCIterator)
mcmc_target(chain::MCMCIterator)
DensitySampleVector(chain::MCMCIterator)
mcmc_iterate!(chain::MCMCIterator, ...)
mcmc_iterate!(chains::AbstractVector{<:MCMCIterator}, ...)
isvalidchain(chain::MCMCIterator)
isviablechain(chain::MCMCIterator)

BAT.MCMCSampleGenerator

BAT-internal, not part of stable public API.

MCMC sample generator.

Constructors:

MCMCSampleGenerator(chain::AbstractVector{<:MCMCIterator})

BAT.MeasureLike = Union{...}

BAT-internal, not part of stable public API.

Union of all types that BAT will accept as a measures or convert to measures.

struct NoWhitening <: WhiteningAlgorithm

BAT-internal, not part of stable public API.

No-op whitening transformation, leaves samples unchanged.

Constructors:

• NoWhitening()

OnlineMvCov{T<:AbstractFloat,W} <: AbstractMatrix{T}

BAT-internal, not part of stable public API.

Implementation based on variance calculation Algorithms of Welford and West.

W must either be Weights (no bias correction) or one of AnalyticWeights, FrequencyWeights or ProbabilityWeights to specify the desired bias correction method.

OnlineMvMean{T<:AbstractFloat} <: AbstractVector{T}

BAT-internal, not part of stable public API.

Multivariate mean implemented via Kahan-Babuška-Neumaier summation.

OnlineUvMean{T<:AbstractFloat}

BAT-internal, not part of stable public API.

Univariate mean implemented via Kahan-Babuška-Neumaier summation.

OnlineUvVar{T<:AbstractFloat,W}

BAT-internal, not part of stable public API.

Implementation based on variance calculation Algorithms of Welford and West.

W must either be Weights (no bias correction) or one of AnalyticWeights, FrequencyWeights or ProbabilityWeights to specify the desired bias correction method.

struct SampleTransformation <: TransformAlgorithm

BAT-internal, not part of stable public API.

StandardMvNormal{T<:Real} <: Distributions.AbstractMvNormal

A standard n-dimensional multivariate normal distribution with it's mean at the origin and an identity covariance matrix.

Constructor:

    StandardMvNormal(n::Integer)
    StandardMvNormal{T<:Real}(n::Integer)

StandardMvUniform{T<:Real} <: Distributions.Distribution{Multivariate,Continuous}

A standard n-dimensional multivariate uniform distribution, from zero to one in each dimension.

Constructor:

    StandardMvUniform(n::Integer)
    StandardMvUniform{T<:Real}(n::Integer)

StandardUvNormal{T<:Real} <: Distributions.Distribution{Univariate,Continuous}

A standard normal distribution with a mean of zero and a variance of one.

Constructor:

    StandardUvNormal()
    StandardUvNormal{T<:Real}()

StandardUvUniform{T<:Real} <: Distributions.Distribution{Univariate,Continuous}

A standard uniform distribution between zero and one.

Constructor:

    StandardUvUniform()
    StandardUvUniform{T<:Real}()

struct StatisticalWhitening <: WhiteningAlgorithm

BAT-internal, not part of stable public API.

Whitening transformation based statistical whitening. CholeskyPartialWhitening

Constructors:

• StatisticalWhitening()

struct UnshapeTransformation <: TransformAlgorithm

BAT-internal, not part of stable public API.

abstract type WhiteningAlgorithm

BAT-internal, not part of stable public API.

Abstract type for sample whitening algorithms.

logvalof(r::NamedTuple{(...,:log,...)})::Real
logvalof(r::LogDVal)::Real

BAT-internal, not part of stable public API.

BAT.bat_report!(md::Markdown.MD, obj)

BAT-internal, not part of stable public API.

Add report on obj to md.

See bat_report.

fft_autocor(v::AbstractVector{<:Real})
fft_autocor(v::AbstractVectorOfSimilarVectors{<:Real})

BAT-internal, not part of stable public API.

Compute the autocorrelation function (ACF) of variate series v, separately for each degree of freedom.

Uses FFT, in contract to StatsBase.autocor.

fft_autocov(v::AbstractVector{<:Real})
fft_autocov(v::AbstractVectorOfSimilarVectors{<:Real})

BAT-internal, not part of stable public API.

Compute the autocovariance of of variate series v, separately for each degree of freedom.

Uses FFT, in contract to StatsBase.autocov.

argchoice_msg(f::Base.Callable, argname::Val, x)

BAT-internal, not part of stable public API.

Generates an information message regarding the choice of value x for argument argname of function f.

The value x will often be the result of bat_default.

bg_R_2sqr(stats::AbstractVector{<:MCMCBasicStats}; corrected::Bool = false)
bg_R_2sqr(samples::AbstractVector{<:DensitySampleVector}; corrected::Bool = false)

BAT-internal, not part of stable public API.

Brooks-Gelman R_2^2 for all DOF. If normality is assumed, 'corrected' should be set to true to account for the sampling variability.

checked_logdensityof(measure::AbstractMeasure, v::Any, T::Type{<:Real})

BAT-internal, not part of stable public API.

Evaluates the measure's log-density value via DensityInterface.logdensityof and performs additional checks.

Throws a BAT.EvalException on any of these conditions:

• The variate shape of measure (if known) does not match the shape of v.
• The return value of DensityInterface.logdensityof is NaN.
• The return value of DensityInterface.logdensityof is an equivalent of positive infinity.

drop_low_weight_samples(
    samples::DensitySampleVector,
    fraction::Real = 10^-4
)

BAT-internal, not part of stable public API.

Drop fraction of the total probability mass from samples to filter out the samples with the lowest weight.

find_marginalmodes(marg::MarginalDist)

BAT-internal, not part of stable public API.

Find the modes of a MarginalDist. Returns a vector of the bin-centers of the bin(s) with the heighest weight.

get_bin_centers(marg::MarginalDist)

BAT-internal, not part of stable public API.

Returns a vector of the bin-centers.

getlikelihood(posterior::AbstractPosteriorMeasure)::BATDenstiy

BAT-internal, not part of stable public API.

The likelihood density of posterior. The likelihood may or may not be normalized.

getprior(posterior::AbstractPosteriorMeasure)::BATMeasure

BAT-internal, not part of stable public API.

The prior density of posterior. The prior may or may not be normalized.

gr_Rsqr(stats::AbstractVector{<:MCMCBasicStats})
gr_Rsqr(samples::AbstractVector{<:DensitySampleVector})

BAT-internal, not part of stable public API.

Gelman-Rubin $$R^2$$ for all DOF.

BAT.is_log_zero(x::Real, T::Type = typeof(x)}

BAT-internal, not part of stable public API.

Check if x is an equivalent of log of zero, resp. negative infinity, in respect to type T.

issymmetric_around_origin(d::Distribution)

BAT-internal, not part of stable public API.

Returns true (resp. false) if the Distribution is symmetric (resp. non-symmetric) around the origin.

BAT.log_zero_density(T::Type{<:Real})

log-density value to assume for regions of implicit zero density, e.g. outside of variate/parameter bounds/support.

Returns an equivalent of negative infinity.

repetition_to_weights(v::AbstractVector)

BAT-internal, not part of stable public API.

Drop (subsequently) repeated samples by adding weights.

smallest_credible_intervals(
    X::AbstractVector{<:Real}, W::AbstractWeights = UnitWeights(...);
    nsigma_equivalent::Integer = 1
)

BAT-internal, not part of stable public API.

Find smalles credible intervals with nsigma_equivalent of 1, 2 or 3 (containing 68.27%, 90.00%, 95.45% or 99.73% of the total probability mass).

smallest_credible_intervals(smpl::DensitySampleVector{<:AbstractVector{<:Real}}; kwargs...)

@propagate_inbounds sum_first_dim(A::AbstractArray, j::Integer, ks::Integer...)

BAT-internal, not part of stable public API.

Calculate the equivalent of sum(A[:, j, ks...]).

@propagate_inbounds sum_first_dim(A::AbstractArray)

BAT-internal, not part of stable public API.

If A is a vector, return sum(A), else sum(A, 1)[:].

supports_rand(m)

BAT-internal, not part of stable public API.

Convert a measure-like object m supports rand.

BAT.trunc_logpdf_ratio(orig_dist::Distribution{TP}, trunc_dist::Distribution{TP})::AbstractFloat

BAT-internal, not part of stable public API.

Computes the log-ratio between the amplitude of the PDF of a truncated distribution and the original (untruncted) distribution, within the support of the truncated one.

The PDF of both distributions must have the same shape within the support of trunc_dist and may only differ in amplitude.

Mainly used to implement BAT.truncate_batmeasure, in conjunction with BAT.truncate_dist_hard.

BAT.truncate_dist_hard(dist::Distribution{Univariate}, bounds::Interval)::Distribution{Univariate}
BAT.truncate_dist_hard(dist::Distribution{Multivariate}, bounds::AbstractArray{<:Interval})::Distribution{Multivariate}

BAT-internal, not part of stable public API.

Generalized variant of Distributions.truncated - also handles multivariate distributions and operates on a best-effort basis: If distributions cannot be truncated, may return the original distribution.

Returns a NamedTuple

    (dist = trunc_dist, logweight = logweight)

with the truncated distribution and the log-PDF amplitude difference to the original (see BAT.trunc_logpdf_ratio).

Mainly used to implement BAT.truncate_batmeasure.

measure_support(measure::AbstractMeasure)

BAT-internal, not part of stable public API.

Get the parameter bounds of measure. May return a IntervalsSets.Domain or BAT.UnknownDomain