internal McmcSim(
EstimationDesign estimationDesign,
Simulation simulation,
ISimData simData,
Arr <ChainState> chainStates
)
{
RequireNotNull(estimationDesign);
RequireNotNull(simulation);
RequireNotNull(simData);
RequireTrue(chainStates.IsEmpty || chainStates.Count == estimationDesign.Chains);
_estimationDesign = estimationDesign;
_simulation = simulation;
_simData = simData;
ChainStates = chainStates;
_proposalLoopWaitInterval = _simData
.GetExecutionInterval(_simulation)
.Match(t => t.ms * 2, 200);
_updateBatchThreshold = 2 * estimationDesign.Chains;
_defaultInput = simulation.SimConfig.SimInput;
var parameters = _defaultInput.SimParameters;
_invariants = _estimationDesign.Priors
.Filter(mp => mp.Distribution.DistributionType == DistributionType.Invariant)
.Map(mp => parameters.GetParameter(mp.Name).With(mp.Distribution.Mean));
_targetParameters = _estimationDesign.Priors
.Filter(mp => mp.Distribution.DistributionType != DistributionType.Invariant)
.Map(mp => parameters.GetParameter(mp.Name));
}
internal static string GetDescription(this EstimationDesign estimationDesign) =>
GetDescription(
estimationDesign.Priors,
estimationDesign.Outputs,
estimationDesign.Iterations,
estimationDesign.BurnIn,
estimationDesign.Chains
);
internal static void UpdateEstimationDesign(EstimationDesign instance, string pathToEstimationDesignsDirectory, ISimEvidence evidence)
{
RequireDirectory(pathToEstimationDesignsDirectory);
var pathToEstimationDesignDirectory = GetPathToEstimationDesign(instance, pathToEstimationDesignsDirectory);
RequireDirectory(pathToEstimationDesignDirectory);
SaveDesign(
instance.CreatedOn,
instance.Priors,
instance.Outputs,
instance.Observations,
instance.Iterations,
instance.BurnIn,
instance.Chains,
instance.TargetAcceptRate,
instance.UseApproximation,
pathToEstimationDesignDirectory,
evidence
);
}
internal static string GetPathToEstimationDesign(EstimationDesign instance, string pathToEstimationDesignsDirectory) => GetPathToEstimationDesign(instance.CreatedOn, pathToEstimationDesignsDirectory);
