utilities module

class surmise.utilities.sampler(logpost_func, draw_func, sampler='metropolis_hastings', **sampler_options)[source]

Bases: object

A class used to represent a sampler.

Tip

To use a new sampler, just drop a new file to the utilitiesmethods/ directory with the required formatting. The sampling methods under surmise can be returned within Python via: surmise.__utilitiesmethods__.

Parameters:

  • logpostfunc (function) – A function call describing the log of the posterior distribution.

  • draw_func (function) – A function returning a random sample from a prior distribution.

  • sampler (str, optional) – A string indicating the sampling method to be used. It points to the script located in utilitiesmethods/. The default is ‘metropolis_hastings’.

  • sampler_options (dict, optional) – Dictionary containing options to be passed to the sampler. The default is {}.

draw_samples(sampler)[source]

Calls “utilitiesmethods.[method].sampler” where [method] is the user option.

sampler_info is a dictionary keeping the outputs from the sampler. sampler_info[‘theta’] is required and keeps the posterior draws to be used in the calibration. If additional outputs from a sampler are needed to be passed to the calibrator, those can also be kept in sampler_info.

Parameters:

sampler_method (str) – Name of the sampler.

Return type:

None.