itertracer

itertracer enables easy tracing of an iterative process such as Gibbs sampling.

Installation

devtools::install_github("WetRobot/itertracer")

Example

This is a basic example which shows you how to solve a common problem:

library(itertracer)

## beta-binomial Gibbs sampling, multi-core

g <- itertracer(
  fixed = list(n = 20L),
  param_init = lapply(list(x = 10, theta = 0.5), as.array),
  step_funs = list(
    x = function(arg_list) {
      rbinom(
        n = 1,
        size = arg_list[["fixed"]][["n"]],
        prob = arg_list[["param_list"]][["theta"]]
      )
    },
    theta = function(arg_list) {
      rbeta(
        n = 1,
        shape1 = 2 + arg_list[["param_list"]][["x"]],
        shape2 = 4 + arg_list[["fixed"]][["n"]] - arg_list[["param_list"]][["x"]]
      )
    }
  ),
  n_chains = 1L,
  n_iter = 300,
  n_burn = 50L,
  n_skip = 4L,
  n_parallel = 1L
)