Skip to content
Snippets Groups Projects
test_mh.jl 513 B
Newer Older

using Random, StatsBase, Distributions
using Graphs
using AbstractMCMC: MCMCSerial #, MCMCThreads, MCMCDistributed
using CairoMakie

using Test
using Revise
using MultilevelChainSampler

w = CyclicWalk()
s = MetropolisHastings(w)
f = LogDensity(x->-x^2/2)

c = sample(f, s, 1000)
#display(c)
x = vcat(states(c)... )
@test abs(mean(x)) < 0.1
@test abs(std(x) - 0.539560) < 0.1

c = sample(f, s, MCMCSerial(), 100, 5)
#display(c) 
x = hcat(states(c)...)
@test abs(mean(x)) < 0.1
@test abs(std(x) - 0.539560) < 0.1