def sample(self, initial_pos, num_samples, trajectory_length, stepsize=None, return_type='dataframe'):
        """
        Method to return samples using Hamiltonian Monte Carlo

        Parameters
        ----------
        initial_pos: A 1d array like object
            Vector representing values of parameter position, the starting
            state in markov chain.

        num_samples: int
            Number of samples to be generated

        trajectory_length: int or float
            Target trajectory length, stepsize * number of steps(L),
            where L is the number of steps taken per HMC iteration,
            and stepsize is step size for splitting time method.

        stepsize: float , defaults to None
            The stepsize for proposing new values of position and momentum in simulate_dynamics
            If None, then will be choosen suitably

        return_type: string (dataframe | recarray)
            Return type for samples, either of 'dataframe' or 'recarray'.
            Defaults to 'dataframe'

        Returns
        -------
        sampled: A pandas.DataFrame or a numpy.recarray object depending upon return_type argument

        Examples
        --------
        >>> from pgmpy.sampling import HamiltonianMC as HMC, GradLogPDFGaussian, ModifiedEuler
        >>> from pgmpy.factors.continuous import GaussianDistribution as JGD
        >>> import numpy as np
        >>> mean = np.array([1, -1])
        >>> covariance = np.array([[1, 0.2], [0.2, 1]])
        >>> model = JGD(['x', 'y'], mean, covariance)
        >>> sampler = HMC(model=model, grad_log_pdf=GradLogPDFGaussian, simulate_dynamics=ModifiedEuler)
        >>> samples = sampler.sample(np.array([1, 1]), num_samples = 5,
        ...                          trajectory_length=6, stepsize=0.25, return_type='dataframe')
        >>> samples
                       x              y
        0   1.000000e+00   1.000000e+00
        1   1.592133e+00   1.152911e+00
        2   1.608700e+00   1.315349e+00
        3   1.608700e+00   1.315349e+00
        4   6.843856e-01   6.237043e-01
        >>> mean = np.array([4, 1, -1])
        >>> covariance = np.array([[1, 0.7 , 0.8], [0.7, 1, 0.2], [0.8, 0.2, 1]])
        >>> model = JGD(['x', 'y', 'z'], mean, covariance)
        >>> sampler = HMC(model=model, grad_log_pdf=GLPG)
        >>> samples = sampler.sample(np.array([1, 1]), num_samples = 10000,
        ...                          trajectory_length=6, stepsize=0.25, return_type='dataframe')
        >>> np.cov(samples.values.T)
        array([[ 1.00795398,  0.71384233,  0.79802097],
               [ 0.71384233,  1.00633524,  0.21313767],
               [ 0.79802097,  0.21313767,  0.98519017]])
        """

        self.accepted_proposals = 1.0
        initial_pos = _check_1d_array_object(initial_pos, 'initial_pos')
        _check_length_equal(initial_pos, self.model.variables, 'initial_pos', 'model.variables')

        if stepsize is None:
            stepsize = self._find_reasonable_stepsize(initial_pos)

        types = [(var_name, 'float') for var_name in self.model.variables]
        samples = np.zeros(num_samples, dtype=types).view(np.recarray)

        # Assigning after converting into tuple because value was being changed after assignment
        # Reason for this is unknown
        samples[0] = tuple(initial_pos)
        position_m = initial_pos

        lsteps = int(max(1, round(trajectory_length / stepsize, 0)))
        for i in range(1, num_samples):

            # Genrating sample
            position_m, _ = self._sample(position_m, trajectory_length, stepsize, lsteps)
            samples[i] = tuple(position_m)

        self.acceptance_rate = self.accepted_proposals / num_samples

        return _return_samples(return_type, samples)
def sample ( self , initial_pos , num_samples , trajectory_length , stepsize = None , return_type = 'dataframe' ) : self . accepted_proposals = 1.0 initial_pos = _check_1d_array_object ( initial_pos , 'initial_pos' ) _check_length_equal ( initial_pos , self . model . variables , 'initial_pos' , 'model.variables' ) if stepsize is None : stepsize = self . _find_reasonable_stepsize ( initial_pos ) types = [ ( var_name , 'float' ) for var_name in self . model . variables ] samples = np . zeros ( num_samples , dtype = types ) . view ( np . recarray ) samples [ 0 ] = tuple ( initial_pos ) position_m = initial_pos lsteps = int ( max ( 1 , round ( trajectory_length / stepsize , 0 ) ) ) for i in range ( 1 , num_samples ) : position_m , _ = self . _sample ( position_m , trajectory_length , stepsize , lsteps ) samples [ i ] = tuple ( position_m ) self . acceptance_rate = self . accepted_proposals / num_samples return _return_samples ( return_type , samples )
Method to return samples using Hamiltonian Monte Carlo

        Parameters
        ----------
        initial_pos: A 1d array like object
            Vector representing values of parameter position, the starting
            state in markov chain.

        num_samples: int
            Number of samples to be generated

        trajectory_length: int or float
            Target trajectory length, stepsize * number of steps(L),
            where L is the number of steps taken per HMC iteration,
            and stepsize is step size for splitting time method.

        stepsize: float , defaults to None
            The stepsize for proposing new values of position and momentum in simulate_dynamics
            If None, then will be choosen suitably

        return_type: string (dataframe | recarray)
            Return type for samples, either of 'dataframe' or 'recarray'.
            Defaults to 'dataframe'

        Returns
        -------
        sampled: A pandas.DataFrame or a numpy.recarray object depending upon return_type argument

        Examples
        --------
        >>> from pgmpy.sampling import HamiltonianMC as HMC, GradLogPDFGaussian, ModifiedEuler
        >>> from pgmpy.factors.continuous import GaussianDistribution as JGD
        >>> import numpy as np
        >>> mean = np.array([1, -1])
        >>> covariance = np.array([[1, 0.2], [0.2, 1]])
        >>> model = JGD(['x', 'y'], mean, covariance)
        >>> sampler = HMC(model=model, grad_log_pdf=GradLogPDFGaussian, simulate_dynamics=ModifiedEuler)
        >>> samples = sampler.sample(np.array([1, 1]), num_samples = 5,
        ...                          trajectory_length=6, stepsize=0.25, return_type='dataframe')
        >>> samples
                       x              y
        0   1.000000e+00   1.000000e+00
        1   1.592133e+00   1.152911e+00
        2   1.608700e+00   1.315349e+00
        3   1.608700e+00   1.315349e+00
        4   6.843856e-01   6.237043e-01
        >>> mean = np.array([4, 1, -1])
        >>> covariance = np.array([[1, 0.7 , 0.8], [0.7, 1, 0.2], [0.8, 0.2, 1]])
        >>> model = JGD(['x', 'y', 'z'], mean, covariance)
        >>> sampler = HMC(model=model, grad_log_pdf=GLPG)
        >>> samples = sampler.sample(np.array([1, 1]), num_samples = 10000,
        ...                          trajectory_length=6, stepsize=0.25, return_type='dataframe')
        >>> np.cov(samples.values.T)
        array([[ 1.00795398,  0.71384233,  0.79802097],
               [ 0.71384233,  1.00633524,  0.21313767],
               [ 0.79802097,  0.21313767,  0.98519017]])