Examples & Quickstart¶

After installing racecar and importing the package, we can build a new sampler object and then call the sample routine on it to sample from the target distribution. The internal state of the integrator is kept within the sampler object, and only the required points are returned.

Below we give a quick example sampling a one-dimensional distribution.

# Import racecar and numpy
import racecar as rc
import numpy as np

# Define the log likelihood function
def llh(x):
  return {
  'llh' : -( np.cos(2*x) + x**2/12 )
  }

# Create the sampler object and use Random Walk Metropolis
initial_condition = [0]
learning_rate = 0.5
S = rc.sampler(initial_condition, learning_rate, llh, algo="RWMetropolis")

# Sample some points, outputting arrays of position and log likelihood
Pos_traj, LLH_traj = S.sample(100000, output=['pos','llh'])

# Plot the results using matplotlib

Take a look at the examples page on Github for more.