Update trace

Project.toml

@@ -1,7 +1,7 @@
 name = "Baytes"
 uuid = "72ddfcfc-6e9d-43df-829b-7aed7c549d4f"
 authors = ["Patrick Aschermayr <[email protected]>"]
-version = "0.1.9"
+version = "0.1.10"
 
 [deps]
 ArgCheck = "dce04be8-c92d-5529-be00-80e4d2c0e197"

src/sampling/inference.jl

@@ -1,4 +1,68 @@
 ################################################################################
+"""
+$(TYPEDEF)
+
+Contains arguments for trace to extract parameter. Used to construct a 'TraceTransform'.
+
+# Fields
+$(TYPEDFIELDS)
+"""
+struct TransformInfo
+    "Chain indices that are used for output diagnostics."
+    chains                  ::  Vector{Int64}
+    "Algorithm indices that are used for output diagnostics."
+    algorithms              ::  Vector{Int64}
+    "Number of burnin steps before output diagnostics are taken."
+    burnin                  ::  Int64
+    "Number of steps that are set between 2 consecutive samples."
+    thinning                ::  Int64
+    "Maximum number of iterations to be collected for each chain."
+    maxiterations           ::  Int64
+    "StepRange for indices of effective samples"
+    effective_iterations    ::  StepRange{Int64, Int64}
+    function TransformInfo(
+        chains::Vector{Int64},
+        algorithms::Vector{Int64},
+        burnin::Int64,
+        thinning::Int64,
+        maxiterations::Int64
+    ) where {
+        T<:Tagged,P
+    }
+        ArgCheck.@argcheck maxiterations >= burnin >= 0
+        ArgCheck.@argcheck thinning > 0
+        ArgCheck.@argcheck maxiterations > 0
+        #Assign indices for subsetting trace
+        effective_iterations = (burnin+1):thinning:maxiterations
+        return new(chains, algorithms, burnin, thinning, maxiterations, effective_iterations)
+    end
+end
+function TransformInfo(
+    chains::Vector{Int64},
+    algorithms::Vector{Int64},
+    effective_iterations::StepRange{Int64, Int64}
+)
+    burnin = effective_iterations.start-1
+    thinning = effective_iterations.step
+    iterations = effective_iterations.stop
+    return TransformInfo(
+        chains,
+        algorithms,
+        burnin,
+        thinning,
+        iterations
+)
+end
+
+################################################################################
+"""
+$(TYPEDEF)
+
+Contains arguments for trace to extract parameter from a 'Trace'.
+
+# Fields
+$(TYPEDFIELDS)
+"""
 struct TraceTransform{T<:Tagged, P}
     "Contains parameter where output information is printed."
     tagged                  ::  T
@@ -35,22 +99,28 @@ struct TraceTransform{T<:Tagged, P}
         return new{T,P}(tagged, paramnames, chains, algorithms, burnin, thinning, maxiterations, effective_iterations)
     end
 end
+
 function TraceTransform(
     trace::Trace,
     model::ModelWrapper,
-    tagged::Tagged = Tagged(model, trace.info.sampling.printedparam.printed)
+    tagged::Tagged = Tagged(model, trace.info.sampling.printedparam.printed),
+    info::TransformInfo = TransformInfo(
+        collect(Base.OneTo(trace.info.sampling.Nchains)),
+        collect(Base.OneTo(trace.info.sampling.Nalgorithms)),
+        trace.info.sampling.burnin,
+        trace.info.sampling.thinning,
+        trace.info.sampling.iterations
+    )
 )
+    @unpack chains, algorithms, burnin, thinning, maxiterations = info
     paramnames = ModelWrappers.paramnames(
         tagged.info.reconstruct.default, tagged.info.constraint, subset(model.val, tagged.parameter)
     )
+
     return TraceTransform(
         tagged,
         paramnames,
-        collect(Base.OneTo(trace.info.sampling.Nchains)),
-        collect(Base.OneTo(trace.info.sampling.Nalgorithms)),
-        trace.info.sampling.burnin,
-        trace.info.sampling.thinning,
-        trace.info.sampling.iterations
+        chains, algorithms, burnin, thinning, maxiterations
 )
 end
 
@@ -191,6 +261,7 @@ end
 ############################################################################################
 #export
 export
+    TransformInfo,
     TraceTransform,
     trace_to_3DArray,
     trace_to_posteriormean,