diff --git a/pymc/step_methods/metropolis.py b/pymc/step_methods/metropolis.py index 6c3f2b8a09..05b4097b8c 100644 --- a/pymc/step_methods/metropolis.py +++ b/pymc/step_methods/metropolis.py @@ -140,22 +140,25 @@ def __init__( Parameters ---------- - vars: list - List of value variables for sampler - S: standard deviation or covariance matrix - Some measure of variance to parameterize proposal distribution - proposal_dist: function + vars : list, optional + List of value variables for sampler. + S : array_like with shape (N,) or (N, N), optional + Scale parameter of normal distribution. + If `S` is one dimensional, it is the standard deviation of a normal distribution; + If `S` is two dimensional, it is the covariance matrix of a multivariate normal distribution. + proposal_dist : callable, optional Function that returns zero-mean deviates when parameterized with - S (and n). Defaults to normal. - scaling: scalar or array - Initial scale factor for proposal. Defaults to 1. - tune: bool + `S` (and n). If `S` is one dimensional, it defaults to a normal, with `S` as its standard deviation; + If `S` is two dimensional, it defaults to a multivariate normal with `S` as its covariance matrix. + scaling : scalar or array_like, default 1.0 + Initial scale factor for proposal. Defaults to 1.0. + tune : bool Flag for tuning. Defaults to True. - tune_interval: int + tune_interval : int The frequency of tuning. Defaults to 100 iterations. - model: PyMC Model + model : Model Optional model for sampling step. Defaults to None (taken from context). - mode: string or `Mode` instance. + mode : string or `Mode` instance. compilation mode passed to PyTensor functions """ @@ -443,15 +446,15 @@ class BinaryGibbsMetropolis(ArrayStep): Parameters ---------- - vars: list + vars : list List of value variables for sampler - order: list or 'random' + order : list or 'random' List of integers indicating the Gibbs update order e.g., [0, 2, 1, ...]. Default is random - transit_p: float + transit_p : float The diagonal of the transition kernel. A value > .5 gives anticorrelated proposals, which resulting in more efficient antithetical sampling. Default is 0.8 - model: PyMC Model + model : PyMC Model Optional model for sampling step. Defaults to None (taken from context). """