mcmc_sample

mcmc_sample(
    data,
    distribution='Normal',
    sampler='RWMH',
    iterations=None,
    warmup=None,
    chains=None,
    thinning=None,
    seed=12345,
    initialize='MAP',
)

Sample the posterior of a distribution’s parameters by MCMC.

Fits distribution to data with uniform priors spanning the family’s parameter constraints (exactly the C# GetParameterConstraints bounds) and returns the full sampler output: per-chain draws, acceptance rates, the MAP estimate, posterior summaries, and Gelman-Rubin / effective sample size diagnostics.

Runs the ported serial chain driver with the C# default seed, so a seeded run reproduces the C# sampler stream bit-for-bit (and matches corehydror exactly).

Parameters

Name	Type	Description	Default
data	array-like of float	Observations.	required
distribution	str	Distribution family name; see :func:corehydropy.distribution_names.	'Normal'
sampler	('RWMH', 'ARWMH', 'DEMCz', 'DEMCzs', 'HMC', 'NUTS', 'SNIS')	The MCMC sampler.	"RWMH"
iterations	int	Iterations per chain (sampler default if omitted).	None
warmup	int	Warm-up iterations discarded from each chain (sampler default if omitted).	None
chains	int	Number of chains (sampler default if omitted).	None
thinning	int	Thinning interval (sampler default if omitted).	None
seed	int	PRNG seed; 12345 is the C# default.	12345
initialize	('MAP', 'Randomize')	Chain initialization: from the MAP estimate (the C# default) or randomized draws from the priors.	"MAP"

Returns

Name	Type	Description
	dict	Keys parameters (parameter names), chains (list of (n_draws, n_params) arrays, one per chain), acceptance_rates, map (parameter values at the posterior mode), map_fitness, posterior_mean, posterior_sd, posterior_median, posterior_lower_ci, posterior_upper_ci, rhat, and ess (all per-parameter arrays).