mcmc.js

function MCMC(s, k, a, wpplFn, options) {
  
  var options = _.defaults(
    _.clone(options),
    { samples: 100,
      kernel: MHKernel,
      lag: 0,
      burn: 0 });

  var log = function(s) {
    if (options.verbose) {
      console.log(s);
    }
  };  

  var acceptedCount = 0;
  var aggregator = (options.justSample || options.onlyMAP) ?
      new aggregation.MAPEstimator(options.justSample) :
      new aggregation.Histogram();    

  var initialize, run, finish;
  
  initialize = function(){
    return Initialize(s, run, a, wpplFn);
  };

  run = function(s, initialTrace) {
    var logAccepted = tapKernel(function(trace) { acceptedCount += trace.info.accepted; });
    var printCurrIter = makePrintCurrIteration(log);
    var collectSample = makeExtractValue(initialTrace, aggregator.add.bind(aggregator));
    var kernel = sequenceKernels(options.kernel, printCurrIter, logAccepted);
    var chain = sequenceKernels(
      repeatKernel(options.burn, kernel),
      repeatKernel(options.samples,
                   sequenceKernels(
                     repeatKernel(options.lag + 1, kernel),
                     collectSample)));
    return chain(finish, initialTrace);
  };  

  finish = function() {
    var iterations = options.samples * (options.lag + 1) + options.burn;
    log('Acceptance ratio: ' + acceptedCount / iterations);
    return k(s, aggregator.toERP());
  };

  return initialize();
}