dist_reg_mcmc()#
- liesel.model.distreg.dist_reg_mcmc(model, seed, num_chains)[source]#
Configures an
EngineBuilder
for a distributional regression model.The EngineBuilder uses a Metropolis-in-Gibbs MCMC algorithm with an
IWLSKernel
for the regression coefficients and aGibbsKernel
for the smoothing parameters for a distributional regression model.- Parameters:
model (
Model
) – A model built with aDistRegBuilder
.seed (
int
) – The PRNG seed for the engine builder.num_chains (
int
) – The number of chains to be sampled.
- Return type: