Merge pull request #17 from devmotion/compat

Update to AbstractMCMC 0.4

Author: cpfiffer

Project.toml

@@ -9,7 +9,7 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Requires = "ae029012-a4dd-5104-9daa-d747884805df"
 
 [compat]
-AbstractMCMC = "0.3"
+AbstractMCMC = "0.4"
 Distributions = "0.20, 0.21, 0.22, 0.23"
 Requires = "1.0"
 julia = "1"

src/AdvancedMH.jl

@@ -1,20 +1,21 @@
 module AdvancedMH
 
 # Import the relevant libraries.
-using AbstractMCMC
-using Random
-using Requires
+import AbstractMCMC
 using Distributions
+using Requires
 
-# Import specific functions and types to use or overload.
-import AbstractMCMC: step!, AbstractSampler, AbstractTransition, 
-    transition_type, bundle_samples
+using Random
 
 # Exports
-export MetropolisHastings, DensityModel, sample, psample, RWMH, StaticMH, Proposal, Static, RandomWalk
+export MetropolisHastings, DensityModel, RWMH, StaticMH, Proposal, Static, RandomWalk
+
+# Reexports
+using AbstractMCMC: sample, psample
+export sample, psample
 
 # Abstract type for MH-style samplers.
-abstract type Metropolis <: AbstractSampler end
+abstract type Metropolis <: AbstractMCMC.AbstractSampler end
 abstract type ProposalStyle end
 
 struct RandomWalk <: ProposalStyle end
@@ -34,47 +35,44 @@ l
 DensityModel
 ```
 """
-struct DensityModel{F<:Function} <: AbstractModel
+struct DensityModel{F<:Function} <: AbstractMCMC.AbstractModel
     logdensity :: F
 end
 
 # Create a very basic Transition type, only stores the 
 # parameter draws and the log probability of the draw.
-struct Transition{T<:Union{Vector, Real, NamedTuple}, L<:Real} <: AbstractTransition
+struct Transition{T<:Union{Vector, Real, NamedTuple}, L<:Real}
     params :: T
     lp :: L
 end
 
 # Store the new draw and its log density.
-Transition(model::M, params::T) where {M<:DensityModel, T} = Transition(params, logdensity(model, params))
-
-# Tell the interface what transition type we would like to use.
-transition_type(model::DensityModel, spl::Metropolis) = typeof(Transition(spl.init_params, logdensity(model, spl.init_params)))
+Transition(model::DensityModel, params) = Transition(params, logdensity(model, params))
 
 # Calculate the density of the model given some parameterization.
 logdensity(model::DensityModel, params) = model.logdensity(params)
 logdensity(model::DensityModel, t::Transition) = t.lp
 
 # A basic chains constructor that works with the Transition struct we defined.
-function bundle_samples(
+function AbstractMCMC.bundle_samples(
     rng::AbstractRNG, 
     model::DensityModel, 
     s::Metropolis, 
     N::Integer,
-    ts::Vector{<:AbstractTransition},
+    ts::Vector,
     chain_type::Type{Any}; 
     param_names=missing,
     kwargs...
 )
     return ts
 end
 
-function bundle_samples(
+function AbstractMCMC.bundle_samples(
     rng::AbstractRNG, 
     model::DensityModel, 
     s::Metropolis, 
     N::Integer, 
-    ts::Vector{<:AbstractTransition},
+    ts::Vector,
     chain_type::Type{Vector{NamedTuple}}; 
     param_names=missing,
     kwargs...

src/mcmcchains-connect.jl

@@ -1,12 +1,12 @@
 import .MCMCChains: Chains
 
 # A basic chains constructor that works with the Transition struct we defined.
-function bundle_samples(
+function AbstractMCMC.bundle_samples(
     rng::AbstractRNG, 
     model::DensityModel, 
     s::Metropolis, 
     N::Integer, 
-    ts::Vector{<:AbstractTransition},
+    ts::Vector,
     chain_type::Type{Chains}; 
     param_names=missing,
     kwargs...

src/mh-core.jl

@@ -161,11 +161,12 @@ end
 # Define the first step! function, which is called at the 
 # beginning of sampling. Return the initial parameter used
 # to define the sampler.
-function step!(
+function AbstractMCMC.step!(
     rng::AbstractRNG,
     model::DensityModel,
     spl::MetropolisHastings,
-    N::Integer;
+    N::Integer,
+    ::Nothing;
     init_params=nothing,
     kwargs...
 )
@@ -179,7 +180,7 @@ end
 # Define the other step functions. Returns a Transition containing
 # either a new proposal (if accepted) or the previous proposal 
 # (if not accepted).
-function step!(
+function AbstractMCMC.step!(
     rng::AbstractRNG,
     model::DensityModel,
     spl::MetropolisHastings,

src/structarray-connect.jl

@@ -1,17 +1,19 @@
 import .StructArrays: StructArray
 
 # A basic chains constructor that works with the Transition struct we defined.
-function bundle_samples(
+function AbstractMCMC.bundle_samples(
     rng::AbstractRNG, 
     model::DensityModel, 
     s::Metropolis, 
     N::Integer, 
-    ts::Vector{<:AbstractTransition},
+    ts::Vector,
     chain_type::Type{StructArray}; 
     param_names=missing,
     kwargs...
 )
-    return StructArray(bundle_samples(rng, model, s, N, ts, Vector{NamedTuple}; param_names=param_names, kwargs...))
+    samples = AbstractMCMC.bundle_samples(rng, model, s, N, ts, Vector{NamedTuple};
+                                          param_names=param_names, kwargs...)
+    return StructArray(samples)
 end
 
 AbstractMCMC.chainscat(c::StructArray, cs::StructArray...) = vcat(c, cs...)