Updating version number and docs for new release

matt-graham · May 7, 2020 · 8021f55 · 8021f55
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diff --git a/README.md b/README.md
@@ -66,11 +66,6 @@ packages provide extra functionality and features
     wider range of types, including of Autograd generated functions. Both
     Autograd and multiprocess can be installed alongside Mici by running `pip
     install mici[autodiff]`.
-  * [RandomGen](https://github.com/bashtage/randomgen): if RandomGen is 
-    available the `randomgen.Xorshift1024` random number generator will be used 
-    when running multiple chains in parallel, with the `jump` method of the
-    object used to reproducibly generate independent substreams. RandomGen can
-    be installed alongside Mici by running `pip install mici[randomgen]`.
   * [ArviZ](https://arviz-devs.github.io/arviz/index.html#): if ArviZ is 
     available  outputs of a sampling run can be converted to an
     `arviz.InferenceData` container object using
@@ -162,12 +157,16 @@ symplectic integrators for Hamiltonian dynamics
 [`mici.samplers`](https://matt-graham.github.io/mici/docs/samplers.html) - MCMC
 samplers for peforming inference
 
-  * `StaticMetropolisHMC` - Static integration time Hamiltonian Monte Carlo 
+  * `StaticMetropolisHMC` - static integration time Hamiltonian Monte Carlo 
      with Metropolis accept step ([Duane et al., 1987](duane1987hybrid)),
-  * `RandomMetropolisHMC` - Random integration time Hamiltonian Monte Carlo
+  * `RandomMetropolisHMC` - random integration time Hamiltonian Monte Carlo
     with Metropolis accept step ([Mackenzie, 1989](#mackenzie1989improved)),
-  * `DynamicMultinomialHMC` - Dynamic integration time Hamiltonian Monte Carlo
-    with multinomial sampling from trajectory 
+  * `DynamicSliceHMC` - dynamic integration time Hamiltonian Monte Carlo
+    with slice sampling from trajectory, equivalent to the original 'NUTS' algorithm
+    ([Hoffman and Gelman, 2014](#hoffman2014nouturn)).
+  * `DynamicMultinomialHMC` - dynamic integration time Hamiltonian Monte Carlo
+    with multinomial sampling from trajectory, equivalent to the current default 
+    MCMC algorithm in [Stan](https://mc-stan.org/)
     ([Hoffman and Gelman, 2014](#hoffman2014nouturn); 
     [Betancourt, 2017](#betancourt2017conceptual)).
 

diff --git a/docs/docs/autodiff.html b/docs/docs/autodiff.html
@@ -3,7 +3,7 @@
 <head>
 <meta charset="utf-8">
 <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1" />
-<meta name="generator" content="pdoc 0.7.1" />
+<meta name="generator" content="pdoc 0.7.2.dev0+g1b644f6.d20200507" />
 <title>mici.autodiff API documentation</title>
 <meta name="description" content="Automatic differentation fallback for constructing derivative functions." />
 <link href='https://cdnjs.cloudflare.com/ajax/libs/normalize/8.0.0/normalize.min.css' rel='stylesheet'>
@@ -47,7 +47,7 @@ <h1 class="title">Package <code>mici.autodiff</code></h1>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autodiff.py#L0-L58" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autodiff.py#L0-L58" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">&#34;&#34;&#34;Automatic differentation fallback for constructing derivative functions.&#34;&#34;&#34;
 
@@ -148,7 +148,7 @@ <h2 id="returns">Returns</h2>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autodiff.py#L30-L59" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autodiff.py#L30-L59" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">def autodiff_fallback(diff_func, func, diff_op_name, name):
     &#34;&#34;&#34;Generate derivative function automatically if not provided.
@@ -190,7 +190,7 @@ <h2 id="returns">Returns</h2>
 </main>
 <footer id="footer">
 Copyright © 2019 Matt Graham
-<p>Generated by <a href="https://pdoc3.github.io/pdoc"><cite>pdoc</cite> 0.7.1</a>.</p>
+<p>Generated by <a href="https://pdoc3.github.io/pdoc"><cite>pdoc</cite> 0.7.2.dev0+g1b644f6.d20200507</a>.</p>
 </footer>
 <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/highlight.min.js"></script>
 <script>hljs.initHighlightingOnLoad(); hljs.configure({languages: ["python"]});</script>

diff --git a/docs/docs/autograd_wrapper.html b/docs/docs/autograd_wrapper.html
@@ -3,7 +3,7 @@
 <head>
 <meta charset="utf-8">
 <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1" />
-<meta name="generator" content="pdoc 0.7.1" />
+<meta name="generator" content="pdoc 0.7.2.dev0+g1b644f6.d20200507" />
 <title>mici.autograd_wrapper API documentation</title>
 <meta name="description" content="Additional autograd differential operators." />
 <link href='https://cdnjs.cloudflare.com/ajax/libs/normalize/8.0.0/normalize.min.css' rel='stylesheet'>
@@ -51,7 +51,7 @@ <h1 class="title">Package <code>mici.autograd_wrapper</code></h1>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autograd_wrapper.py#L0-L124" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autograd_wrapper.py#L0-L124" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">&#34;&#34;&#34;Additional autograd differential operators.&#34;&#34;&#34;
 
@@ -195,7 +195,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autograd_wrapper.py#L24-L33" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autograd_wrapper.py#L24-L33" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">@_wrapped_unary_to_nary
 def grad_and_value(fun, x):
@@ -220,7 +220,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autograd_wrapper.py#L36-L53" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autograd_wrapper.py#L36-L53" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">@_wrapped_unary_to_nary
 def jacobian_and_value(fun, x):
@@ -262,7 +262,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autograd_wrapper.py#L56-L78" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autograd_wrapper.py#L56-L78" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">@_wrapped_unary_to_nary
 def mhp_jacobian_and_value(fun, x):
@@ -300,7 +300,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autograd_wrapper.py#L81-L99" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autograd_wrapper.py#L81-L99" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">@_wrapped_unary_to_nary
 def hessian_grad_and_value(fun, x):
@@ -342,7 +342,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/autograd_wrapper.py#L102-L125" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/autograd_wrapper.py#L102-L125" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">@_wrapped_unary_to_nary
 def mtp_hessian_grad_and_value(fun, x):
@@ -378,7 +378,7 @@ <h2 class="section-title" id="header-functions">Functions</h2>
 </main>
 <footer id="footer">
 Copyright © 2019 Matt Graham
-<p>Generated by <a href="https://pdoc3.github.io/pdoc"><cite>pdoc</cite> 0.7.1</a>.</p>
+<p>Generated by <a href="https://pdoc3.github.io/pdoc"><cite>pdoc</cite> 0.7.2.dev0+g1b644f6.d20200507</a>.</p>
 </footer>
 <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/highlight.min.js"></script>
 <script>hljs.initHighlightingOnLoad(); hljs.configure({languages: ["python"]});</script>

diff --git a/docs/docs/errors.html b/docs/docs/errors.html
@@ -3,7 +3,7 @@
 <head>
 <meta charset="utf-8">
 <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1" />
-<meta name="generator" content="pdoc 0.7.1" />
+<meta name="generator" content="pdoc 0.7.2.dev0+g1b644f6.d20200507" />
 <title>mici.errors API documentation</title>
 <meta name="description" content="Exception types." />
 <link href='https://cdnjs.cloudflare.com/ajax/libs/normalize/8.0.0/normalize.min.css' rel='stylesheet'>
@@ -34,6 +34,9 @@
 <li><h3><a href="#header-classes">Classes</a></h3>
 <ul>
 <li>
+<h4><code><a title="mici.errors.Error" href="#mici.errors.Error">Error</a></code></h4>
+</li>
+<li>
 <h4><code><a title="mici.errors.IntegratorError" href="#mici.errors.IntegratorError">IntegratorError</a></code></h4>
 </li>
 <li>
@@ -42,6 +45,12 @@ <h4><code><a title="mici.errors.NonReversibleStepError" href="#mici.errors.NonRe
 <li>
 <h4><code><a title="mici.errors.ConvergenceError" href="#mici.errors.ConvergenceError">ConvergenceError</a></code></h4>
 </li>
+<li>
+<h4><code><a title="mici.errors.LinAlgError" href="#mici.errors.LinAlgError">LinAlgError</a></code></h4>
+</li>
+<li>
+<h4><code><a title="mici.errors.HamiltonianDivergenceError" href="#mici.errors.HamiltonianDivergenceError">HamiltonianDivergenceError</a></code></h4>
+</li>
 </ul>
 </li>
 </ul>
@@ -55,12 +64,16 @@ <h1 class="title">Package <code>mici.errors</code></h1>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/errors.py#L0-L12" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/errors.py#L0-L24" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">&#34;&#34;&#34;Exception types.&#34;&#34;&#34;
 
 
-class IntegratorError(RuntimeError):
+class Error(RuntimeError):
+    &#34;&#34;&#34;Base class for errors.&#34;&#34;&#34;
+
+
+class IntegratorError(Error):
     &#34;&#34;&#34;Error raised when integrator step fails.&#34;&#34;&#34;
 
 
@@ -69,7 +82,15 @@ <h1 class="title">Package <code>mici.errors</code></h1>
 
 
 class ConvergenceError(IntegratorError):
-    &#34;&#34;&#34;Error raised when solver fails to converge within allowed iterations.&#34;&#34;&#34;</code></pre>
+    &#34;&#34;&#34;Error raised when solver fails to converge within allowed iterations.&#34;&#34;&#34;
+
+
+class LinAlgError(Error):
+    &#34;&#34;&#34;Error raised when a matrix operation raises a linear algebra error.&#34;&#34;&#34;
+
+
+class HamiltonianDivergenceError(Error):
+    &#34;&#34;&#34;Error raised when integration of Hamiltonian dynamics diverges.&#34;&#34;&#34;</code></pre>
 </details>
 </section>
 <section>
@@ -81,6 +102,33 @@ <h1 class="title">Package <code>mici.errors</code></h1>
 <section>
 <h2 class="section-title" id="header-classes">Classes</h2>
 <dl>
+<dt id="mici.errors.Error"><code class="flex name class">
+<span>class <span class="ident">Error</span></span>
+<span>(</span><span>*args, **kwargs)</span>
+</code></dt>
+<dd>
+<section class="desc"><p>Base class for errors.</p></section>
+<details class="source">
+<summary>
+<span>Expand source code</span>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/errors.py#L4-L5" class="git-link">Browse git</a>
+</summary>
+<pre><code class="python">class Error(RuntimeError):
+    &#34;&#34;&#34;Base class for errors.&#34;&#34;&#34;</code></pre>
+</details>
+<h3>Ancestors</h3>
+<ul class="hlist">
+<li>builtins.RuntimeError</li>
+<li>builtins.Exception</li>
+<li>builtins.BaseException</li>
+</ul>
+<h3>Subclasses</h3>
+<ul class="hlist">
+<li><a title="mici.errors.IntegratorError" href="#mici.errors.IntegratorError">IntegratorError</a></li>
+<li><a title="mici.errors.LinAlgError" href="#mici.errors.LinAlgError">LinAlgError</a></li>
+<li><a title="mici.errors.HamiltonianDivergenceError" href="#mici.errors.HamiltonianDivergenceError">HamiltonianDivergenceError</a></li>
+</ul>
+</dd>
 <dt id="mici.errors.IntegratorError"><code class="flex name class">
 <span>class <span class="ident">IntegratorError</span></span>
 <span>(</span><span>*args, **kwargs)</span>
@@ -90,13 +138,14 @@ <h2 class="section-title" id="header-classes">Classes</h2>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/errors.py#L4-L5" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/errors.py#L8-L9" class="git-link">Browse git</a>
 </summary>
-<pre><code class="python">class IntegratorError(RuntimeError):
+<pre><code class="python">class IntegratorError(Error):
     &#34;&#34;&#34;Error raised when integrator step fails.&#34;&#34;&#34;</code></pre>
 </details>
 <h3>Ancestors</h3>
 <ul class="hlist">
+<li><a title="mici.errors.Error" href="#mici.errors.Error">Error</a></li>
 <li>builtins.RuntimeError</li>
 <li>builtins.Exception</li>
 <li>builtins.BaseException</li>
@@ -116,14 +165,15 @@ <h3>Subclasses</h3>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/errors.py#L8-L9" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/errors.py#L12-L13" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">class NonReversibleStepError(IntegratorError):
     &#34;&#34;&#34;Error raised when integrator step fails reversibility check.&#34;&#34;&#34;</code></pre>
 </details>
 <h3>Ancestors</h3>
 <ul class="hlist">
 <li><a title="mici.errors.IntegratorError" href="#mici.errors.IntegratorError">IntegratorError</a></li>
+<li><a title="mici.errors.Error" href="#mici.errors.Error">Error</a></li>
 <li>builtins.RuntimeError</li>
 <li>builtins.Exception</li>
 <li>builtins.BaseException</li>
@@ -138,14 +188,59 @@ <h3>Ancestors</h3>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/errors.py#L12-L13" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/errors.py#L16-L17" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python">class ConvergenceError(IntegratorError):
     &#34;&#34;&#34;Error raised when solver fails to converge within allowed iterations.&#34;&#34;&#34;</code></pre>
 </details>
 <h3>Ancestors</h3>
 <ul class="hlist">
 <li><a title="mici.errors.IntegratorError" href="#mici.errors.IntegratorError">IntegratorError</a></li>
+<li><a title="mici.errors.Error" href="#mici.errors.Error">Error</a></li>
+<li>builtins.RuntimeError</li>
+<li>builtins.Exception</li>
+<li>builtins.BaseException</li>
+</ul>
+</dd>
+<dt id="mici.errors.LinAlgError"><code class="flex name class">
+<span>class <span class="ident">LinAlgError</span></span>
+<span>(</span><span>*args, **kwargs)</span>
+</code></dt>
+<dd>
+<section class="desc"><p>Error raised when a matrix operation raises a linear algebra error.</p></section>
+<details class="source">
+<summary>
+<span>Expand source code</span>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/errors.py#L20-L21" class="git-link">Browse git</a>
+</summary>
+<pre><code class="python">class LinAlgError(Error):
+    &#34;&#34;&#34;Error raised when a matrix operation raises a linear algebra error.&#34;&#34;&#34;</code></pre>
+</details>
+<h3>Ancestors</h3>
+<ul class="hlist">
+<li><a title="mici.errors.Error" href="#mici.errors.Error">Error</a></li>
+<li>builtins.RuntimeError</li>
+<li>builtins.Exception</li>
+<li>builtins.BaseException</li>
+</ul>
+</dd>
+<dt id="mici.errors.HamiltonianDivergenceError"><code class="flex name class">
+<span>class <span class="ident">HamiltonianDivergenceError</span></span>
+<span>(</span><span>*args, **kwargs)</span>
+</code></dt>
+<dd>
+<section class="desc"><p>Error raised when integration of Hamiltonian dynamics diverges.</p></section>
+<details class="source">
+<summary>
+<span>Expand source code</span>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/errors.py#L24-L25" class="git-link">Browse git</a>
+</summary>
+<pre><code class="python">class HamiltonianDivergenceError(Error):
+    &#34;&#34;&#34;Error raised when integration of Hamiltonian dynamics diverges.&#34;&#34;&#34;</code></pre>
+</details>
+<h3>Ancestors</h3>
+<ul class="hlist">
+<li><a title="mici.errors.Error" href="#mici.errors.Error">Error</a></li>
 <li>builtins.RuntimeError</li>
 <li>builtins.Exception</li>
 <li>builtins.BaseException</li>
@@ -157,7 +252,7 @@ <h3>Ancestors</h3>
 </main>
 <footer id="footer">
 Copyright © 2019 Matt Graham
-<p>Generated by <a href="https://pdoc3.github.io/pdoc"><cite>pdoc</cite> 0.7.1</a>.</p>
+<p>Generated by <a href="https://pdoc3.github.io/pdoc"><cite>pdoc</cite> 0.7.2.dev0+g1b644f6.d20200507</a>.</p>
 </footer>
 <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/9.12.0/highlight.min.js"></script>
 <script>hljs.initHighlightingOnLoad(); hljs.configure({languages: ["python"]});</script>

diff --git a/docs/docs/index.html b/docs/docs/index.html
@@ -3,7 +3,7 @@
 <head>
 <meta charset="utf-8">
 <meta name="viewport" content="width=device-width, initial-scale=1, minimum-scale=1" />
-<meta name="generator" content="pdoc 0.7.1" />
+<meta name="generator" content="pdoc 0.7.2.dev0+g1b644f6.d20200507" />
 <title>mici API documentation</title>
 <meta name="description" content="MCMC samplers based on simulating Hamiltonian dynamics on a manifold." />
 <link href='https://cdnjs.cloudflare.com/ajax/libs/normalize/8.0.0/normalize.min.css' rel='stylesheet'>
@@ -53,7 +53,7 @@ <h1 class="title">Package <code>mici</code></h1>
 <details class="source">
 <summary>
 <span>Expand source code</span>
-<a href="https://github.com/matt-graham/mici/blob/02ffeebea97e67a5f32844d7f81a3262956f7580/mici/__init__.py#L0-L14" class="git-link">Browse git</a>
+<a href="https://github.com/matt-graham/mici/blob/be3c4cd91f60faf5182ee5704e8e9e61e5dc5b23/mici/__init__.py#L0-L14" class="git-link">Browse git</a>
 </summary>
 <pre><code class="python"># -*- coding: utf-8 -*-
 &#34;&#34;&#34; MCMC samplers based on simulating Hamiltonian dynamics on a manifold. &#34;&#34;&#34;
@@ -135,7 +135,7 @@ <h2 class="section-title" id="header-submodules">Modules</h2>
 </main>
 <footer id="footer">
 Copyright © 2019 Matt Graham
-<p>Generated by <a href="https://pdoc3.github.io/pdoc"><cite>pdoc</cite> 0.7.1</a>.</p>
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