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run a Monte Carlo Markov Chain
Syntax: chain [best] [burn <length>] [clear]
[dic] [filetype fits|ascii] [info]
[length <length>] [load <filename>] [proposal [<distr> <source>]
|[<user-defined>]] [rand on|off] [run [>]<filename>]
[stat <par num>] [temperature <value>] [type mh|gw]
[unload <range>] [walkers <value>]
If the proposal source is set to use the fit correlation matrix (the default),
you must perform a fit before running any chains.
When chains are loaded (and their parameters correspond to the currently
loaded model), they will be used by the various XSPEC commands that require
distributions of parameter values, such as eqwidth or flux
when calculating error estimations. The error command itself will
also use the loaded chains, determining the error range from a central
percentage of the sorted chain values. This is likely to be faster than
the error command's standard algorithm when not using chains.
- Finds the parameter and
statistic values for the point in the loaded chains with the best statistic value.
- burn <length>
- Specifies that the first <length> steps should be thrown away prior to storing the chain.
- Does a reset and removes all
chains from the list.
- Calculates the Deviance Information Criterion and
the effective number of parameters for the loaded chains.
- filetype fits|ascii
- Chooses the format of the output chain file. fits (the
default) writes the chain to a binary table in a FITS
file. ascii writes the chain to a simple text file. Either
format is readable when using the chain load command.
- Prints out information on the current chains.
- length <length>
- Sets the length for new chains.
- load <filename>
- Loads a chain
which has been run earlier, stored in file given by <filename>.
- proposal <distr> <source>
- Selects the proposal distribution and source of covariance
information to be used when running new chains. The default is
proposal gaussian fit. Currently implemented <distr>
options are: gaussian and cauchy. <source>
chain proposal with no other arguments will show a list of
all available proposal options. For an alternative to XSPEC's
<distr> <source> proposal options, the user may
instead want to provide their own custom randomization algorithm.
This can be done by writing their own C++ class(es) derived from an
XSPEC randomizer base class. The custom class is added at runtime
using the same initpackage or lmod command sequence
as for local models, and is specified by proposal
<name> where <name> is the unique name attribute the
user provides for their class. Please see
for more information on writing a custom randomizing class, and
initpackage for building and loading it.
- Covariance is taken from the currently loaded chains.
- diagonal <values>
- The values of a diagonal covariance matrix
are entered directly on the command line, separated by commas and/or spaces:
C_11 C_22 ... C_nn.
- Covariance is read in from a user-specified text file.
The file must contain the values of an NxN matrix where N is the current
number of freely varying parameters. The values of each matrix row should
be entered on one line with whitespace separation.
Since this matrix is always symmetrical, values above the
diagonal may be omitted. For example a 2x2 matrix could be entered as:
- Covariance is taken from the correlation information produced by the current fit.
- matrix <values>
- The lower half and diagonal
of a symmetrical square covariance matrix are entered directly on
the command line, separated by commas and/or spaces:
C_11 C_21 C_22 C_31 C_32 C_33 ... C_nn
- rand on|off
- Specifies whether the chain start point will be randomized, or taken from the current parameters.
- A deprecated option that performs the equivalent of proposal gaussian chain.
- rescale <range>
the covariance matrix used in the proposal distribution by the factor given.
- run [>] <filename>
- Runs a new chain written to the specified file, or append to an
already loaded file if the '>' character preceeds the
filename. The chain is written to the file as it runs so its
performance can be monitored by examining the file. For
high-chatter settings, additional information is printed to the
screen. A long run may be interrupted with Ctrl-C, in which case the
chain file will still exist but will not be automatically loaded.
If appending to a file, the current filetype setting must
match the format of the file or XSPEC will prevent it.
- stat [<modName>:]<parIdx>
- Writes out statistical information on a particular parameter of the
chain, specified by the parameter index number. If the parameter is
from a named model then it is indicated by
[<model name>:]<n>. If the parameter is from a
response model then use the format
[<source number>:]r<n>. The information displayed
- The mean of the parameter in each chain.
- If there are multiple chains, the parameter mean over all
chains and the variance between chain means.
- The variance over all the chains.
- If there are multiple chains the Rubin-Gelman convergence
- The Geweke convergence measure.
- If using Metropolis-Hastings, the fraction of repeats,
defined as the number of lines in the chain
file for which all parameter values are identical to the previous
line, divided by the number of lines in the file.
- temperature <value>
- Sets the temperature parameter used in the Metropolis-Hastings
algorithm for the proposal acceptance or rejection. The default
value is 1.0 and zero or negative values are forbidden. By using
the run append option, it is possible for different sections of the
chain file to use different temperatures. The temperatures and the
line numbers to which they apply are stored in the header of the
FITS format chain files, or in the metadata section at the top of
the ASCII text format files.
- type mh|gw
- Determines the
algorithm used to generate the chain. Choices are mh
(Metropolis-Hastings) or gw (Goodman-Weare, the default).
If using Goodman-Weare, must also set the walkers
parameter. Also note for Goodman-Weare that the calculation of
walkers sets may be sped up by adjusting the parallel
command's walkers option to perform the calculations over
multiple processes. The walkers are initialized in two different
ways depending on whether a fit has previously been run. If a fit
has been run and a covariance matrix is available then walkers are
initialized by drawing from a multi-Normal distribution whose
variance matrix is based on the covariance matrix. If a covariance
matrix is not available then parameters in each walker are
initialized by drawing from a uniform distribution centered on the
current fit parameters with width ten times that of the parameter
delta. Initial values for walkers can also be generated outside
xspec and then imported by writing them to a standard FITS chain
output file with number of rows equal to number of walkers. If a
chain is now run using the append option ( before the filename)
then the starting values for each walker will be taken from the file.
- unload <range>
- Removes the
chains specified by <range> from the list in xspec. Note
that this does NOT delete the chain files.
- walkers <value>
- Sets the
walkers parameter for the Goodman-Weare chain algorithm
(see chain type). This must be an even integer, and both the
chain length and burn length should be divisible by it (XSPEC will
adjust the lengths to make them so if necessary).
All loaded chains must contain the same fit parameters. xspec will prevent
the loading of a chain with a different number of parameters from the
currently loaded chains.
XSPEC12>chain length 100
//Sets length of chains produced by the run command to 100.
XSPEC12>chain run chain_file1.out
//Runs a chain based on current valid fit parameters, output to
XSPEC12>chain run >chain_file1.out
//Appends another run of length 100 to the end of chain_file1.out
XSPEC12>chain load chain_old.out
//Loads a pre-existing chain file, the result of an earlier run
//command. Warning is issued if not the same length as
XSPEC12>chain stat 3
//Prints statistical information on the 3rd parameter of the chain.
XSPEC12>chain proposal gaussian myfile.txt
//New chain proposals will be a normal distribution using
//covariance values stored in myfile.txt rather than fit
XSPEC12>chain prop gauss diag .1 .001 .0001
// New chain proposals will be a normal distribution using a 3x3
// diagonal covariance matrix with the values from the
// command line.
XSPEC12>chain temperature .8
// Sets the Metropolis-Hastings temperature value to .8 for
// future chain runs, replacing the default 1.0.
//Removes the 2 loaded chains from xspec's chain list.
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