Updated docs

docs/make.jl

@@ -7,7 +7,8 @@ makedocs(
     sitename = "MCMCTempering",
     format = Documenter.HTML(),
     modules = [MCMCTempering],
-    pages=["Home" => "index.md", "getting-started.md", "api.md"],
+    pages = ["Home" => "index.md", "getting-started.md", "api.md"],
+    warnonly = true
 )
 
 # Deply!

docs/src/api.md

@@ -70,6 +70,17 @@ MCMCTempering.swap_step
 
 ## Other samplers
 
+To make a sampler work with MCMCTempering.jl, the sampler needs to implement a few methods:
+
+```@docs
+MCMCTempering.getparams
+MCMCTempering.getlogprob
+MCMCTempering.getparams_and_logprob
+MCMCTempering.setparams_and_logprob!!
+```
+
+Other useful methods are:
+
 ```@docs
 MCMCTempering.saveall
 ```

docs/src/getting-started.md

@@ -74,13 +74,13 @@ Let's instead try to use a _tempered_ version of `RWMH`. _But_ before we do that
 
 To do that we need to implement two methods. First we need to tell MCMCTempering how to extract the parameters, and potentially the log-probabilities, from a `AdvancedMH.Transition`:
 
-```@docs
+```@docs; canonical=false
 MCMCTempering.getparams_and_logprob
 ```
 
 And similarly, we need a way to _update_ the parameters and the log-probabilities of a `AdvancedMH.Transition`:
 
-```@docs
+```@docs; canonical=false
 MCMCTempering.setparams_and_logprob!!
 ```
 
@@ -159,10 +159,7 @@ using AdvancedHMC: AdvancedHMC
 using ForwardDiff: ForwardDiff # for automatic differentation of the logdensity
 
 # Creation of the sampler.
-metric = AdvancedHMC.DiagEuclideanMetric(1)
-integrator = AdvancedHMC.Leapfrog(0.1)
-proposal = AdvancedHMC.StaticTrajectory(integrator, 8)
-sampler = AdvancedHMC.HMCSampler(proposal, metric)
+sampler = AdvancedHMC.HMC(0.1, 8)
 sampler_tempered = MCMCTempering.TemperedSampler(sampler, inverse_temperatures)
 
 # Sample!
@@ -172,6 +169,7 @@ chain = sample(
     target_model, sampler, num_iterations;
     chain_type=MCMCChains.Chains,
     param_names=["x"],
+    n_adapts=0,  # HACK: need this to make AdvancedHMC.jl happy :/
 )
 plot(chain, size=figsize)
 ```
@@ -205,7 +203,8 @@ chain_tempered_all = sample(
     StableRNG(42),
     target_model, sampler_tempered, num_iterations;
     chain_type=Vector{MCMCChains.Chains},
-    param_names=["x"]
+    param_names=["x"],
+    n_adapts=0,  # HACK: need this to make AdvancedHMC.jl happy :/
 );
 ```
 
@@ -289,7 +288,8 @@ chain_tempered_all = sample(
     StableRNG(42),
     target_model, sampler_tempered, num_iterations;
     chain_type=Vector{MCMCChains.Chains},
-    param_names=["x"]
+    param_names=["x"],
+    n_adapts=0,  # HACK: need this to make AdvancedHMC.jl happy :/
 );
 ```