"""
The Rosenbrock banana function

Demonstration that sampling works even when the density is unstable.
"""

from dream import *
from pylab import *
from numpy.random import lognormal


def rosen(x):
    x = asarray(x)
    s = sum(100.0 * (x[1:] - x[:-1] ** 2) ** 2 + (1 - x[:-1]) ** 2)
    return -lognormal(s, sqrt(s))  # Poisson style: variance = # counts


n = 3
sampler = Dream(
    model=LogDensity(rosen),
    population=randn(20, n, n),
    thinning=1,
    burn=20000,
    draws=20000,
)

mc = sampler.sample()
# plot_corr(mc); show()
mc.show()