Package | Description |
---|---|
dev.nm.stat.random.rng.multivariate.mcmc.hybrid |
Modifier and Type | Class and Description |
---|---|
class |
HybridMCMC
This class implements a hybrid MCMC algorithm.
|
class |
MultipointHybridMCMC
A multi-point Hybrid Monte Carlo is an extension of HybridMCMC, where during the
proposal generation instead of considering only the last configuration after the dynamics
simulation, we pick a proposal from a window of the last M configurations.
|
Constructor and Description |
---|
ErgodicHybridMCMC(double a,
double b,
RandomLongGenerator uniform,
AbstractHybridMCMC hybridMCMC)
Constructs a new instance where dt is uniformly drawn from a given range.
|
ErgodicHybridMCMC(double dt0,
UnivariateRealFunction deltaT,
AbstractHybridMCMC hybridMCMC)
Constructs a new instance where dt is given as a function.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.