Package | Description |
---|---|
dev.nm.stat.random.rng.multivariate.mcmc.metropolis | |
dev.nm.stat.random.rng.multivariate.mcmc.proposalfunction |
Constructor and Description |
---|
MetropolisHastings(RealScalarFunction logf,
ProposalFunction proposalFunction,
MetropolisHastings.ProposalDensityFunction proposalDensity,
Vector initialState,
RandomNumberGenerator rng)
Constructs a new instance with the given parameters.
|
Modifier and Type | Class and Description |
---|---|
class |
GaussianProposalFunction
A proposal generator where each perturbation is a random vector, where each element is drawn
from a standard Normal distribution, multiplied by a scale matrix.
|
class |
HybridMCMCProposalFunction |
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