public class GaussianProposalFunction extends ProposalFunction
Function.EvaluationException| Constructor and Description |
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GaussianProposalFunction(double[] sigma,
RandomLongGenerator uniform)
Constructs a Gaussian proposal function.
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GaussianProposalFunction(double sigma,
int size,
RandomLongGenerator uniform)
Constructs a Gaussian proposal function.
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GaussianProposalFunction(Matrix scale,
RandomLongGenerator uniform)
Constructs a Gaussian proposal function.
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| Modifier and Type | Method and Description |
|---|---|
Vector |
evaluate(Vector x)
Evaluate the function f at x, where x is from the domain.
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dimensionOfDomain, dimensionOfRangepublic GaussianProposalFunction(Matrix scale, RandomLongGenerator uniform)
scale - the scale matrix by which to multiply the standard Normal vectoruniform - a RandomLongGeneratorpublic GaussianProposalFunction(double[] sigma,
RandomLongGenerator uniform)
sigma - the standard deviations of the individual variablesuniform - a RandomLongGeneratorpublic GaussianProposalFunction(double sigma,
int size,
RandomLongGenerator uniform)
sigma - the standard deviationsize - the size of proposalsuniform - a RandomLongGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.