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 |
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Vector |
evaluate(Vector x)
Evaluate the function f at x, where x is from the domain.
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dimensionOfDomain, dimensionOfRange
public 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.