Interface MetropolisHastings.ProposalDensityFunction
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- Enclosing class:
- MetropolisHastings
public static interface MetropolisHastings.ProposalDensityFunction
Defines the density of a proposal function, i.e. a function that gives the unnormalized probability density of transitioning from one state to another.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
evaluate(Vector x, Vector y)
Evaluates the density at the given points.
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