Class GaussianProposalFunction

    • Constructor Detail

      • GaussianProposalFunction

        public GaussianProposalFunction​(Matrix scale,
                                        RandomLongGenerator uniform)
        Constructs a Gaussian proposal function.
        Parameters:
        scale - the scale matrix by which to multiply the standard Normal vector
        uniform - a RandomLongGenerator
      • GaussianProposalFunction

        public GaussianProposalFunction​(double[] sigma,
                                        RandomLongGenerator uniform)
        Constructs a Gaussian proposal function. The scale matrix is a diagonal matrix, where the elements along the diagonal correspond to the given vector.
        Parameters:
        sigma - the standard deviations of the individual variables
        uniform - a RandomLongGenerator
      • GaussianProposalFunction

        public GaussianProposalFunction​(double sigma,
                                        int size,
                                        RandomLongGenerator uniform)
        Constructs a Gaussian proposal function. The scale matrix is the identity matrix multiplied by the given constant, sigma, the standard deviation. The components have no covariance.
        Parameters:
        sigma - the standard deviation
        size - the size of proposals
        uniform - a RandomLongGenerator
    • Method Detail

      • evaluate

        public Vector evaluate​(Vector x)
        Description copied from interface: Function
        Evaluate the function f at x, where x is from the domain.
        Parameters:
        x - x
        Returns:
        f(x)