Package dev.nm.stat.random.rng.multivariate.mcmc.metropolis
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Interface Summary Interface Description MetropolisHastings.ProposalDensityFunction Defines the density of a proposal function, i.e. -
Class Summary Class Description AbstractMetropolis The Metropolis algorithm is a Markov Chain Monte Carlo algorithm, which requires only a function f proportional to the PDF from which we wish to sample.Metropolis This basic Metropolis implementation assumes using symmetric proposal function.MetropolisHastings A generalization of the Metropolis algorithm, which allows asymmetric proposal functions.MetropolisUtils Utility functions for Metropolis algorithms.RobustAdaptiveMetropolis A variation of Metropolis, that uses the estimated covariance of the target distribution in the proposal distribution, based on a paper by Vihola (2011).