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HybridMCGenericT Constructor

Constructs a new Hybrid Monte Carlo sampler.

Namespace: Altaxo.Calc.Statistics.Mcmc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
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protected HybridMCGeneric(
	T x0,
	DensityLn<T> pdfLnP,
	int frogLeapSteps,
	double stepSize,
	int burnInterval,
	Random randomSource,
	HybridMCGenericTDiffMethod diff
)

Parameters

x0  T
The initial sample.
pdfLnP  DensityLnT
The log density of the distribution we want to sample from.
frogLeapSteps  Int32
Number frog leap simulation steps.
stepSize  Double
Size of the frog leap simulation steps.
burnInterval  Int32
The number of iterations in between returning samples.
randomSource  Random
Random number generator used for sampling the momentum.
diff  HybridMCGenericTDiffMethod
The method used for differentiation.
Exceptions
ExceptionCondition
ArgumentOutOfRangeExceptionWhen the number of burnInterval iteration is negative.
ArgumentNullExceptionWhen either x0, pdfLnP or diff is null.
See Also