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HybridMC(Double, DensityLnDouble, Int32, Double, Int32, Double) Constructor

Constructs a new Hybrid Monte Carlo sampler for a multivariate probability distribution. The components of the momentum will be sampled from a normal distribution with standard deviation specified by pSdv using the default Random random number generator. A three point estimation will be used for differentiation. This constructor will set the burn interval.

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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public HybridMC(
	double[] x0,
	DensityLn<double[]> pdfLnP,
	int frogLeapSteps,
	double stepSize,
	int burnInterval,
	double[] pSdv
)

Parameters

x0  Double
The initial sample.
pdfLnP  DensityLnDouble
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.
pSdv  Double
The standard deviations of the normal distributions that are used to sample the components of the momentum.
Exceptions
ExceptionCondition
ArgumentOutOfRangeExceptionWhen the number of burnInterval iteration is negative.
See Also