HybridMC(Double, DensityLnDouble, Int32, Double, Int32, Double, Random) 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 a random number generator provided by the user.
A three point estimation will be used for differentiation.
This constructor will set the burn interval.
Namespace: Altaxo.Calc.Statistics.McmcAssembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax public HybridMC(
double[] x0,
DensityLn<double[]> pdfLnP,
int frogLeapSteps,
double stepSize,
int burnInterval,
double[] pSdv,
Random randomSource
)
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.
- randomSource Random
- Random number generator used for sampling the momentum.
Exceptions See Also