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HybridMC(Double, DensityLnDouble, Int32, Double, Int32, Double, Random, HybridMCGenericDoubleDiffMethod) 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 deviations given by pSdv. This constructor will set the burn interval, the method used for numerical differentiation and the random number generator.

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,
	Random randomSource,
	HybridMCGenericTDiffMethod diff
)

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.
diff  HybridMCGenericTDiffMethod
The method used for numerical differentiation.
Exceptions
ExceptionCondition
ArgumentOutOfRangeExceptionWhen the number of burnInterval iteration is negative.
ArgumentOutOfRangeExceptionWhen the length of pSdv is not the same as x0.
See Also