MetropolisHastingsSamplerT Constructor

Constructs a new Metropolis-Hastings sampler using the default Random random number generator. 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

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public MetropolisHastingsSampler(
	T x0,
	DensityLn<T> pdfLnP,
	TransitionKernelLn<T> krnlQ,
	LocalProposalSampler<T> proposal,
	int burnInterval = 0
)

Parameters

x0 T: The initial sample.
pdfLnP DensityLnT: The log density of the distribution we want to sample from.
krnlQ TransitionKernelLnT: The log transition probability for the proposal distribution.
proposal LocalProposalSamplerT: A method that samples from the proposal distribution.
burnInterval Int32 (Optional): The number of iterations in between returning samples.

Exceptions

Exception	Condition
ArgumentOutOfRangeException	When the number of burnInterval iteration is negative.

Reference

MetropolisHastingsSamplerT Class

Altaxo.Calc.Statistics.Mcmc Namespace