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MetropolisSamplerT Constructor

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

Namespace: Altaxo.Calc.Statistics.Mcmc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public MetropolisSampler(
	T x0,
	DensityLn<T> pdfLnP,
	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.
proposal  LocalProposalSamplerT
A method that samples from the symmetric proposal distribution.
burnInterval  Int32  (Optional)
The number of iterations in between returning samples.
Exceptions
ExceptionCondition
ArgumentOutOfRangeExceptionWhen the number of burnInterval iteration is negative.
See Also