RejectionSamplerT Constructor

Constructs a new rejection 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

public RejectionSampler(
	Density<T> pdfP,
	Density<T> pdfQ,
	GlobalProposalSampler<T> proposal
)

pdfP DensityT: The density of the distribution we want to sample from.
pdfQ DensityT: The density of the proposal distribution.
proposal GlobalProposalSamplerT: A method that samples from the proposal distribution.