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UnivariateHybridMC(Double, DensityLnDouble, Int32, Double, Int32, Double) Constructor

Constructs a new Hybrid Monte Carlo sampler for a univariate probability distribution. The momentum will be sampled from a normal distribution with standard deviation specified by pSdv using the default Random random number generator. A three point estimation will be used for differentiation. 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
C#
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public UnivariateHybridMC(
	double x0,
	DensityLn<double> pdfLnP,
	int frogLeapSteps,
	double stepSize,
	int burnInterval = 0,
	double pSdv = 1
)

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  (Optional)
The number of iterations in between returning samples.
pSdv  Double  (Optional)
The standard deviation of the normal distribution that is used to sample the momentum.
Exceptions
ExceptionCondition
ArgumentOutOfRangeExceptionWhen the number of burnInterval iteration is negative.
See Also