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

Constructs a new Hybrid Monte Carlo sampler for a multivariate probability distribution. The momentum will be sampled from a normal distribution with standard deviation given by pSdv using a random number generator provided by the user. This constructor will set both the burn interval and the method used for numerical differentiation.

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,
	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 deviation of the normal distribution that is used to sample 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.
See Also