| | Name | Description |
|---|
 | HybridMC(Double[], DensityLn<Double[]>, Int32, Double, Int32) |
Constructs a new Hybrid Monte Carlo sampler for a multivariate probability distribution.
The components of the momentum will be sampled from a normal distribution with standard deviation
1 using the default Random random
number generator. A three point estimation will be used for differentiation.
This constructor will set the burn interval.
|
| HybridMC(Double[], DensityLn<Double[]>, Int32, Double, Int32, Double[]) |
Constructs a new Hybrid Monte Carlo sampler for a multivariate probability distribution.
The components of 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.
|
| HybridMC(Double[], DensityLn<Double[]>, Int32, Double, Int32, Double[], Random) |
Constructs a new Hybrid Monte Carlo sampler for a multivariate probability distribution.
The components of the momentum will be sampled from a normal distribution with standard deviation
specified by pSdv using the a random number generator provided by the user.
A three point estimation will be used for differentiation.
This constructor will set the burn interval.
|
| HybridMC(Double[], DensityLn<Double[]>, Int32, Double, Int32, Double[], Random, HybridMCGeneric<Double[]>.DiffMethod) |
Constructs a new Hybrid Monte Carlo sampler for a multivariate probability distribution.
The components of the momentum will be sampled from a normal distribution with standard deviations
given by pSdv. This constructor will set the burn interval, the method used for
numerical differentiation and the random number generator.
|
Overload List