| | Name | Description |
|---|
 | UnivariateHybridMC(Double, DensityLn<Double>, Int32, Double, Int32, Double) |
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.
|
| UnivariateHybridMC(Double, DensityLn<Double>, Int32, Double, Int32, Double, Random) |
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 a random
number generator provided by the user. A three point estimation will be used for differentiation.
This constructor will set the burn interval.
|
| UnivariateHybridMC(Double, DensityLn<Double>, Int32, Double, Int32, Double, Random, HybridMCGeneric<Double>.DiffMethod) |
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.
|
Overload List