Hybrid |
A hybrid Monte Carlo sampler for multivariate distributions.
Inheritance HierarchySystemObject
Altaxo.Calc.Statistics.McmcMcmcSamplerDouble
Altaxo.Calc.Statistics.McmcHybridMCGenericDouble
Altaxo.Calc.Statistics.McmcHybridMC
Altaxo.Calc.Statistics.McmcMcmcSamplerDouble
Altaxo.Calc.Statistics.McmcHybridMCGenericDouble
Altaxo.Calc.Statistics.McmcHybridMC
Namespace: Altaxo.Calc.Statistics.Mcmc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)
SyntaxC#
public class HybridMC : HybridMCGeneric<double[]>
The HybridMC type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | HybridMC(Double, DensityLnDouble, 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, DensityLnDouble, 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, DensityLnDouble, 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, DensityLnDouble, Int32, Double, Int32, Double, Random, HybridMCGenericDoubleDiffMethod) | 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. |
Properties| Name | Description | |
|---|---|---|
 | AcceptanceRate |
Gets the acceptance rate of the sampler.
(Inherited from McmcSamplerT) |
| BurnInterval |
Gets or sets the number of iterations in between returning samples.
(Inherited from HybridMCGenericT) |
| FrogLeapSteps |
Gets or sets the number of iterations in the Hamiltonian equation.
(Inherited from HybridMCGenericT) |
| MomentumStdDev | Gets or sets the standard deviations used in the sampling of different components of the momentum. |
| RandomSource |
Gets or sets the random number generator.
(Inherited from McmcSamplerT) |
| StepSize |
Gets or sets the size of each step in the Hamiltonian equation.
(Inherited from HybridMCGenericT) |
Methods| Name | Description | |
|---|---|---|
 | Burn |
This method runs the sampler for a number of iterations without returning a sample
(Inherited from HybridMCGenericT) |
| Copy |
Use for copying objects in the Burn method.
(Overrides HybridMCGenericTCopy(T)) |
| Create |
Use for creating temporary objects in the Burn method.
(Overrides HybridMCGenericTCreate) |
| DoAdd |
Method for adding, multiply the second vector/scalar by factor and then
add it to the first vector/scalar.
(Overrides HybridMCGenericTDoAdd(T, Double, T)) |
| DoProduct |
Method for doing dot product.
(Overrides HybridMCGenericTDoProduct(T, T)) |
| DoSubtract |
Multiplying the second vector/scalar by factor and then subtract it from
the first vector/scalar.
(Overrides HybridMCGenericTDoSubtract(T, Double, T)) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| Hamiltonian |
Method to compute the Hamiltonian used in the method.
(Inherited from HybridMCGenericT) |
| HamiltonianEquations |
The Hamiltonian equations that is used to produce the new sample.
(Inherited from HybridMCGenericT) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| RandomizeMomentum |
Samples the momentum from a normal distribution.
(Overrides HybridMCGenericTRandomizeMomentum(T)) |
| Sample |
Returns a sample from the distribution P.
(Inherited from HybridMCGenericT) |
| Sample(Int32) |
Returns a number of samples.
(Inherited from McmcSamplerT) |
| SetNonNegative |
Method to check and set a quantity to a non-negative value.
(Inherited from HybridMCGenericT) |
| SetPositive(Double) |
Method to check and set a quantity to a non-negative value.
(Inherited from HybridMCGenericT) |
| SetPositive(Int32) |
Method to check and set a quantity to a non-negative value.
(Inherited from HybridMCGenericT) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
| Update |
Method used to update the sample location. Used in the end of the loop.
(Inherited from HybridMCGenericT) |
Fields| Name | Description | |
|---|---|---|
 | Accepts |
Keeps track of the number of accepted samples.
(Inherited from McmcSamplerT) |
| Current |
The current location of the sampler.
(Inherited from HybridMCGenericT) |
| Samples |
Keeps track of the number of calls to the proposal sampler.
(Inherited from McmcSamplerT) |
See Also