Univariate |
public class UnivariateHybridMC : HybridMCGeneric<double>
The UnivariateHybridMC type exposes the following members.
Name | Description | |
---|---|---|
UnivariateHybridMC(Double, DensityLnDouble, 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, DensityLnDouble, 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, DensityLnDouble, Int32, Double, Int32, Double, Random, HybridMCGenericDoubleDiffMethod) | 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. |
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 deviation used in the sampling 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) |
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) |
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) |