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UnivariateHybridMC Class

A hybrid Monte Carlo sampler for univariate distributions.
Inheritance Hierarchy

Namespace: Altaxo.Calc.Statistics.Mcmc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public class UnivariateHybridMC : HybridMCGeneric<double>

The UnivariateHybridMC type exposes the following members.

Constructors
 NameDescription
Public methodUnivariateHybridMC(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.
Public methodUnivariateHybridMC(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.
Public methodUnivariateHybridMC(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.
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Properties
 NameDescription
Public propertyAcceptanceRate Gets the acceptance rate of the sampler.
(Inherited from McmcSamplerT)
Public propertyBurnInterval Gets or sets the number of iterations in between returning samples.
(Inherited from HybridMCGenericT)
Public propertyFrogLeapSteps Gets or sets the number of iterations in the Hamiltonian equation.
(Inherited from HybridMCGenericT)
Public propertyMomentumStdDev Gets or sets the standard deviation used in the sampling of the momentum.
Public propertyRandomSource Gets or sets the random number generator.
(Inherited from McmcSamplerT)
Public propertyStepSize Gets or sets the size of each step in the Hamiltonian equation.
(Inherited from HybridMCGenericT)
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Methods
 NameDescription
Protected methodBurn This method runs the sampler for a number of iterations without returning a sample
(Inherited from HybridMCGenericT)
Protected methodCopy Use for copying objects in the Burn method.
(Overrides HybridMCGenericTCopy(T))
Protected methodCreate Use for creating temporary objects in the Burn method.
(Overrides HybridMCGenericTCreate)
Protected methodDoAdd Method for adding, multiply the second vector/scalar by factor and then add it to the first vector/scalar.
(Overrides HybridMCGenericTDoAdd(T, Double, T))
Protected methodDoProduct Method for doing dot product.
(Overrides HybridMCGenericTDoProduct(T, T))
Protected methodDoSubtract Multiplying the second vector/scalar by factor and then subtract it from the first vector/scalar.
(Overrides HybridMCGenericTDoSubtract(T, Double, T))
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Protected methodHamiltonian Method to compute the Hamiltonian used in the method.
(Inherited from HybridMCGenericT)
Protected methodHamiltonianEquations The Hamiltonian equations that is used to produce the new sample.
(Inherited from HybridMCGenericT)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Protected methodRandomizeMomentum Samples the momentum from a normal distribution.
(Overrides HybridMCGenericTRandomizeMomentum(T))
Public methodSample Returns a sample from the distribution P.
(Inherited from HybridMCGenericT)
Public methodSample(Int32) Returns a number of samples.
(Inherited from McmcSamplerT)
Protected methodSetNonNegative Method to check and set a quantity to a non-negative value.
(Inherited from HybridMCGenericT)
Protected methodSetPositive(Double) Method to check and set a quantity to a non-negative value.
(Inherited from HybridMCGenericT)
Protected methodSetPositive(Int32) Method to check and set a quantity to a non-negative value.
(Inherited from HybridMCGenericT)
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
Protected methodUpdate Method used to update the sample location. Used in the end of the loop.
(Inherited from HybridMCGenericT)
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Fields
 NameDescription
Protected fieldAccepts Keeps track of the number of accepted samples.
(Inherited from McmcSamplerT)
Protected fieldCurrent The current location of the sampler.
(Inherited from HybridMCGenericT)
Protected fieldSamples Keeps track of the number of calls to the proposal sampler.
(Inherited from McmcSamplerT)
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See Also