MetropolisHastingT Constructor (Int32, FuncT, Double, FuncT, T, T)

Initializes a new instance of the MetropolisHasting algorithm.

Namespace: Accord.Statistics.Distributions.Sampling
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

Syntax

public MetropolisHasting(
	int dimensions,
	Func<T[], double> logDensity,
	Func<T[], T[], T[]> proposal
)

Public Sub New ( 
	dimensions As Integer,
	logDensity As Func(Of T(), Double),
	proposal As Func(Of T(), T(), T())
)

dimensions: Type: SystemInt32
The number of dimensions in each observation.
logDensity: Type: SystemFuncT, Double
A function specifying the log probability density of the distribution to be sampled.
proposal: Type: SystemFuncT, T, T
The proposal distribution that is used to generate new parameter samples to be explored.