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MetropolisHastingTObservation, TProposalDistribution Constructor (Int32, FuncTObservation, Double, TProposalDistribution)
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Namespace:
Accord.Statistics.Distributions.Sampling
Assembly:
Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax public MetropolisHasting(
int dimensions,
Func<TObservation[], double> logDensity,
TProposalDistribution proposal
)
Public Sub New (
dimensions As Integer,
logDensity As Func(Of TObservation(), Double),
proposal As TProposalDistribution
)
Request Example
View SourceParameters
- dimensions
- Type: SystemInt32
The number of dimensions in each observation. - logDensity
- Type: SystemFuncTObservation, Double
A function specifying the log probability density of the distribution to be sampled. - proposal
- Type: TProposalDistribution
The proposal distribution that is used to generate new parameter samples to be explored.
See Also