MetropolisHastingContinuous Method (Int32, FuncDouble, Double)

Creates a new MetropolisHasting sampler using independent Normal distributions as the parameter proposal generation priors.

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

Syntax

Copy

public static MetropolisHasting<double, Independent<NormalDistribution>> Continuous(
	int dimensions,
	Func<double[], double> logDensity
)

Public Shared Function Continuous ( 
	dimensions As Integer,
	logDensity As Func(Of Double(), Double)
) As MetropolisHasting(Of Double, Independent(Of NormalDistribution))

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Parameters

dimensions: Type: SystemInt32
The number of dimensions in each observation.
logDensity: Type: SystemFuncDouble, Double
A function specifying the log probability density of the distribution to be sampled.

Return Value

Type: MetropolisHastingDouble, IndependentNormalDistribution
A sampling algorithm that can generate samples from the target distribution.

Reference

MetropolisHasting Class

Continuous Overload

Accord.Statistics.Distributions.Sampling Namespace