MetropolisHastingContinuousT Method (Int32, T)

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

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public static MetropolisHasting<double, Independent<NormalDistribution>, T> Continuous<T>(
	int dimensions,
	T distribution
)
where T : Object, IMultivariateDistribution<double[]>

Public Shared Function Continuous(Of T As {Object, IMultivariateDistribution(Of Double())}) ( 
	dimensions As Integer,
	distribution As T
) As MetropolisHasting(Of Double, Independent(Of NormalDistribution), T)

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Parameters

dimensions: Type: SystemInt32
The number of dimensions in each observation.
distribution: Type: T
The target distribution whose samples should be generated.

Type Parameters

T

Return Value

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

Reference

MetropolisHasting Class

Continuous Overload

Accord.Statistics.Distributions.Sampling Namespace

MetropolisHastingAddLanguageSpecificTextSet("LST53E2A890_0?cpp=::|nu=.");ContinuousAddLanguageSpecificTextSet("LST53E2A890_1?cs=&lt;|vb=(Of |cpp=&lt;|fs=&lt;'|nu=(");TAddLanguageSpecificTextSet("LST53E2A890_2?cs=&gt;|vb=)|cpp=&gt;|fs=&gt;|nu=)"); Method (Int32, T)

Parameters

Type Parameters

Return Value

Reference

MetropolisHastingContinuousT Method (Int32, T)