MetropolisHastingDiscrete Method (Int32, FuncInt32, Double)

Creates a new MetropolisHasting sampler using symmetric geometric 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<int, Independent<SymmetricGeometricDistribution, int>> Discrete(
	int dimensions,
	Func<int[], double> logDensity
)

Public Shared Function Discrete ( 
	dimensions As Integer,
	logDensity As Func(Of Integer(), Double)
) As MetropolisHasting(Of Integer, Independent(Of SymmetricGeometricDistribution, Integer))

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Parameters

dimensions: Type: SystemInt32
The number of dimensions in each observation.
logDensity: Type: SystemFuncInt32, Double
A function specifying the log probability density of the distribution to be sampled.

Return Value

Type: MetropolisHastingInt32, IndependentSymmetricGeometricDistribution, Int32
A sampling algorithm that can generate samples from the target distribution.

Reference

MetropolisHasting Class

Discrete Overload

Accord.Statistics.Distributions.Sampling Namespace