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MetropolisHasting Constructor (Int32, FuncDouble, Double, IndependentNormalDistribution)

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<double[], double> logDensity,
	Independent<NormalDistribution> proposal
)
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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.
proposal
Type: Accord.Statistics.Distributions.MultivariateIndependentNormalDistribution
The proposal distribution that is used to generate new parameter samples to be explored.
See Also