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
)

Public Sub New ( 
	dimensions As Integer,
	logDensity As Func(Of Double(), Double),
	proposal As Independent(Of NormalDistribution)
)

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.