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MetropolisHastingTObservation, TProposalDistribution, TTargetDistribution Properties

The MetropolisHastingTObservation, TProposalDistribution, TTargetDistribution generic type exposes the following members.

Properties
  NameDescription
Public propertyAcceptanceRate
Gets the acceptance rate for the proposals generated by the proposal distribution.
(Inherited from MetropolisHastingT.)
Public propertyCurrent
Gets the last successfully generated observation.
(Inherited from MetropolisHastingT.)
Public propertyCurrentValue
Gets the log-probability of the last successfully generated sample.
(Inherited from MetropolisHastingT.)
Public propertyDiscard
Gets or sets how many initial samples will get discarded as part of the initial thermalization (warm-up, initialization) process.
(Inherited from MetropolisHastingT.)
Public propertyLogProbabilityDensityFunction
Gets the log-probability density function of the target distribution.
(Inherited from MetropolisHastingT.)
Public propertyNumberOfInputs
Gets the number of dimensions in each observation.
(Inherited from MetropolisHastingT.)
Public propertyProposal
Gets or sets the move proposal distribution.
(Inherited from MetropolisHastingTObservation, TProposalDistribution.)
Public propertyRandomSource
Gets or sets a factory method to create random number generators used in this instance.
(Inherited from MetropolisHastingT.)
Public propertyTarget
Gets the target distribution whose samples must be generated.
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