MetropolisHasting Class

Initializes a new instance of the MetropolisHasting algorithm.

Initializes a new instance of the MetropolisHasting algorithm.

Gets the acceptance rate for the proposals generated by the proposal distribution.

Gets the last successfully generated observation.

Gets the log-probability of the last successfully generated sample.

Gets or sets how many initial samples will get discarded as part of the initial thermalization (warm-up, initialization) process.

Gets the log-probability density function of the target distribution.

Gets the number of dimensions in each observation.

Gets or sets the move proposal distribution.

Gets or sets a factory method to create random number generators used in this instance.

Creates a new MetropolisHasting sampler using independent Normal distributions as the parameter proposal generation priors.

Creates a new MetropolisHasting sampler using independent Normal distributions as the parameter proposal generation priors.

Creates a new MetropolisHasting sampler using symmetric geometric distributions as the parameter proposal generation priors.

Creates a new MetropolisHasting sampler using symmetric geometric distributions as the parameter proposal generation priors.

Determines whether the specified object is equal to the current object.

Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.

Generates a random observation from the current distribution.

Generates a random vector of observations from the current distribution.

Generates a random vector of observations from the current distribution.

Serves as the default hash function.

Gets the Type of the current instance.

Initializes the algorithm.

Initializes the algorithm.

Creates a shallow copy of the current Object.

Returns a string that represents the current object.

Attempts to generate a new observation from the target distribution, storing its value in the Current property.

Attempts to generate a new observation from the target distribution, storing its value in the Current property.

Thermalizes the sample generation process, generating up to Discard samples and discarding them. This step is done automatically upon the first call to any of the Generate functions.

Checks whether an object implements a method with the given name.

Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.

Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.

Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.