DMHMarkovChain

constructor(initialState: Int = 1, proposalMatrix: Array<DoubleArray>, alphaMatrix: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)

Parameters

initialState

the initial state

proposalMatrix

the single step transition matrix

alphaMatrix

the acceptance matrix

streamNumber

the random number stream number, defaults to 0, which means the next stream

streamProvider

the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider

name

an optional name