Metropolis
constructor(initialX: DoubleArray, targetFun: FunctionMVIfc, proposalFun: ProposalFunctionMVIfc, stream: RNStreamIfc = KSLRandom.nextRNStream(), batchStatistics: List<BatchStatistic> = createBatchStatistics(initialX.size))
Parameters
initial
the initial value to start generation process
target
the target function
proposal
the proposal function
stream
the stream for accepting or rejecting the proposed state
batch
a list of BatchStatistics one for each dimension that have been configured to collect batch statistics on the dimensions. Default batch statistics are provided.