Metropolis
constructor(initialX: DoubleArray, targetFun: FunctionMVIfc, proposalFun: ProposalFunctionMVIfc, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, batchStatistics: List<BatchStatistic> = createBatchStatistics(initialX.size))(source)
Parameters
initial
the initial value to start generation process
target
the target function
proposal
the proposal function
stream
the random number stream number, defaults to 0, which means the next stream
stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
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.