Metropolis
An implementation for a 1-Dimensional Metropolis Hasting process. The process is observable at each step
Parameters
the initial value to start generation process
the target function
the proposal function
the random number stream number, defaults to 0, which means the next stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
Constructors
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
Functions
Positions the RNG at the beginning of its next substream
Resets statistics and sets the initial state the initial value or to the value found via the warmup period (if the warmup period was run).
The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
Resets the position of the RNG at the start of the current substream
Resets the automatically collected statistics
Runs a warmup period and assigns the initial value of the process to the last value from the warmup process.