KSLCore/ksl.utilities.random.mcmc/ProposalFunction1DIfc

ProposalFunction1DIfc

interface ProposalFunction1DIfc

For use with MetropolisHastings1D. Represents the proposal function

Functions

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abstract fun generateProposedGivenCurrent(current: Double): Double
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abstract fun proposalRatio(current: Double, proposed: Double): Double

The ratio of g(y,x)/g(x,y). The ratio of the proposal function evaluated at x = current and y = proposed, where g() is some proposal function of x and y. The implementor should ensure that the returned ratio is a valid double