KSLCore/ksl.utilities.random.mcmc

Package-level declarations

Types

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class DMHMarkovChain(initialState: Int = 1, proposalMatrix: Array<DoubleArray>, alphaMatrix: Array<DoubleArray>, stream: RNStreamIfc = KSLRandom.nextRNStream()) : DMarkovChain
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interface FunctionMVIfc
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class MetropolisHastings1D(var initialX: Double, targetFun: FunctionIfc, proposalFun: ProposalFunction1DIfc) : Observable<Double> , RandomIfc

An implementation for a 1-Dimensional Metropolis Hasting process. The process is observable at each step

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open class MetropolisHastingsMV(initialX: DoubleArray, val targetFun: FunctionMVIfc, val proposalFun: ProposalFunctionMVIfc, stream: RNStreamIfc = KSLRandom.nextRNStream(), batchStatistics: List<BatchStatistic> = createBatchStatistics(initialX.size)) : Observable<MetropolisHastingsMV> , MVSampleIfc, RNStreamChangeIfc, RNStreamControlIfc

An implementation for a multi-variable Metropolis Hasting process. The process is observable at each step

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interface ProposalFunction1DIfc

For use with MetropolisHastings1D. Represents the proposal function

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abstract class ProposalFunctionMV(val density: FunctionMVIfc) : ProposalFunctionMVIfc
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interface ProposalFunctionMVIfc

For use with MetropolisHastingsMV. Represents the proposal function for the multivariate case.