Packages

class MetropolisHastings[A] extends MarkovChain[A]

Metropolis-Hastings algorithm - generates random samples from a target distribution using only samples from a proposal distribution

Linear Supertypes
MarkovChain[A], AnyRef, Any
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  1. MetropolisHastings
  2. MarkovChain
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Visibility
  1. Public
  2. Protected

Instance Constructors

  1. new MetropolisHastings(generator: ProposalGenerator[A] with TransitionRatio[A], evaluator: DistributionEvaluator[A])(implicit random: Random)
    Attributes
    protected

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.CloneNotSupportedException]) @native()
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  7. def equals(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef → Any
  8. val evaluator: DistributionEvaluator[A]
  9. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.Throwable])
  10. val generator: ProposalGenerator[A] with TransitionRatio[A]
  11. final def getClass(): Class[_ <: AnyRef]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  12. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  13. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  14. def iterator(start: A, logger: AcceptRejectLogger[A]): Iterator[A]

    start a logged iterator

  15. def iterator(current: A): Iterator[A]

    provide a chain starting from current as an iterator

    provide a chain starting from current as an iterator

    Definition Classes
    MarkovChain
  16. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  17. def next(current: A): A

    next sample in chain

    next sample in chain

    Definition Classes
    MetropolisHastingsMarkovChain
  18. def next(current: A, logger: AcceptRejectLogger[A]): A
  19. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  20. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  21. implicit val random: Random
  22. final def synchronized[T0](arg0: => T0): T0
    Definition Classes
    AnyRef
  23. def toString(): String
    Definition Classes
    AnyRef → Any
  24. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  25. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  26. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException]) @native()

Inherited from MarkovChain[A]

Inherited from AnyRef

Inherited from Any

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