breeze
.
stats
mcmc
package
mcmc
Visibility
Public
All
Type Members
case class
AffineStepMetropolisHastings
[
T
]
(
logLikelihood: (
T
) ⇒
Double
,
proposalStep:
Rand
[
T
]
,
init:
T
,
burnIn:
Long
=
0
,
dropCount:
Int
=
0
)
(
implicit
rand:
RandBasis
=
Rand
,
vectorSpace:
VectorSpace
[
T
, _]
)
extends
BaseMetropolisHastings
[
T
] with
SymmetricMetropolisHastings
[
T
] with
Product
with
Serializable
case class
ArbitraryMetropolisHastings
[
T
]
(
logLikelihood: (
T
) ⇒
Double
,
proposal: (
T
) ⇒
Rand
[
T
]
,
logProposalDensity: (
T
,
T
) ⇒
Double
,
init:
T
,
burnIn:
Long
=
0
,
dropCount:
Int
=
0
)
(
implicit
rand:
RandBasis
=
Rand
)
extends
BaseMetropolisHastings
[
T
] with
Product
with
Serializable
abstract
class
BaseMetropolisHastings
[
T
]
extends
MetropolisHastings
[
T
] with
Process
[
T
] with
TracksStatistics
trait
MetropolisHastings
[
T
]
extends
Rand
[
T
]
trait
SymmetricMetropolisHastings
[
T
]
extends
MetropolisHastings
[
T
]
case class
ThreadedBufferedRand
[
T
]
(
wrapped:
Rand
[
T
]
,
bufferSize:
Int
=
1024*8
)
(
implicit
m:
ClassTag
[
T
]
)
extends
Rand
[
T
] with
Product
with
Serializable
trait
TracksStatistics
extends
AnyRef
Ungrouped