Package | Description |
---|---|
broadwick.montecarlo.markovchain |
This package contains classes for generating Monte Carlo Markov Chains.
|
broadwick.montecarlo.markovchain.proposal |
This package contains classes for generating paths or chains for Monte Carlo Markov Chains.
|
Modifier and Type | Field and Description |
---|---|
private MarkovProposalFunction |
MarkovChain.generator |
Constructor and Description |
---|
MarkovChain(MonteCarloStep initialStep,
MarkovProposalFunction generator)
Create a new Markov Chain with an initial step and proposal function.
|
Modifier and Type | Class and Description |
---|---|
class |
MarkovNormalProposal
A proposal class that samples each new parameter in the steps coordinate from a normal distribution.
|
Copyright © 2015 University of Glasgow. All rights reserved.