Packages

package mcmc

Type Members

  1. 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
  2. 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
  3. abstract class BaseMetropolisHastings[T] extends MetropolisHastings[T] with Process[T] with TracksStatistics
  4. trait MetropolisHastings[T] extends Rand[T]
  5. trait SymmetricMetropolisHastings[T] extends MetropolisHastings[T]
  6. case class ThreadedBufferedRand[T](wrapped: Rand[T], bufferSize: Int = 1024 * 8)(implicit m: ClassTag[T]) extends Rand[T] with Product with Serializable
  7. trait TracksStatistics extends AnyRef

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