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 = breeze.stats.distributions.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 = breeze.stats.distributions.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