vmcmc::ProposalDistribution< DistributionT > Class Template Reference

Abstract proposal function class, which randomly draws from a multivariate random distribution centered at current sample / parameter vector. More...

#include <proposal.hpp>

Inheritance diagram for vmcmc::ProposalDistribution< DistributionT >:

Collaboration diagram for vmcmc::ProposalDistribution< DistributionT >:

Public Member Functions
	ProposalDistribution (DistributionT &&dist=DistributionT())
double	Transition (const Vector &s1, Vector &s2) override
	Propose a new state. More...
void	UpdateParameterConfig (const ParameterConfig &paramConfig) override
const MatrixLower &	GetCholeskyDecomp () const
Public Member Functions inherited from vmcmc::Proposal
virtual Proposal *	Clone () const =0
double	Transition (const Sample &s1, Sample &s2)

Protected Attributes
DistributionT	fDistribution
MatrixLower	fCholeskyDecomp

Detailed Description

template<typename DistributionT>
class vmcmc::ProposalDistribution< DistributionT >

Abstract proposal function class, which randomly draws from a multivariate random distribution centered at current sample / parameter vector.

If the full covariance matrix of the parameter configuration is provided, correlations are taken into account when setting up the random distribution.

Member Function Documentation

template<typename DistributionT >

double vmcmc::ProposalDistribution< DistributionT >::Transition ( const Vector &  s1, Vector &  s2  )

overridevirtual

Propose a new state.

Parameters

[in]	s1	The original state to start from.
[out]	s2	The new proposed state.

Returns

The asymmetry ratio. (1.0 for symmetric proposal functions).

Implements vmcmc::Proposal.

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The documentation for this class was generated from the following files:

• vmcmc/proposal.hpp
• vmcmc/proposal.cpp