Proposal functions (defined as classes) for the Metropolis-Hastings algorithm. More...

#include <vmcmc/blas.hpp>
#include <vmcmc/parameter.hpp>
#include <vmcmc/sample.hpp>
#include <vmcmc/random.hpp>

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Classes
class	vmcmc::Proposal
	Base class for proposal functions (alias transition kernels) used by Metropolis-Hastings algorithms to propose a new point in the parameter space. More...

class	vmcmc::ProposalDistribution< DistributionT >
	Abstract proposal function class, which randomly draws from a multivariate random distribution centered at current sample / parameter vector. More...

class	vmcmc::ProposalNormal
	Proposal function drawing randomly from a multivariate normal distribution. More...

class	vmcmc::ProposalStudentT
	Proposal function drawing randomly from a multivariate Student-T distribution. More...

Detailed Description

Proposal functions (defined as classes) for the Metropolis-Hastings algorithm.

Copyright: Copyright 2016 Marco Kleesiek. Released under the GNU Lesser General Public License v3.

Classes