Class mcmc_stepper_mh (o2scl)

O2scl : Class List

template<class func_t, class data_t, class vec_t, class mat_t = boost::numeric::ublas::matrix<double>, class prop_t = o2scl::prob_cond_mdim_gaussian<vec_t, mat_t>>
class mcmc_stepper_mh : public o2scl::mcmc_stepper_base<func_t, data_t, vec_t>

Metropolis Hastings for MCMC with a proposal distribution.

Public Functions

inline virtual const char *step_type()

Stepper type, “MH”.

inline mcmc_stepper_mh()

inline virtual ~mcmc_stepper_mh()

inline virtual void step(size_t i_thread, size_t n_params, func_t &f, const vec_t &current, vec_t &next, double w_current, double &w_next, const vec_t &low, const vec_t &high, int &func_ret, bool &accept, data_t &dat, rng<> &r, int verbose)

Construct a step.

This function constructs next and w_next, the next point and log weight in parameter space. The objective function f is then evaluated at the new point, the return value is placed in func_ret, and the step acceptance or rejection is stored in accept.

Public Members

std::vector<prop_t> proposal

The proposal distribution.