Class MetropolisHastings

constructor

• new MetropolisHastings(
      targetFunc: (arg0: number[]) => number,
      d: number,
      q?: "gaussian",
  ): MetropolisHastings

• Parameters

  • targetFunc: (arg0: number[]) => number

    Target distribution
  • d: number

    Output size
  • Optionalq: "gaussian"

    Proposal density name

  Returns MetropolisHastings

_d

_f

_q

sample

• sample(n: number, t?: number): number[][]

• Returns sampled values.

  Parameters

  • n: number

    Number of generated data
  • Optionalt: number

    Iteration count for each generation

  Returns number[][]

  Generated values