/// <summary>
/// Constructs a new Metropolis-Hastings sampler using the default <see cref="System.Random"/> random number generator. This
/// constructor will set the burn interval.
/// </summary>
/// <param name="x0">The initial sample.</param>
/// <param name="pdfLnP">The log density of the distribution we want to sample from.</param>
/// <param name="krnlQ">The log transition probability for the proposal distribution.</param>
/// <param name="proposal">A method that samples from the proposal distribution.</param>
/// <param name="burnInterval">The number of iterations in between returning samples.</param>
/// <exception cref="ArgumentOutOfRangeException">When the number of burnInterval iteration is negative.</exception>
public MetropolisHastingsSampler(T x0, DensityLn <T> pdfLnP, TransitionKernelLn <T> krnlQ, LocalProposalSampler <T> proposal, int burnInterval)
{
mCurrent = x0;
mCurrentDensityLn = pdfLnP(x0);
mPdfLnP = pdfLnP;
mKrnlQ = krnlQ;
mProposal = proposal;
BurnInterval = burnInterval;
Burn(BurnInterval);
}
/// <summary>
/// Constructs a new Metropolis-Hastings sampler using the default <see cref="System.Random"/> random
/// number generator. The burn interval will be set to 0.
/// </summary>
/// <param name="x0">The initial sample.</param>
/// <param name="pdfLnP">The log density of the distribution we want to sample from.</param>
/// <param name="krnlQ">The log transition probability for the proposal distribution.</param>
/// <param name="proposal">A method that samples from the proposal distribution.</param>
public MetropolisHastingsSampler(T x0, DensityLn <T> pdfLnP, TransitionKernelLn <T> krnlQ, LocalProposalSampler <T> proposal) :
this(x0, pdfLnP, krnlQ, proposal, 0)
{
}
