public Metropolis(Func<List<double>, double> probability, ParameterRoot parameters, RandomNumberGenerator rng)
{
this.probability = probability;
this.parameters = parameters;
this.rng = rng;
}
static void Main(string[] args)
{
var a = 1d;
var b = 3d;
var n = 420000;
var beta = new Beta(a, b);
Func<List<double>, double> probability =
xVector => beta.CalcPdf(xVector[0]);
var parameters = new ParameterRoot();
parameters.Add(new Parameter(0.5, 0.19));
var metropolis = new Metropolis(probability, parameters, new Toolkit.RandomNumberGenerator());
var data = metropolis.Sample(n);
data.Labels.Add("x");
data.ExportCsv("d:\\datum\\datum.csv");
var mean = data.Sum(x => x[0]) / n;
var closedFormMean = a / (a + b);
Console.WriteLine($"Sampled Mean: {mean}");
Console.WriteLine($"Closed form Mean: {closedFormMean}");
Console.ReadKey();
/*
var n = 40;
var p = 0.5;
Console.WriteLine(Gamma(3.7));
for (double i=0.0; i<=1; i+=0.01)
{
x.Add(i);
}
var binomial1 = new Beta(0.5, 0.5);
var y = x.Select(current => binomial1.CalcCdf(current));
var envPath = Environment.GetEnvironmentVariable("PATH");
Environment.SetEnvironmentVariable("PATH", envPath + System.IO.Path.PathSeparator + System.IO.Path.Combine(@"C:\Program Files\R\R-3.2.3\bin\x64"));
// Create our static engine instance
var engine = REngine.CreateInstance("RDotNet");
// From v1.5, REngine requires explicit initialization.
// You can set some parameters.
engine.Initialize();
// .NET Framework array to R vector.
var rX = engine.CreateNumericVector(x.Select( cur => (double) cur).ToArray());
engine.SetSymbol("x", rX);
var rY = engine.CreateNumericVector(y.ToArray());
engine.SetSymbol("y", rY);
// Direct parsing from R script.
engine.Evaluate("require('ggplot2')");
engine.Evaluate("library('ggplot2')");
engine.Evaluate("data <- data.frame(x=x, y=y)");
engine.Evaluate("graph <- ggplot(data, aes(x=x, y=y,colour='some')) + geom_point(alpha=0.009)");
engine.Evaluate("print(graph)");
engine.Evaluate("print(graph)");
*/
// you should always dispose of the REngine properly.
// After disposing of the engine, you cannot reinitialize nor reuse it
//Console.ReadKey();
//engine.Dispose();
}
