コード例 #1
0
ファイル: MCMC.cs プロジェクト: BULQI/TBKMath-Release
 public void Initialize(LikelihoodDelegate _LLD, LogPriorDelegate _LPD, double[] _Theta)
 {
     LLD                  = _LLD;
     LPD                  = _LPD;
     Mother.Theta         = _Theta;
     Mother.LogPrior      = LPD(Mother.Theta);
     Mother.LogLikelihood = LLD(Mother.Theta);
 }
コード例 #2
0
ファイル: MCMC.cs プロジェクト: BULQI/TBKMath-Release
 public void Initialize(LikelihoodDelegate _LD, LogPriorDelegate _LPD, ProposalDelegate _PD, int[] _indices, MCMCState _state)
 {
     LD       = _LD;
     LPD      = _LPD;
     PD       = _PD;
     accepted = 0;
     state    = _state;
     dim      = _indices.Length;
     indices  = new int[dim];
     indices  = _indices;
     Theta    = new double[dim];
     updateWorkingFromFullParams();
 }
コード例 #3
0
ファイル: MCMC.cs プロジェクト: BULQI/TBKMath-Release
        public void Initialize(LikelihoodDelegate _LD, LogPriorDelegate _LPD, ProposalDelegate _PD, int dim, int _total, int _burnIn)
        {
            LD       = _LD;
            LPD      = _LPD;
            PD       = _PD;
            total    = _total;
            burnIn   = _burnIn;
            accepted = 0;
            this.dim = dim;

            mean = new double[dim];
            if (!SkipCovarianceComputation)
            {
                covariance = new double[dim, dim];
            }

            CI = new double[3];
        }