meanwalker::MetropolisHistogramBuilder Class Reference

This class uses the Metropolis-Hastings method to take samples from a probability distribution and automatically creates histograms for the marginalized distributions corresponding to each of the coordinates. More...

#include <metropolishistogrambuilder.h>

Inheritance diagram for meanwalker::MetropolisHistogramBuilder:

List of all members.

Public Member Functions
	MetropolisHistogramBuilder (RandomNumberGenerator *pRndGen)
	The constructor of the class, in which the random number generator to be used must be specified.
bool	init (Function *pProbFunction, const double *pMinCoords, const double *pMaxCoords, const double *pStartCoords, size_t numBins, bool keepInside=true, bool delayed=false)
	Initialize the builder.

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Detailed Description

This class uses the Metropolis-Hastings method to take samples from a probability distribution and automatically creates histograms for the marginalized distributions corresponding to each of the coordinates.

This class uses the Metropolis-Hastings method to take samples from a probability distribution and automatically creates histograms for the marginalized distributions corresponding to each of the coordinates. It uses a MetropolisWalker instance to take the samples.

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Constructor & Destructor Documentation

meanwalker::MetropolisHistogramBuilder::MetropolisHistogramBuilder

(

RandomNumberGenerator *

pRndGen

)

The constructor of the class, in which the random number generator to be used must be specified.

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Member Function Documentation

bool meanwalker::MetropolisHistogramBuilder::init	(	Function *	pProbFunction,
		const double *	pMinCoords,
		const double *	pMaxCoords,
		const double *	pStartCoords,
		size_t	numBins,
		bool	keepInside = true,
		bool	delayed = false
	)

Initialize the builder.

Initialize the builder.

Parameters:

pProbFunction	The probability density to be sampled.
pMinCoords	Sets the minimum coordinates which are used together with the maximum coordinates to calculate the scale of the steps used in the random walk.
pMaxCoords	Sets the maximum coordinates which are used together with the minimum coordinates to calculate the scale of the steps used in the random walk.
pStartCoords	If not null, the walker will start at these coordinates. If null, a random position between pMinCoords and pMaxCoords is used as starting point.
numBins	Number of bins the histograms will have.
keepInside	If true, the random walk is not allowed to go beyond the boundaries specified by the minimum coordinates. If false, the walker can go outside these bounds. In that case the boundaries are only used to calculate the step size.
delayed	If false, the minimum and maximum coordinates will be used as the histogram boundaries. If true, the widths of the histograms will be determined automatically.

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The documentation for this class was generated from the following file:

• src/metropolishistogrambuilder.h