org.omegahat.Simulation.MCMC
Interface MetropolisHastingsSampler

All Superinterfaces:
MarkovChain, MetropolisSampler

public interface MetropolisHastingsSampler
extends MetropolisSampler

A Metropolis-Hastings Markov Chain sampler.

Hastings generalized the Metropolis by introducing an acceptance function that permits non-symmetric proposal distributions. Other than this change to the acceptance ratio, it is the same as a Metropolis sampler.


Methods inherited from interface org.omegahat.Simulation.MCMC.MarkovChain
getState, iterate, step