Normal random walk proposal. More...

Public Member Functions
	NormalProposal (result_type stddev=1, result_type a=-std::numeric_limits< result_type >::infinity(), result_type b=std::numeric_limits< result_type >::infinity())
	Construct a Normal random walk proposal. More...

result_type	a () const

result_type	b () const

template<typename RNGType >
result_type	operator() (RNGType &rng, std::size_t, const result_type x, result_type y)
	Propose new value `y` and return \(\log(q(y, x) / q(x, y))\). More...

Detailed Description

Normal random walk proposal.

Definition at line 1059 of file rng/internal/common.hpp.

Member Typedef Documentation

template<typename RealType >

using vsmc::NormalProposal< RealType >::result_type = RealType

Definition at line 422 of file random_walk.hpp.

template<typename RealType >

vsmc::NormalProposal< RealType >::NormalProposal	(	result_type	stddev = `1`,
		result_type	a = `-std::numeric_limits<result_type>::infinity()`,
		result_type	b = `std::numeric_limits<result_type>::infinity()`
	)

inlineexplicit

Construct a Normal random walk proposal.

Parameters

stddev	The standard deviation (scale) of the proposal
a	The lower bound of the support of the target distribution
b	The upper bound of the support of the target distribution

Definition at line 429 of file random_walk.hpp.

template<typename RealType >

result_type vsmc::NormalProposal< RealType >::a ( ) const

inline

Definition at line 441 of file random_walk.hpp.

template<typename RealType >

result_type vsmc::NormalProposal< RealType >::b ( ) const

inline

Definition at line 442 of file random_walk.hpp.

template<typename RealType >

template<typename RNGType >

result_type vsmc::NormalProposal< RealType >::operator()	(	RNGType &	rng,
		std::size_t	,
		const result_type *	x,
		result_type *	y
	)

inline

Propose new value y and return \(\log(q(y, x) / q(x, y))\).

Definition at line 446 of file random_walk.hpp.