vsmc::NormalProposal< RealType > Class Template Reference

Normal random walk proposal. More...

#include <vsmc/rng/internal/common.hpp>

Public Types
using	result_type = RealType

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

template<typename RealType>
class vsmc::NormalProposal< RealType >

Normal random walk proposal.

Definition at line 540 of file common.hpp.

Member Typedef Documentation

template<typename RealType >

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

Definition at line 420 of file random_walk.hpp.

Constructor & Destructor Documentation

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 427 of file random_walk.hpp.

Member Function Documentation

template<typename RealType >

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

inline

Definition at line 439 of file random_walk.hpp.

template<typename RealType >

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

inline

Definition at line 440 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 444 of file random_walk.hpp.