Random walk

Functions
double	vsmc_normal_mv_proposal (vsmc_rng *rng_ptr, int dim, const double *x, double *y, const double *chol, const double *a, const double *b)
	vsmc::NormalMVProposal<double, vsmc::Dynamic> More...
double	vsmc_normal_proposal (vsmc_rng *rng_ptr, int, const double *x, double *y, double stddev, double a, double b)
	vsmc::NormalProposal<double> More...
int	vsmc_random_walk (vsmc_rng *rng_ptr, int dim, double *x, double *ltx, double(*log_target)(int, const double *), double(*proposal)(vsmc_rng *, int, const double *, double *))
	vsmc::RandomWalk<double, vsmc::Dynamic> More...
int	vsmc_random_walk_g (vsmc_rng *rng_ptr, int dim_x, int dim_g, double *x, double *ltx, double *g, double(*log_target)(int, int, const double *, double *), double(*proposal)(vsmc_rng *, int, const double *, double *))
	vsmc::RandomWalkG<double, vsmc::Dynamic, vsmc::Dynamic> More...

Detailed Description

Function Documentation

double vsmc_normal_mv_proposal	(	vsmc_rng *	rng_ptr,
		int	dim,
		const double *	x,
		double *	y,
		const double *	chol,
		const double *	a,
		const double *	b
	)

vsmc::NormalMVProposal<double, vsmc::Dynamic>

double vsmc_normal_proposal	(	vsmc_rng *	rng_ptr,
		int	,
		const double *	x,
		double *	y,
		double	stddev,
		double	a,
		double	b
	)

vsmc::NormalProposal<double>

int vsmc_random_walk	(	vsmc_rng *	rng_ptr,
		int	dim,
		double *	x,
		double *	ltx,
		double(*)(int, const double *)	log_target,
		double(*)(vsmc_rng *, int, const double *, double *)	proposal
	)

vsmc::RandomWalk<double, vsmc::Dynamic>

int vsmc_random_walk_g	(	vsmc_rng *	rng_ptr,
		int	dim_x,
		int	dim_g,
		double *	x,
		double *	ltx,
		double *	g,
		double(*)(int, int, const double *, double *)	log_target,
		double(*)(vsmc_rng *, int, const double *, double *)	proposal
	)

vsmc::RandomWalkG<double, vsmc::Dynamic, vsmc::Dynamic>