A constrained random walk in the shape of a hypercube. More...
#include <prob_dens_func.h>
Public Member Functions | |
template<class = vec_t> | |
prob_cond_mdim_rand_walk (vec_t &step, vec_t &low, vec_t &high) | |
virtual size_t | dim () const |
The dimensionality. | |
virtual double | pdf (const vec_t &x, const vec_t &x2) const |
The normalized density. | |
virtual double | log_pdf (const vec_t &x, const vec_t &x2) const |
The log of the normalized density. | |
virtual void | operator() (const vec_t &x, vec_t &x2) const |
Sample the distribution. | |
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virtual double | metrop_hast (const vec_t &x, vec_t &x2) const |
Sample the distribution and return the log of the Metropolis-Hastings ratio. | |
Protected Attributes | |
std::random_device | rd |
Desc. | |
std::vector< double > | u_step |
Desc. | |
std::vector< double > | u_low |
Desc. | |
std::vector< double > | u_high |
Desc. | |
double | d_pdf |
rng_gsl | rg |
Desc. | |
Definition at line 905 of file prob_dens_func.h.
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