Package jdistlib

Class AdaptiveRejectionSampler

java.lang.Object

jdistlib.AdaptiveRejectionSampler

public final class AdaptiveRejectionSampler
extends Object

Adaptive tangent-envelope rejection sampler for a caller-certified differentiable log-concave density on finite support.

Constructor Summary

Constructors

Constructor	Description
AdaptiveRejectionSampler(NumericalContinuousDistribution distribution, UnivariateFunction logDerivative, int maximumKnots, int maximumAttempts, double... initialPoints)

Method Summary

Modifier and Type	Method	Description
int	getKnotCount()
int	getMaximumAttempts()
int	getMaximumKnots()
double	sample(RandomEngine random)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

AdaptiveRejectionSampler

public AdaptiveRejectionSampler(NumericalContinuousDistribution distribution,
 UnivariateFunction logDerivative,
 int maximumKnots,
 int maximumAttempts,
 double... initialPoints)

Method Details

sample

public double sample(RandomEngine random)

getKnotCount

public int getKnotCount()

getMaximumKnots

public int getMaximumKnots()

getMaximumAttempts

public int getMaximumAttempts()