# SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.stats.random.rng.multivariate.mcmc.metropolis

## Interface MetropolisHastings.ProposalDensityFunction

• Enclosing class:
MetropolisHastings

public static interface MetropolisHastings.ProposalDensityFunction
Defines the density of a proposal function, i.e. a function that gives the unnormalized probability density of transitioning from one state to another.
• ### Method Summary

All Methods
Modifier and Type Method and Description
double evaluate(Vector x, Vector y)
Evaluates the density at the given points.
• ### Method Detail

• #### evaluate

double evaluate(Vector x,
Vector y)
Evaluates the density at the given points.
Parameters:
x - the state from which we transition from
y - the state which we transition to
Returns:
the unnormalized probability density of moving from x to y