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

• Interface Summary
Interface Description
MetropolisHastings.ProposalDensityFunction
Defines the density of a proposal function, i.e.
• Class Summary
Class Description
AbstractMetropolis
The Metropolis algorithm is a Markov Chain Monte Carlo algorithm, which requires only a function f proportional to the PDF from which we wish to sample.
Metropolis
This basic Metropolis implementation assumes using symmetric proposal function.
MetropolisHastings
A generalization of the Metropolis algorithm, which allows asymmetric proposal functions.
MetropolisUtils
Utility functions for Metropolis algorithms.