package
0.0.0-20181125101827-41a0da705a5b
Repository: https://github.com/gonum/stat.git
Documentation: pkg.go.dev
# Functions
IID generates a set of independently and identically distributed samples from the input distribution.
Importance sampling generates rows(batch) samples from the proposal distribution, and stores the locations and importance sampling weights in place.
LatinHypercube generates rows(batch) samples using Latin hypercube sampling from the given distribution.
MetropolisHastings generates rows(batch) samples using the Metropolis Hastings algorithm (http://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm), with the given target and proposal distributions, starting at the intial location and storing the results in-place into samples.
NewProposalNormal constructs a new ProposalNormal for use as a proposal distribution for Metropolis-Hastings.
Rejection generates rows(batch) samples using the rejection sampling algorithm and stores them in place into samples.
# Variables
ErrRejection is returned when the constant in Rejection is not sufficiently high.
# Structs
IIDer is a wrapper around the IID sample generation method.
Importancer is a wrapper around the Importance sampling generation method.
LatinHypercuber is a wrapper around the LatinHypercube sampling generation method.
MetropolisHastingser is a wrapper around the MetropolisHastings sampling type.
ProposalNormal is a sampling distribution for Metropolis-Hastings.
Rejectioner is a wrapper around the Rejection sampling generation procedure.
SampleUniformWeighted wraps a Sampler type to create a WeightedSampler where all weights are equal.
# Interfaces
MHProposal defines a proposal distribution for Metropolis Hastings.
Sampler generates a batch of samples according to the rule specified by the implementing type.
WeightedSampler generates a batch of samples and their relative weights according to the rule specified by the implementing type.