Namespaces

Types in MathNet.Numerics.Statistics.Mcmc

Type MCMCDiagnostics

Namespace MathNet.Numerics.Statistics.Mcmc

Provides utilities to analysis the convergence of a set of samples from a .

Static Functions

Public Static Functions

double ACF<T>(IEnumerable<T> series, int lag, Func<T, double> f)

Computes the auto correlations of a series evaluated by a function f.
Parameters
IEnumerable<T> series

The series for computing the auto correlation.

int lag

The lag in the series

Func<T, double> f

The function used to evaluate the series.

Return
double

The auto correlation.

double EffectiveSize<T>(IEnumerable<T> series, Func<T, double> f)

Computes the effective size of the sample when evaluated by a function f.
Parameters
IEnumerable<T> series

The samples.

Func<T, double> f

The function use for evaluating the series.

Return
double

The effective size when auto correlation is taken into account.