@ai-on-browser/data-analysis-models
Version:
Data analysis model package without any dependencies
22 lines (21 loc) • 711 B
TypeScript
/**
* Metropolis-Hastings algorithm
*/
export default class MetropolisHastings {
/**
* @param {function (number[]): number} targetFunc Target distribution
* @param {number} d Output size
* @param {'gaussian'} [q] Proposal density name
*/
constructor(targetFunc: (arg0: number[]) => number, d: number, q?: 'gaussian');
_f: (arg0: number[]) => number;
_d: number;
_q: (x: any, y: any) => number;
/**
* Returns sampled values.
* @param {number} n Number of generated data
* @param {number} [t] Iteration count for each generation
* @returns {Array<Array<number>>} Generated values
*/
sample(n: number, t?: number): Array<Array<number>>;
}