UNPKG

@ai-on-browser/data-analysis-models

Version:

Data analysis model package without any dependencies

22 lines (21 loc) 711 B
/** * 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>>; }