abstract class Kernel
A Kernel is applied to a Particle. It applies an invariant update to the Random objects encountered in the execution of that particle, as though probabilistic events had been handled this way post hoc. Mathematically, these Random objects constitute a sample from some target distribution. A Kernel object represents a Markov kernel that is applied to the sample to update it in a manner invariant to that target distribution.
|nmoves:Integer||Number of moves.|
|nlags:Integer||Number of lag steps.|
|apply||Apply the kernel.|
Member Function Details
abstract function apply(t:Integer, π:Particle) -> Real
Apply the kernel.
- t: Step number.
- π: Particle.
Returns: Acceptance rate.