Documentation / Manuel développeur
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Calibration,  DataServer,  Launcher,  MetaModelOptim,  Modeler,  Optimizer,  ReLauncher,  Reliability,  ReOptimizer,  Sampler,  Sensitivity,  UncertModeler,  XmlProblem,  ![]() |
Uranie / Sampler
v4.10.0
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TMCMC.cxx File Reference
This file presents the object TMCMC whom methods enable to generate from MCMC methods. More...
Include dependency graph for TMCMC.cxx:

Functions | |
ClassImp (TMCMC) TMCMC | |
Constructor of the class TMCMC. q is the attribute used as an instrumental law in the broad sense of the word (not only as an instrumental law of algorithms of Metropolis-Hastings). _rdm is used in NKC so as to generate numbers located between 0 and 1. More... | |
Detailed Description
This file presents the object TMCMC whom methods enable to generate from MCMC methods.
There are three main MCMC methods implemented in this file: Metropolis-Hastings (variable-at-a-time, random walk), Gibbs et Normal Kernel Coupler.
These methods have been applied in the case of a multidimensional normal law in order to to test their robustness, then to test a multidimensional gaussian mixing.
This class uses the classes TNormale and TMelange, programmed before.