IMCMCParameters

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The IMCMCParameters interface is used to work with parameters of the Markov chain Monte Carlo algorithm.

Inheritance Hierarchy

IMCMCParameters

Comments

Markov chain is a sequence of random events, in which probability of each event depends only on the current stat of the process, and does not depend on the previous states.

Properties

	Property name	Brief description
	IterationsToDiscard	The IterationsToDiscard property determines the number of excluded iterations.
	NumOfIterations	The NumOfIterations property determines the number of iterations.
	Period	The Period property determines a period.