rsamplers.imh is the constructor for the Independent Metropolis-Hastings algorithm

The syntax is

obj = rsamplers.imh(target,x0,lb,ub)
obj = rsamplers.imh(target,x0,lb,ub,opts)
obj = rsamplers.imh(target,x0,lb,ub,opts,constraints)

INPUTS :

• *target* : objective to MAXIMIZE

• *x0* : vector of initial conditions

• *lb* : lower bound

• *ub* : upper bound

• *opts* : options for the class. These include the properties from the superclass rsamplers.rwmh as well as the specific properties of the imh algorithm that can be found in the properties list.

• *constraints* (optional): - Matrix (n_constraints x 2) where each row [a, b] enforces x(a) <= x(b)

OUTPUT:

• *obj* : object of class rsamplers.imh

OWN PROPERTIES AND DEFAULT VALUES: None

INHERITED PROPERTIES : properties from rsamplers.rwmh

See also

rsamplers.rwmh, rsamplers.apt, rsamplers.rsampler