Problem while using RandomWalkMetropolisHastings

[josephmure]

Hi Sanaa! The example you link to is from the doc of the master branch of OT. Look at the URL:

http ://openturns.github.io/openturns/master/user_manual/_generated/openturns.RandomWalkMetropolisHastings.html

So this page is showing how to use the future version of the RandomWalkMetropolisHastings class! See the README.rst file for more details about the different versions of the doc.

If you want to use the future version, you can install the nightly OT pip package:

Nightly pip packages

Experimental Python wheels built from the development version are available on a dedicated Python index. It can be used to try new features shipped in the next release or benefit from the latest bugfixes, but on the other side it can also contain new bugs and API breakages, use at your own risk. pip3 install --pre --extra-index-url https://pypi.anaconda.org/openturns-wheels-nightly/simple --upgrade --force-reinstall openturns When reporting bugs with these, be sure to report the date and ver…

Alternatively, you can simply wait for version 1.19. The release candidate is coming very soon.

Concerning RandomWalkMetropolisHastings, you can look forward to many improvements. Unfortunately, as you saw, they break backwards compatibility.