org.omegahat.Simulation.MCMC
Class CustomMetropolisSampler
java.lang.Object
|
+--org.omegahat.Simulation.MCMC.NotifyingMCMCObject
|
+--org.omegahat.Simulation.MCMC.BaseMarkovChain
|
+--org.omegahat.Simulation.MCMC.CustomMarkovChain
|
+--org.omegahat.Simulation.MCMC.CustomMetropolisHastingsSampler
|
+--org.omegahat.Simulation.MCMC.CustomMetropolisSampler
- All Implemented Interfaces:
- MarkovChain, NotifyingObject, java.lang.Runnable
- public class CustomMetropolisSampler
- extends CustomMetropolisHastingsSampler
A Markov Sampler that uses an internal
SymmetricProposal
and
UnnormalizedDensity
to generate the next Markov
state.
Fields inherited from class org.omegahat.Simulation.MCMC.CustomMetropolisHastingsSampler |
accepted, current, debug, detailed, log_p_X, log_p_Y, log_q_X_to_Y, log_q_Y_to_X, logAcceptProb, numAccepted, numProposed, prng, proposal, proposed, target, uniformRand |
Method Summary |
protected double |
acceptanceProb(java.lang.Object current,
java.lang.Object proposed)
|
protected double |
logAcceptanceProb(java.lang.Object current,
java.lang.Object proposed)
|
static void |
main(java.lang.String[] argv)
|
Methods inherited from class org.omegahat.Simulation.MCMC.CustomMetropolisHastingsSampler |
acceptanceRatio, accepted, arrayToString, current, detailed, detailed, generate, getPRNG, getProposal, getTarget, log_p_X, log_p_Y, log_q_X_to_Y, log_q_Y_to_X, logAcceptProb, numAccepted, numProposed, proposed, resetCounters, step, uniformRand |
Methods inherited from class java.lang.Object |
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait |
CustomMetropolisSampler
public CustomMetropolisSampler(ContainerState state,
UnnormalizedDensity target,
SymmetricProposal proposal,
PRNG prng)
CustomMetropolisSampler
public CustomMetropolisSampler(java.lang.Object state,
UnnormalizedDensity target,
SymmetricProposal proposal,
PRNG prng)
acceptanceProb
protected double acceptanceProb(java.lang.Object current,
java.lang.Object proposed)
- Overrides:
acceptanceProb
in class CustomMetropolisHastingsSampler
logAcceptanceProb
protected double logAcceptanceProb(java.lang.Object current,
java.lang.Object proposed)
- Overrides:
logAcceptanceProb
in class CustomMetropolisHastingsSampler
main
public static void main(java.lang.String[] argv)