org.omegahat.Simulation.MCMC.Proposals
Class AdaptiveNormalMetropolisProposal

java.lang.Object
  |
  +--org.omegahat.Simulation.MCMC.Proposals.AdaptiveProposal
        |
        +--org.omegahat.Simulation.MCMC.Proposals.AdaptiveNormalMetropolisProposal
All Implemented Interfaces:
HastingsCoupledProposal

public class AdaptiveNormalMetropolisProposal
extends AdaptiveProposal


Field Summary
protected  boolean DEBUG
           
protected  double inflationFactor
           
protected  double[][] maxVar
           
protected  double[][] minVar
           
 
Fields inherited from class org.omegahat.Simulation.MCMC.Proposals.AdaptiveProposal
prng, proposal
 
Constructor Summary
AdaptiveNormalMetropolisProposal(double[][] var, double inflationFactor, PRNG prng)
          Constructor for normal increments with specified covariance matrix.
AdaptiveNormalMetropolisProposal(double[][] var, PRNG prng)
          Constructor for normal increment proposal with specified covariance matrix, no variance inflation @param var variance matrix
AdaptiveNormalMetropolisProposal(int length, double var, double inflationFactor, PRNG prng)
          Constructor for a spherical normal increments with the same variance for each dimension.
AdaptiveNormalMetropolisProposal(int length, double var, PRNG prng)
          Constructor for a independent normal increntens (sam variances for each dimension).
 
Method Summary
 void adapt(MultiState mstate)
          modify the state of the enclosed proposal distribution using information from the provided state vector
 double getInflationFactor()
           
static void main(java.lang.String[] argv)
           
 double setInflationFactor(double in)
           
 double[][] setMaxVar(double[][] var)
           
 double[][] setMinVar(double[][] var)
           
 
Methods inherited from class org.omegahat.Simulation.MCMC.Proposals.AdaptiveProposal
conditionalPDF, generate, getProposal, logConditionalPDF, logTransitionProbability, transitionProbability
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Field Detail

inflationFactor

protected double inflationFactor

DEBUG

protected boolean DEBUG

minVar

protected double[][] minVar

maxVar

protected double[][] maxVar
Constructor Detail

AdaptiveNormalMetropolisProposal

public AdaptiveNormalMetropolisProposal(double[][] var,
                                        PRNG prng)
Constructor for normal increment proposal with specified covariance matrix, no variance inflation @param var variance matrix

AdaptiveNormalMetropolisProposal

public AdaptiveNormalMetropolisProposal(double[][] var,
                                        double inflationFactor,
                                        PRNG prng)
Constructor for normal increments with specified covariance matrix.
Parameters:
var - variance matrix

AdaptiveNormalMetropolisProposal

public AdaptiveNormalMetropolisProposal(int length,
                                        double var,
                                        PRNG prng)
Constructor for a independent normal increntens (sam variances for each dimension). No variance inflation. The diagonal elements of the covariance matrix will be set to the specified value, with off diagonals set to 0
Parameters:
length - number of dimensions
var - diagnonal values for covariance matrix (off diagonals are set to 0)

AdaptiveNormalMetropolisProposal

public AdaptiveNormalMetropolisProposal(int length,
                                        double var,
                                        double inflationFactor,
                                        PRNG prng)
Constructor for a spherical normal increments with the same variance for each dimension. The diagonal elements of the covariance matrix will be set to the specified value, with off diagonals set to 0
Parameters:
length - number of dimensions
var - diagnonal values for covariance matrix (off diagonals are set to 0)
inflationFactor - factor to inflate observed variance when adapting.
Method Detail

getInflationFactor

public double getInflationFactor()

setInflationFactor

public double setInflationFactor(double in)

setMinVar

public double[][] setMinVar(double[][] var)

setMaxVar

public double[][] setMaxVar(double[][] var)

adapt

public void adapt(MultiState mstate)
Description copied from class: AdaptiveProposal
modify the state of the enclosed proposal distribution using information from the provided state vector
Overrides:
adapt in class AdaptiveProposal

main

public static void main(java.lang.String[] argv)