org.omegahat.Simulation.MCMC.Targets
Class BivariateNormalDensity
java.lang.Object
|
+--org.omegahat.Simulation.MCMC.Targets.BivariateNormalDensity
- All Implemented Interfaces:
- UnnormalizedDensity
- public class BivariateNormalDensity
- extends java.lang.Object
- implements UnnormalizedDensity
A Bivariate normal density
Methods inherited from class java.lang.Object |
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait |
sigma
protected double sigma
rho
protected double rho
norm
protected Normal norm
BivariateNormalDensity
public BivariateNormalDensity()
BivariateNormalDensity
public BivariateNormalDensity(double sigma,
double rho)
square
protected double square(double x)
bivariateDensity
protected double bivariateDensity(double[] bvstate)
unnormalizedPDF
public double unnormalizedPDF(java.lang.Object state)
- Specified by:
unnormalizedPDF
in interface UnnormalizedDensity
logUnnormalizedPDF
public double logUnnormalizedPDF(java.lang.Object state)
- Specified by:
logUnnormalizedPDF
in interface UnnormalizedDensity