org.omegahat.Simulation.MCMC.Proposals
Class AdaptiveProposal
java.lang.Object
|
+--org.omegahat.Simulation.MCMC.Proposals.AdaptiveProposal
- All Implemented Interfaces:
- HastingsCoupledProposal
- Direct Known Subclasses:
- AdaptiveNormalMetropolisProposal, AdaptiveNormalProposal
- public abstract class AdaptiveProposal
- extends java.lang.Object
- implements HastingsCoupledProposal
This class implements a generic ``adaptive'' Hastings-Coupled
proposal. It provodes methods that simply call the adapt
method, and then refer the call to the encapsulated
GeneralProposal
.
Method Summary |
abstract void |
adapt(MultiState mstate)
modify the state of the enclosed proposal distribution using information from
the provided state vector |
double |
conditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
java.lang.Object |
generate(java.lang.Object conditions,
int which,
MultiState stateVector)
Generate a new component state given the entire state vector |
GeneralProposal |
getProposal()
|
double |
logConditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
double |
logTransitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
double |
transitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
Methods inherited from class java.lang.Object |
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait |
proposal
protected GeneralProposal proposal
prng
protected PRNG prng
AdaptiveProposal
public AdaptiveProposal()
getProposal
public GeneralProposal getProposal()
conditionalPDF
public double conditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
conditionalPDF
in interface HastingsCoupledProposal
- Parameters:
conditions
- Current value of the component state being updatedstate
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
logConditionalPDF
public double logConditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
logConditionalPDF
in interface HastingsCoupledProposal
- Parameters:
conditions
- Current value of the component state being updatedstate
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
generate
public java.lang.Object generate(java.lang.Object conditions,
int which,
MultiState stateVector)
- Generate a new component state given the entire state vector
- Specified by:
generate
in interface HastingsCoupledProposal
- Parameters:
conditions
- Current value of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
transitionProbability
public double transitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
transitionProbability
in interface HastingsCoupledProposal
- Parameters:
from
- Current value of the component state being updatedto
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
logTransitionProbability
public double logTransitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
logTransitionProbability
in interface HastingsCoupledProposal
- Parameters:
from
- Current value of the component state being updatedto
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
adapt
public abstract void adapt(MultiState mstate)
- modify the state of the enclosed proposal distribution using information from
the provided state vector