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


Field Summary
protected  Normal norm
           
protected  double rho
           
protected  double sigma
           
 
Constructor Summary
BivariateNormalDensity()
           
BivariateNormalDensity(double sigma, double rho)
           
 
Method Summary
protected  double bivariateDensity(double[] bvstate)
           
 double logUnnormalizedPDF(java.lang.Object state)
           
protected  double square(double x)
           
 double unnormalizedPDF(java.lang.Object state)
           
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Field Detail

sigma

protected double sigma

rho

protected double rho

norm

protected Normal norm
Constructor Detail

BivariateNormalDensity

public BivariateNormalDensity()

BivariateNormalDensity

public BivariateNormalDensity(double sigma,
                              double rho)
Method Detail

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