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java.lang.Object | +--org.omegahat.Simulation.MCMC.Proposals.NormalMetropolisComponentProposal
Field Summary | |
protected boolean |
DEBUG
|
protected PRNGDistributionFunctions |
prob
|
protected double[] |
sigma
|
protected int |
time
|
protected int |
which
|
Constructor Summary | |
NormalMetropolisComponentProposal(double[] var,
PRNG prng)
Constructor for normal increments with specified covariance matrix. |
|
NormalMetropolisComponentProposal(int length,
PRNG prng)
Constructor for normal increments with identity covariance matrix. |
Method Summary | |
double |
conditionalPDF(java.lang.Object state,
java.lang.Object conditionals)
|
java.lang.Object |
generate(java.lang.Object center)
Generate a single random value conditional on conditionals |
int |
getTime()
Get the time |
double |
logConditionalPDF(java.lang.Object state,
java.lang.Object conditionals)
|
double |
logTransitionProbability(java.lang.Object from,
java.lang.Object to)
Convenience method for computing the log probability of proposing a move. |
static void |
main(java.lang.String[] argv)
|
protected double |
normalLogPDF(double x,
double mu,
double sigma)
|
protected double |
normalPDF(double x,
double mu,
double sigma)
|
void |
resetTime()
Reset time to 0 |
void |
setCovariance(double[] cov)
|
void |
setCovariance(double[][] cov)
|
void |
timeInc()
Increment time |
double |
transitionProbability(java.lang.Object from,
java.lang.Object to)
Convenience method for computing the probability of proposing a move. |
Methods inherited from class java.lang.Object |
|
Field Detail |
protected PRNGDistributionFunctions prob
protected boolean DEBUG
protected double[] sigma
protected int time
protected int which
Constructor Detail |
public NormalMetropolisComponentProposal(int length, PRNG prng)
length
- number of dimensionspublic NormalMetropolisComponentProposal(double[] var, PRNG prng)
var
- variance matrixMethod Detail |
public void setCovariance(double[][] cov)
public void setCovariance(double[] cov)
protected double normalPDF(double x, double mu, double sigma)
protected double normalLogPDF(double x, double mu, double sigma)
public void timeInc()
TimeDependentProposal
timeInc
in interface TimeDependentProposal
public void resetTime()
TimeDependentProposal
resetTime
in interface TimeDependentProposal
public int getTime()
TimeDependentProposal
getTime
in interface TimeDependentProposal
public java.lang.Object generate(java.lang.Object center)
ConditionalGenerator
conditionals
generate
in interface ConditionalGenerator
public double conditionalPDF(java.lang.Object state, java.lang.Object conditionals)
conditionalPDF
in interface ConditionalDensity
public double logConditionalPDF(java.lang.Object state, java.lang.Object conditionals)
logConditionalPDF
in interface ConditionalDensity
public double transitionProbability(java.lang.Object from, java.lang.Object to)
GeneralProposal
Probably implemented as:
{
return conditionalPDF( to, from );
}
double transitionProbability( Object from, Object to );
transitionProbability
in interface GeneralProposal
public double logTransitionProbability(java.lang.Object from, java.lang.Object to)
GeneralProposal
Probably implemented as:
{
return logConditionalPDF( to, from );
}
double logTransitionProbability( Object from, Object to );
logTransitionProbability
in interface GeneralProposal
public static void main(java.lang.String[] argv)
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