org.omegahat.Simulation.MCMC.Proposals
Class NormalMetropolisProposal
java.lang.Object
|
+--org.omegahat.Probability.Distributions.MVNormal
|
+--org.omegahat.Simulation.MCMC.Proposals.NormalProposal
|
+--org.omegahat.Simulation.MCMC.Proposals.NormalMetropolisProposal
- All Implemented Interfaces:
- ConditionalDensity, ConditionalGenerator, Density, Distribution, GeneralProposal, Generator, MarkovProposal, SymmetricProposal, UnnormalizedDensity
- public class NormalMetropolisProposal
- extends NormalProposal
- implements SymmetricProposal
Field Summary |
boolean |
DEBUG
|
Fields inherited from class org.omegahat.Probability.Distributions.MVNormal |
isDiagonalCov, log_normalizing_constant, mu, normalizing_constant, prng, prob, sigma, sigmaDet, sigmaInv, sigmaSqrt, sigmaSVD, transMat |
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 |
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)
|
double |
transitionProbability(java.lang.Object from,
java.lang.Object to)
Convenience method for computing the probability of proposing a move. |
Methods inherited from class org.omegahat.Probability.Distributions.MVNormal |
checkConformity, checkConformity, componentMultiply, dim, dnorm, generate, generateDoubleArray, generateSeveral, getCovariance, getMean, log_dnorm, logPDF, logPDF, logUnnormalizedPDF, logUnnormalizedPDF, mahalanobis_2, PDF, PDF, rnorm, setCovariance, setMean, setMean, setupTransMat, sqrtMat, sqrtVec, square, unnorm_dnorm, unnorm_log_dnorm, unnormalizedPDF, unnormalizedPDF, xVx |
Methods inherited from class java.lang.Object |
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait |
DEBUG
public boolean DEBUG
NormalMetropolisProposal
public NormalMetropolisProposal(int length,
PRNG prng)
- Constructor for normal increments with identity covariance matrix.
- Parameters:
length
- number of dimensions
NormalMetropolisProposal
public NormalMetropolisProposal(double[][] var,
PRNG prng)
- Constructor for normal increments with specified covariance matrix.
- Parameters:
var
- variance matrix
NormalMetropolisProposal
public NormalMetropolisProposal(int length,
double var,
PRNG prng)
- Constructor for a spherical normal increments with variances 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 dimensionsvar
- diagnonal values for covariance matrix (off diagonals are set to 0)
generate
public java.lang.Object generate(java.lang.Object center)
- Description copied from interface:
ConditionalGenerator
- Generate a single random value conditional on
conditionals
- Specified by:
generate
in interface ConditionalGenerator
- Overrides:
generate
in class NormalProposal
conditionalPDF
public double conditionalPDF(java.lang.Object state,
java.lang.Object conditionals)
- Specified by:
conditionalPDF
in interface ConditionalDensity
- Overrides:
conditionalPDF
in class NormalProposal
logConditionalPDF
public double logConditionalPDF(java.lang.Object state,
java.lang.Object conditionals)
- Specified by:
logConditionalPDF
in interface ConditionalDensity
- Overrides:
logConditionalPDF
in class NormalProposal
transitionProbability
public double transitionProbability(java.lang.Object from,
java.lang.Object to)
- Description copied from interface:
GeneralProposal
- Convenience method for computing the probability of proposing a move.
Probably implemented as:
double transitionProbability( Object from, Object to );
{
return conditionalPDF( to, from );
}
- Specified by:
transitionProbability
in interface GeneralProposal
- Overrides:
transitionProbability
in class NormalProposal
logTransitionProbability
public double logTransitionProbability(java.lang.Object from,
java.lang.Object to)
- Description copied from interface:
GeneralProposal
- Convenience method for computing the log probability of proposing a move.
Probably implemented as:
double logTransitionProbability( Object from, Object to );
{
return logConditionalPDF( to, from );
}
- Specified by:
logTransitionProbability
in interface GeneralProposal
- Overrides:
logTransitionProbability
in class NormalProposal
main
public static void main(java.lang.String[] argv)