org.omegahat.Simulation.MCMC.Proposals
Class AdaptiveNormalKernelProposal

java.lang.Object
  |
  +--org.omegahat.Simulation.MCMC.Proposals.KernelProposal
        |
        +--org.omegahat.Simulation.MCMC.Proposals.AdaptiveKernelProposal
              |
              +--org.omegahat.Simulation.MCMC.Proposals.AdaptiveNormalKernelProposal
All Implemented Interfaces:
HastingsCoupledProposal

public class AdaptiveNormalKernelProposal
extends AdaptiveKernelProposal


Field Summary
protected  boolean DEBUG
           
protected  double inflationFactor
           
protected  double optimalAdjust
           
 
Fields inherited from class org.omegahat.Simulation.MCMC.Proposals.KernelProposal
kernel, prng
 
Constructor Summary
AdaptiveNormalKernelProposal(double[][] var, double inflationFactor, PRNG prng)
          Constructor for normal increments with specified covariance matrix.
AdaptiveNormalKernelProposal(double[][] var, PRNG prng)
          Constructor for normal increment proposal with specified covariance matrix, no variance inflation @param var variance matrix
AdaptiveNormalKernelProposal(int length, double inflationFactor, PRNG prng)
          Constructor for a spherical independent standard normal increments
AdaptiveNormalKernelProposal(int length, PRNG prng)
          Constructor for a sperical independent standard normal increments No variance inflation.
 
Method Summary
 void adapt(MultiState mstate, int which)
          modify the state of the enclosed proposal distribution using information from the provided state vector
static double computeOptimalAdjust(int dim, int nsamplers)
           
 boolean getDEBUG()
           
 double getInflationFactor()
           
 double getOptimalAdjust()
           
static void main(java.lang.String[] argv)
           
 boolean setDEBUG(boolean flag)
           
 double setInflationFactor(double factor)
           
 double setOptimalAdjust(double value)
           
 
Methods inherited from class org.omegahat.Simulation.MCMC.Proposals.AdaptiveKernelProposal
conditionalPDF, generate, logConditionalPDF, logTransitionProbability, transitionProbability
 
Methods inherited from class org.omegahat.Simulation.MCMC.Proposals.KernelProposal
getKernel, getPRNG, setKernel, setPRNG
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Field Detail

inflationFactor

protected double inflationFactor

optimalAdjust

protected double optimalAdjust

DEBUG

protected boolean DEBUG
Constructor Detail

AdaptiveNormalKernelProposal

public AdaptiveNormalKernelProposal(double[][] var,
                                    PRNG prng)
Constructor for normal increment proposal with specified covariance matrix, no variance inflation @param var variance matrix

AdaptiveNormalKernelProposal

public AdaptiveNormalKernelProposal(double[][] var,
                                    double inflationFactor,
                                    PRNG prng)
Constructor for normal increments with specified covariance matrix.
Parameters:
var - variance matrix

AdaptiveNormalKernelProposal

public AdaptiveNormalKernelProposal(int length,
                                    PRNG prng)
Constructor for a sperical independent standard normal increments No variance inflation.
Parameters:
length - number of dimensions

AdaptiveNormalKernelProposal

public AdaptiveNormalKernelProposal(int length,
                                    double inflationFactor,
                                    PRNG prng)
Constructor for a spherical independent standard normal increments
Parameters:
length - number of dimensions
inflationFactor - factor to inflate observed variance when adapting.
Method Detail

computeOptimalAdjust

public static double computeOptimalAdjust(int dim,
                                          int nsamplers)

getInflationFactor

public double getInflationFactor()

setInflationFactor

public double setInflationFactor(double factor)

getDEBUG

public boolean getDEBUG()

setDEBUG

public boolean setDEBUG(boolean flag)

getOptimalAdjust

public double getOptimalAdjust()

setOptimalAdjust

public double setOptimalAdjust(double value)

adapt

public void adapt(MultiState mstate,
                  int which)
Description copied from class: AdaptiveKernelProposal
modify the state of the enclosed proposal distribution using information from the provided state vector
Overrides:
adapt in class AdaptiveKernelProposal

main

public static void main(java.lang.String[] argv)