org.omegahat.Simulation.MCMC.Proposals
Class AdaptiveNormalDualKernelProposal

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

public class AdaptiveNormalDualKernelProposal
extends AdaptiveKernelProposal


Field Summary
(package private)  GeneralProposal[] dualKernel
           
 
Fields inherited from class org.omegahat.Simulation.MCMC.Proposals.AdaptiveKernelProposal
DEBUG
 
Fields inherited from class org.omegahat.Simulation.MCMC.Proposals.KernelProposal
kernel, prng
 
Constructor Summary
protected AdaptiveNormalDualKernelProposal()
           
  AdaptiveNormalDualKernelProposal(double[] mean1, double[][] var1, double[][] var2, double mixing, PRNG prng)
           
  AdaptiveNormalDualKernelProposal(int dimensions, PRNG prng)
           
 
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)
           
 int dim()
           
 
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

dualKernel

GeneralProposal[] dualKernel
Constructor Detail

AdaptiveNormalDualKernelProposal

protected AdaptiveNormalDualKernelProposal()

AdaptiveNormalDualKernelProposal

public AdaptiveNormalDualKernelProposal(int dimensions,
                                        PRNG prng)

AdaptiveNormalDualKernelProposal

public AdaptiveNormalDualKernelProposal(double[] mean1,
                                        double[][] var1,
                                        double[][] var2,
                                        double mixing,
                                        PRNG prng)
Method Detail

dim

public int dim()

computeOptimalAdjust

public static double computeOptimalAdjust(int dim,
                                          int nsamplers)

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