org.omegahat.Simulation.MCMC.Proposals
Class NormalKernelProposal

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

public class NormalKernelProposal
extends KernelProposal


Fields inherited from class org.omegahat.Simulation.MCMC.Proposals.KernelProposal
kernel, prng
 
Constructor Summary
protected NormalKernelProposal()
           
  NormalKernelProposal(double[][] var, PRNG prng)
           
  NormalKernelProposal(int dimensions, PRNG prng)
           
 
Method Summary
static double computeOptimalAdjust(int dim, int nsamplers)
           
static double computeTerrellAdjust(int d, int n)
           
 int dim()
           
 double[][] getCovariance()
           
 double[][] setCovariance(double[][] cov)
           
 
Methods inherited from class org.omegahat.Simulation.MCMC.Proposals.KernelProposal
conditionalPDF, generate, getKernel, getPRNG, logConditionalPDF, logTransitionProbability, setKernel, setPRNG, transitionProbability
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Constructor Detail

NormalKernelProposal

protected NormalKernelProposal()

NormalKernelProposal

public NormalKernelProposal(int dimensions,
                            PRNG prng)

NormalKernelProposal

public NormalKernelProposal(double[][] var,
                            PRNG prng)
Method Detail

getCovariance

public double[][] getCovariance()

setCovariance

public double[][] setCovariance(double[][] cov)

dim

public int dim()

computeOptimalAdjust

public static double computeOptimalAdjust(int dim,
                                          int nsamplers)

computeTerrellAdjust

public static double computeTerrellAdjust(int d,
                                          int n)