org.omegahat.Simulation.MCMC.Proposals
Class AdaptiveMultiKernelProposal
java.lang.Object
|
+--org.omegahat.Simulation.MCMC.Proposals.AdaptiveMultiKernelProposal
- All Implemented Interfaces:
- HastingsCoupledProposal
- Direct Known Subclasses:
- AdaptiveMultiSourceCoupler, LocallyAdaptiveNormalKernelProposal, LocallyAdaptiveNormalProposal
- public abstract class AdaptiveMultiKernelProposal
- extends java.lang.Object
- implements HastingsCoupledProposal
Method Summary |
abstract void |
adapt(MultiState mstate,
int which)
modify the state of the enclosed proposal distribution using information from the provided state vector |
double |
conditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
java.lang.Object |
generate(java.lang.Object conditionals,
int which,
MultiState stateVector)
Generate a new component state given the entire state vector |
GeneralProposal[] |
getKernels()
|
PRNG |
getPRNG()
|
double |
logConditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
double |
logTransitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
GeneralProposal[] |
setKernels(GeneralProposal[] kernels)
|
PRNG |
setPRNG(PRNG prng)
|
double |
transitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
Computes the HastingsCoupled transition probability for one sub-state given the entire state vector |
Methods inherited from class java.lang.Object |
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait |
kernels
protected GeneralProposal[] kernels
prng
protected PRNG prng
DEBUG
public boolean DEBUG
AdaptiveMultiKernelProposal
public AdaptiveMultiKernelProposal()
getKernels
public GeneralProposal[] getKernels()
setKernels
public GeneralProposal[] setKernels(GeneralProposal[] kernels)
getPRNG
public PRNG getPRNG()
setPRNG
public PRNG setPRNG(PRNG prng)
conditionalPDF
public double conditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
conditionalPDF
in interface HastingsCoupledProposal
- Parameters:
conditions
- Current value of the component state being updatedstate
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
logConditionalPDF
public double logConditionalPDF(java.lang.Object state,
java.lang.Object conditions,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
logConditionalPDF
in interface HastingsCoupledProposal
- Parameters:
conditions
- Current value of the component state being updatedstate
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
generate
public java.lang.Object generate(java.lang.Object conditionals,
int which,
MultiState stateVector)
- Generate a new component state given the entire state vector
- Specified by:
generate
in interface HastingsCoupledProposal
- Parameters:
conditions
- Current value of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
transitionProbability
public double transitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
transitionProbability
in interface HastingsCoupledProposal
- Parameters:
from
- Current value of the component state being updatedto
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
logTransitionProbability
public double logTransitionProbability(java.lang.Object from,
java.lang.Object to,
int which,
MultiState stateVector)
- Computes the HastingsCoupled transition probability for one sub-state given the entire state vector
- Specified by:
logTransitionProbability
in interface HastingsCoupledProposal
- Parameters:
from
- Current value of the component state being updatedto
- Proposed state of the component state being updatedwhich
- index of the component state being updatedstateVector
- entire set of states, including the state being updated
adapt
public abstract void adapt(MultiState mstate,
int which)
- modify the state of the enclosed proposal distribution using information from the provided state vector