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SUMMARY: INNER | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Object | +--org.omegahat.Simulation.MCMC.NotifyingMCMCObject | +--org.omegahat.Simulation.MCMC.BaseMarkovChain | +--org.omegahat.Simulation.MCMC.Examples.SimpleGibbsSampler
A simple Markov Chain example. It simply generates its next state from N(0,1) regardless of the current state.
Inner Class Summary | |
protected class |
SimpleGibbsSampler.BivariateDoubleState
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static class |
SimpleGibbsSampler.listenerPrinter
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Inner classes inherited from class org.omegahat.Simulation.MCMC.NotifyingMCMCObject |
NotifyingMCMCObject.MyHandle |
Field Summary | |
protected Normal |
norm
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protected PRNG |
prng
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protected double |
rho
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protected double |
sigma
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protected SimpleGibbsSampler.BivariateDoubleState |
state
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Fields inherited from class org.omegahat.Simulation.MCMC.NotifyingMCMCObject |
listeners |
Constructor Summary | |
SimpleGibbsSampler(PRNG prng,
double sigma,
double rho)
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Method Summary | |
MCMCState |
generate(MCMCState current)
Generate the next state from the current one |
static void |
main(java.lang.String[] argv)
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Methods inherited from class org.omegahat.Simulation.MCMC.BaseMarkovChain |
getState, iterate, run, step |
Methods inherited from class org.omegahat.Simulation.MCMC.NotifyingMCMCObject |
notifyAll, registerListener, unregisterListener |
Methods inherited from class java.lang.Object |
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Field Detail |
protected double sigma
protected double rho
protected PRNG prng
protected Normal norm
protected SimpleGibbsSampler.BivariateDoubleState state
Constructor Detail |
public SimpleGibbsSampler(PRNG prng, double sigma, double rho)
Method Detail |
public MCMCState generate(MCMCState current)
BaseMarkovChain
generate
in class BaseMarkovChain
public static void main(java.lang.String[] argv)
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