org.omegahat.Simulation.MCMC.Proposals
Class NormalProposal

java.lang.Object
  |
  +--org.omegahat.Probability.Distributions.MVNormal
        |
        +--org.omegahat.Simulation.MCMC.Proposals.NormalProposal
All Implemented Interfaces:
ConditionalDensity, ConditionalGenerator, Density, Distribution, GeneralProposal, Generator, MarkovProposal, UnnormalizedDensity
Direct Known Subclasses:
NormalMetropolisProposal

public class NormalProposal
extends MVNormal
implements GeneralProposal


Field Summary
 boolean DEBUG
           
 
Fields inherited from class org.omegahat.Probability.Distributions.MVNormal
isDiagonalCov, log_normalizing_constant, mu, normalizing_constant, prng, prob, sigma, sigmaDet, sigmaInv, sigmaSqrt, sigmaSVD, transMat
 
Constructor Summary
NormalProposal(double[] mean, double[][] var, PRNG prng)
          Constructor for normal with specified mean and covariance matrix.
NormalProposal(int length, double mean, double var, PRNG prng)
          Constructor for a spherical normal with the same mean and variances for each dimension.
NormalProposal(int length, PRNG prng)
          Constructor for a (standard) spherical normal with mean 0 and identity covariance matrix
 
Method Summary
 double conditionalPDF(java.lang.Object state, java.lang.Object ignored)
           
 java.lang.Object generate(java.lang.Object ignored)
          Generate a single random value conditional on conditionals
 double logConditionalPDF(java.lang.Object state, java.lang.Object conditionals)
           
 double logTransitionProbability(java.lang.Object from, java.lang.Object to)
          Convenience method for computing the log probability of proposing a move.
static void main(java.lang.String[] argv)
           
 double transitionProbability(java.lang.Object from, java.lang.Object to)
          Convenience method for computing the probability of proposing a move.
 
Methods inherited from class org.omegahat.Probability.Distributions.MVNormal
checkConformity, checkConformity, componentMultiply, dim, dnorm, generate, generateDoubleArray, generateSeveral, getCovariance, getMean, log_dnorm, logPDF, logPDF, logUnnormalizedPDF, logUnnormalizedPDF, mahalanobis_2, PDF, PDF, rnorm, setCovariance, setMean, setMean, setupTransMat, sqrtMat, sqrtVec, square, unnorm_dnorm, unnorm_log_dnorm, unnormalizedPDF, unnormalizedPDF, xVx
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Field Detail

DEBUG

public boolean DEBUG
Constructor Detail

NormalProposal

public NormalProposal(double[] mean,
                      double[][] var,
                      PRNG prng)
Constructor for normal with specified mean and covariance matrix.
Parameters:
mean - mean vector
var - variance matrix

NormalProposal

public NormalProposal(int length,
                      double mean,
                      double var,
                      PRNG prng)
Constructor for a spherical normal with the same mean and variances for each dimension. Each element mean will be set the specified value. The diagonal elements of the covariance matrix will be set to the specified value, with off diagonals set to 0
Parameters:
length - number of dimensions
mean - mean of each dimension
var - diagnonal values for covariance matrix (off diagonals are set to 0, PRNG prng )

NormalProposal

public NormalProposal(int length,
                      PRNG prng)
Constructor for a (standard) spherical normal with mean 0 and identity covariance matrix
Parameters:
length - number of dimensions
Method Detail

generate

public java.lang.Object generate(java.lang.Object ignored)
Description copied from interface: ConditionalGenerator
Generate a single random value conditional on conditionals
Specified by:
generate in interface ConditionalGenerator

conditionalPDF

public double conditionalPDF(java.lang.Object state,
                             java.lang.Object ignored)
Specified by:
conditionalPDF in interface ConditionalDensity

logConditionalPDF

public double logConditionalPDF(java.lang.Object state,
                                java.lang.Object conditionals)
Specified by:
logConditionalPDF in interface ConditionalDensity

transitionProbability

public double transitionProbability(java.lang.Object from,
                                    java.lang.Object to)
Description copied from interface: GeneralProposal
Convenience method for computing the probability of proposing a move.

Probably implemented as:

double transitionProbability( Object from, Object to );

{

return conditionalPDF( to, from );

}

Specified by:
transitionProbability in interface GeneralProposal

logTransitionProbability

public double logTransitionProbability(java.lang.Object from,
                                       java.lang.Object to)
Description copied from interface: GeneralProposal
Convenience method for computing the log probability of proposing a move.

Probably implemented as:

double logTransitionProbability( Object from, Object to );

{

return logConditionalPDF( to, from );

}

Specified by:
logTransitionProbability in interface GeneralProposal

main

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