org.omegahat.Simulation.MCMC.Proposals
Class AdaptiveNormalProposal

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

public class AdaptiveNormalProposal
extends AdaptiveProposal


Field Summary
protected  boolean DEBUG
           
protected  double inflationFactor
           
 
Fields inherited from class org.omegahat.Simulation.MCMC.Proposals.AdaptiveProposal
prng, proposal
 
Constructor Summary
AdaptiveNormalProposal(double[] mean, double[][] var, double inflationFactor, PRNG prng)
          Constructor for normal with specified mean and covariance matrix.
AdaptiveNormalProposal(double[] mean, double[][] var, PRNG prng)
          Constructor for normal with specified mean and covariance matrix, no variance inflation
AdaptiveNormalProposal(int length, double mean, double var, double inflationFactor, PRNG prng)
          Constructor for a spherical normal with the same mean and variances for each dimension.
AdaptiveNormalProposal(int length, double mean, double var, PRNG prng)
          Constructor for a spherical normal with the same mean and variances for each dimension.
 
Method Summary
 void adapt(MultiState mstate)
          modify the state of the enclosed proposal distribution using information from the provided state vector
(package private)  double getInflationFactor()
           
static void main(java.lang.String[] argv)
           
(package private)  double setInflationFactor(double in)
           
 
Methods inherited from class org.omegahat.Simulation.MCMC.Proposals.AdaptiveProposal
conditionalPDF, generate, getProposal, logConditionalPDF, logTransitionProbability, transitionProbability
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Field Detail

inflationFactor

protected double inflationFactor

DEBUG

protected boolean DEBUG
Constructor Detail

AdaptiveNormalProposal

public AdaptiveNormalProposal(double[] mean,
                              double[][] var,
                              PRNG prng)
Constructor for normal with specified mean and covariance matrix, no variance inflation
Parameters:
length - number of dimensions
mean - mean vector
var - variance matrix

AdaptiveNormalProposal

public AdaptiveNormalProposal(double[] mean,
                              double[][] var,
                              double inflationFactor,
                              PRNG prng)
Constructor for normal with specified mean and covariance matrix.
Parameters:
length - number of dimensions
mean - mean vector
var - variance matrix

AdaptiveNormalProposal

public AdaptiveNormalProposal(int length,
                              double mean,
                              double var,
                              PRNG prng)
Constructor for a spherical normal with the same mean and variances for each dimension. No variance inflation. 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)

AdaptiveNormalProposal

public AdaptiveNormalProposal(int length,
                              double mean,
                              double var,
                              double inflationFactor,
                              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)
inflationFactor - factor to inflate observed variance when adapting.
Method Detail

getInflationFactor

double getInflationFactor()

setInflationFactor

double setInflationFactor(double in)

adapt

public void adapt(MultiState mstate)
Description copied from class: AdaptiveProposal
modify the state of the enclosed proposal distribution using information from the provided state vector
Overrides:
adapt in class AdaptiveProposal

main

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