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 |
DEBUG
public boolean DEBUG
NormalProposal
public NormalProposal(double[] mean,
double[][] var,
PRNG prng)
- Constructor for normal with specified mean and covariance matrix.
- Parameters:
mean
- mean vectorvar
- 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 dimensionsmean
- mean of each dimensionvar
- 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
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)