org.omegahat.Simulation.MCMC.Proposals
Class AdaptiveNormalKernelProposal
java.lang.Object
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+--org.omegahat.Simulation.MCMC.Proposals.KernelProposal
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+--org.omegahat.Simulation.MCMC.Proposals.AdaptiveKernelProposal
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+--org.omegahat.Simulation.MCMC.Proposals.AdaptiveNormalKernelProposal
- All Implemented Interfaces:
- HastingsCoupledProposal
- public class AdaptiveNormalKernelProposal
- extends AdaptiveKernelProposal
Methods inherited from class java.lang.Object |
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait |
inflationFactor
protected double inflationFactor
optimalAdjust
protected double optimalAdjust
DEBUG
protected boolean DEBUG
AdaptiveNormalKernelProposal
public AdaptiveNormalKernelProposal(double[][] var,
PRNG prng)
- Constructor for normal increment proposal with specified
covariance matrix, no variance inflation @param var variance matrix
AdaptiveNormalKernelProposal
public AdaptiveNormalKernelProposal(double[][] var,
double inflationFactor,
PRNG prng)
- Constructor for normal increments with specified covariance matrix.
- Parameters:
var
- variance matrix
AdaptiveNormalKernelProposal
public AdaptiveNormalKernelProposal(int length,
PRNG prng)
- Constructor for a sperical independent standard normal increments
No variance inflation.
- Parameters:
length
- number of dimensions
AdaptiveNormalKernelProposal
public AdaptiveNormalKernelProposal(int length,
double inflationFactor,
PRNG prng)
- Constructor for a spherical independent standard normal increments
- Parameters:
length
- number of dimensionsinflationFactor
- factor to inflate observed variance when adapting.
computeOptimalAdjust
public static double computeOptimalAdjust(int dim,
int nsamplers)
getInflationFactor
public double getInflationFactor()
setInflationFactor
public double setInflationFactor(double factor)
getDEBUG
public boolean getDEBUG()
setDEBUG
public boolean setDEBUG(boolean flag)
getOptimalAdjust
public double getOptimalAdjust()
setOptimalAdjust
public double setOptimalAdjust(double value)
adapt
public void adapt(MultiState mstate,
int which)
- Description copied from class:
AdaptiveKernelProposal
- modify the state of the enclosed proposal distribution using information from the provided state vector
- Overrides:
adapt
in class AdaptiveKernelProposal
main
public static void main(java.lang.String[] argv)