java.lang.Object
- jsl.utilities.random.mcmc.MetropolisHastings1D

All Implemented Interfaces:

ObservableIfc, GetValueIfc, RandomIfc, GetRandomNumberStreamIfc, RNStreamControlIfc, SetRandomNumberStreamIfc, SampleIfc
```
public class MetropolisHastings1D
extends java.lang.Object
implements RandomIfc, ObservableIfc
```
An implementation for a 1-Dimensional Metropolis Hasting process. The process is observable at each step

Field Summary

Fields
Modifier and Type	Field	Description
`protected Statistic`	`myAcceptanceStat`
`protected boolean`	`myBurnInFlag`
`protected double`	`myCurrentX`
`protected double`	`myFofCurrentX`
`protected double`	`myFofProposedY`
`protected boolean`	`myInitializedFlag`
`protected double`	`myInitialX`
`protected double`	`myLastAcceptanceProbability`
`protected ObservableComponent`	`myObservableComponent`
`protected Statistic`	`myObservedStat`
`protected double`	`myPrevX`
`protected ProposalFunction1DIfc`	`myProposalFun`
`protected double`	`myProposedY`
`protected RNStreamIfc`	`myStream`	myRNStream provides a reference to the underlying stream of random numbers
`protected FunctionIfc`	`myTargetFun`

Constructor Summary

Constructors
Constructor Description

MetropolisHastings1D(double initialX, FunctionIfc targetFun, ProposalFunction1DIfc proposalFun)

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`protected double`	`acceptanceFunction(double currentX, double proposedY)`	Computes the acceptance function for each step
`void`	`addObserver(ObserverIfc observer)`	Allows the adding (attaching) of an observer to the observable
`void`	`advanceToNextSubstream()`	Positions the RNG at the beginning of its next substream
`java.lang.String`	`asString()`
`boolean`	`contains(ObserverIfc observer)`	Returns true if the observer is already attached
`int`	`countObservers()`	Returns how many observers are currently observing the observable
`static MetropolisHastings1D`	`create(double initialX, int burnInAmount, FunctionIfc targetFun, ProposalFunction1DIfc proposalFun)`
`void`	`deleteObserver(ObserverIfc observer)`	Allows the deletion (removing) of an observer from the observable
`void`	`deleteObservers()`	Deletes all the observers from the observable
`Statistic`	`getAcceptanceStatistics()`
`boolean`	`getAntitheticOption()`
`double`	`getCurrentX()`
`double`	`getFofCurrentX()`
`double`	`getFofProposedY()`
`protected double`	`getFunctionRatio(double currentX, double proposedY)`
`double`	`getInitialX()`
`double`	`getLastAcceptanceProbability()`
`Statistic`	`getObservedStatistics()`
`double`	`getPrevX()`
`double`	`getProposedY()`
`RNStreamIfc`	`getRandomNumberStream()`
`double`	`getValue()`	This method simply returns the value.
`void`	`initialize()`	Resets statistics and sets the initial state the the initial value or to the value found via the burn in period (if the burn in period was run).
`boolean`	`isInitialized()`
`boolean`	`isWarmedUp()`
`double`	`next()`	Moves the process one step
`void`	`resetStartStream()`	The resetStartStream method will position the RNG at the beginning of its stream.
`void`	`resetStartSubstream()`	Resets the position of the RNG at the start of the current substream
`void`	`resetStatistics()`	Resets the automatically collected statistics
`double`	`runAll(int n)`
`void`	`runBurnInPeriod(int burnInAmount)`	Runs a burn in period and assigns the initial value of the process to the last value from the burn in process.
`double`	`sample()`
`void`	`setAntitheticOption(boolean flag)`	Tells the stream to start producing antithetic variates
`void`	`setInitialX(double initialX)`
`void`	`setRandomNumberStream(RNStreamIfc stream)`	Sets the underlying random number stream
`java.lang.String`	`toString()`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface jsl.utilities.random.rng.GetRandomNumberStreamIfc
getStreamNumber

Methods inherited from interface jsl.utilities.random.SampleIfc
sample, sample

Methods inherited from interface jsl.utilities.random.rng.SetRandomNumberStreamIfc
setRandomNumberStream

- Field Detail
  - myCurrentX
```
protected double myCurrentX
```
  - myProposedY
```
protected double myProposedY
```
  - myPrevX
```
protected double myPrevX
```
  - myLastAcceptanceProbability
```
protected double myLastAcceptanceProbability
```
  - myFofProposedY
```
protected double myFofProposedY
```
  - myFofCurrentX
```
protected double myFofCurrentX
```
  - myInitialX
```
protected double myInitialX
```
  - myTargetFun
```
protected final FunctionIfc myTargetFun
```
  - myProposalFun
```
protected final ProposalFunction1DIfc myProposalFun
```
  - myAcceptanceStat
```
protected final Statistic myAcceptanceStat
```
  - myObservedStat
```
protected final Statistic myObservedStat
```
  - myObservableComponent
```
protected final ObservableComponent myObservableComponent
```
  - myInitializedFlag
```
protected boolean myInitializedFlag
```
  - myBurnInFlag
```
protected boolean myBurnInFlag
```
  - myStream
```
protected RNStreamIfc myStream
```
    myRNStream provides a reference to the underlying stream of random numbers
- Constructor Detail
  - MetropolisHastings1D
```
public MetropolisHastings1D(double initialX,
                            FunctionIfc targetFun,
                            ProposalFunction1DIfc proposalFun)
```
    Parameters:
    
    initialX - the initial value to start generation process
    
    targetFun - the target function
    
    proposalFun - the proposal function
- Method Detail
  - create
```
public static MetropolisHastings1D create(double initialX,
                                          int burnInAmount,
                                          FunctionIfc targetFun,
                                          ProposalFunction1DIfc proposalFun)
```
    Parameters:
    
    initialX - the initial value to start the burn in period
    
    burnInAmount - the number of samples in the burn in period
    
    targetFun - the target function
    
    proposalFun - the proposal function
    
    Returns:
    
    the created instance
  - runBurnInPeriod
```
public void runBurnInPeriod(int burnInAmount)
```
    Runs a burn in period and assigns the initial value of the process to the last value from the burn in process.
    
    Parameters:
    
    burnInAmount - the amount of sampling for the burn-in (warm up) period
  - initialize
```
public void initialize()
```
    Resets statistics and sets the initial state the the initial value or to the value found via the burn in period (if the burn in period was run).
  - resetStatistics
```
public void resetStatistics()
```
    Resets the automatically collected statistics
  - isInitialized
```
public final boolean isInitialized()
```
    Returns:
    
    true if the process has been initialized
  - isWarmedUp
```
public final boolean isWarmedUp()
```
    Returns:
    
    true if the process has been warmed up
  - runAll
```
public final double runAll(int n)
```
    Parameters:
    
    n - runs the process for n steps
    
    Returns:
    
    the value of the process after n steps
  - getCurrentX
```
public final double getCurrentX()
```
    Returns:
    
    the current state (x) of the process
  - getProposedY
```
public final double getProposedY()
```
    Returns:
    
    the last proposed state (y)
  - getPrevX
```
public final double getPrevX()
```
    Returns:
    
    the previous state (x) of the process
  - getLastAcceptanceProbability
```
public final double getLastAcceptanceProbability()
```
    Returns:
    
    the last value of the computed probability of acceptance
  - getFofProposedY
```
public final double getFofProposedY()
```
    Returns:
    
    the last value of the target function evaluated at the proposed state (y)
  - getFofCurrentX
```
public final double getFofCurrentX()
```
    Returns:
    
    the last value of the target function evaluated at the current state (x)
  - getAcceptanceStatistics
```
public Statistic getAcceptanceStatistics()
```
    Returns:
    
    statistics for the proportion of the proposed state (y) that are accepted
  - getObservedStatistics
```
public Statistic getObservedStatistics()
```
    Returns:
    
    statistics on the observed (generated) values of the process
  - next
```
public double next()
```
    Moves the process one step
    
    Returns:
    
    the next value of the process after proposing the next state (y)
  - getValue
```
public final double getValue()
```
    Description copied from interface: GetValueIfc
    
    This method simply returns the value.
    
    Specified by:
    
    getValue in interface GetValueIfc
    
    Returns:
    
    The value.
  - sample
```
public final double sample()
```
    Specified by:
    
    sample in interface SampleIfc
    
    Returns:
    
    generates a random value
  - acceptanceFunction
```
protected double acceptanceFunction(double currentX,
                                    double proposedY)
```
    Computes the acceptance function for each step
    
    Parameters:
    
    currentX - the current state
    
    proposedY - the proposed state
    
    Returns:
    
    the evaluated acceptance function
  - getFunctionRatio
```
protected double getFunctionRatio(double currentX,
                                  double proposedY)
```
    Parameters:
    
    currentX - the current state
    
    proposedY - the proposed state
    
    Returns:
    
    the ratio of f(y)/f(x) for the generation step
  - getInitialX
```
public final double getInitialX()
```
    Returns:
    
    the specified initial state or the state after the burn in period (if run)
  - setInitialX
```
public final void setInitialX(double initialX)
```
    Parameters:
    
    initialX - the value to use for the initial state
  - getRandomNumberStream
```
public final RNStreamIfc getRandomNumberStream()
```
    Specified by:
    
    getRandomNumberStream in interface GetRandomNumberStreamIfc
    
    Returns:
    
    the random number stream reference
  - setRandomNumberStream
```
public final void setRandomNumberStream(RNStreamIfc stream)
```
    Description copied from interface: SetRandomNumberStreamIfc
    
    Sets the underlying random number stream
    
    Specified by:
    
    setRandomNumberStream in interface SetRandomNumberStreamIfc
    
    Parameters:
    
    stream - the reference to the random number stream, must not be null
  - resetStartStream
```
public void resetStartStream()
```
    Description copied from interface: RNStreamControlIfc
    
    The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
    
    Specified by:
    
    resetStartStream in interface RNStreamControlIfc
  - resetStartSubstream
```
public void resetStartSubstream()
```
    Description copied from interface: RNStreamControlIfc
    
    Resets the position of the RNG at the start of the current substream
    
    Specified by:
    
    resetStartSubstream in interface RNStreamControlIfc
  - advanceToNextSubstream
```
public void advanceToNextSubstream()
```
    Description copied from interface: RNStreamControlIfc
    
    Positions the RNG at the beginning of its next substream
    
    Specified by:
    
    advanceToNextSubstream in interface RNStreamControlIfc
  - setAntitheticOption
```
public void setAntitheticOption(boolean flag)
```
    Description copied from interface: RNStreamControlIfc
    
    Tells the stream to start producing antithetic variates
    
    Specified by:
    
    setAntitheticOption in interface RNStreamControlIfc
    
    Parameters:
    
    flag - true means that it produces antithetic variates.
  - getAntitheticOption
```
public boolean getAntitheticOption()
```
    Specified by:
    
    getAntitheticOption in interface RNStreamControlIfc
    
    Returns:
    
    true means on
  - addObserver
```
public void addObserver(ObserverIfc observer)
```
    Description copied from interface: ObservableIfc
    
    Allows the adding (attaching) of an observer to the observable
    
    Specified by:
    
    addObserver in interface ObservableIfc
    
    Parameters:
    
    observer - the observer to attach
  - deleteObserver
```
public void deleteObserver(ObserverIfc observer)
```
    Description copied from interface: ObservableIfc
    
    Allows the deletion (removing) of an observer from the observable
    
    Specified by:
    
    deleteObserver in interface ObservableIfc
    
    Parameters:
    
    observer - the observer to delete
  - deleteObservers
```
public void deleteObservers()
```
    Description copied from interface: ObservableIfc
    
    Deletes all the observers from the observable
    
    Specified by:
    
    deleteObservers in interface ObservableIfc
  - contains
```
public boolean contains(ObserverIfc observer)
```
    Description copied from interface: ObservableIfc
    
    Returns true if the observer is already attached
    
    Specified by:
    
    contains in interface ObservableIfc
    
    Parameters:
    
    observer - the observer to check
    
    Returns:
    
    true if attached
  - countObservers
```
public int countObservers()
```
    Description copied from interface: ObservableIfc
    
    Returns how many observers are currently observing the observable
    
    Specified by:
    
    countObservers in interface ObservableIfc
    
    Returns:
    
    number of observers
  - toString
```
public java.lang.String toString()
```
    Overrides:
    
    toString in class java.lang.Object
  - asString
```
public java.lang.String asString()
```

Class MetropolisHastings1D

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface jsl.utilities.random.rng.GetRandomNumberStreamIfc

Methods inherited from interface jsl.utilities.random.SampleIfc

Methods inherited from interface jsl.utilities.random.rng.SetRandomNumberStreamIfc

Field Detail

myCurrentX

myProposedY

myPrevX

myLastAcceptanceProbability

myFofProposedY

myFofCurrentX

myInitialX

myTargetFun

myProposalFun

myAcceptanceStat

myObservedStat

myObservableComponent

myInitializedFlag

myBurnInFlag

myStream

Constructor Detail

MetropolisHastings1D

Method Detail

create

runBurnInPeriod

initialize

resetStatistics

isInitialized

isWarmedUp

runAll

getCurrentX

getProposedY

getPrevX

getLastAcceptanceProbability

getFofProposedY

getFofCurrentX

getAcceptanceStatistics

getObservedStatistics

next

getValue

sample

acceptanceFunction

getFunctionRatio

getInitialX

setInitialX

getRandomNumberStream

setRandomNumberStream

resetStartStream

resetStartSubstream

advanceToNextSubstream

setAntitheticOption

getAntitheticOption

addObserver

deleteObserver

deleteObservers

contains

countObservers

toString

asString