Package jsl.utilities.random.mcmc
Interface ProposalFunctionMVIfc
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public interface ProposalFunctionMVIfc
For use with MetropolisHastingsMV. Represents the proposal function for the multivariate case.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double[]
generateProposedGivenCurrent(double[] current)
double
getProposalRatio(double[] current, double[] proposed)
The ratio of g(y,x)/g(x,y).
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Method Detail
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getProposalRatio
double getProposalRatio(double[] current, double[] proposed)
The ratio of g(y,x)/g(x,y). The ratio of the proposal function evaluated at x = current and y = proposed, where g() is some proposal function of x and y. The implementor should ensure that the returned ratio is a valid double- Parameters:
current
- the x to evaluateproposed
- the y to evaluate- Returns:
- the ratio of the proposal function
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generateProposedGivenCurrent
double[] generateProposedGivenCurrent(double[] current)
- Parameters:
current
- the current state value of the chain (i.e. x)- Returns:
- the generated possible state (i.e. y) which may or may not be accepted
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