Interface ProposalFunctionMVIfc


  • public interface ProposalFunctionMVIfc
    For use with MetropolisHastingsMV. Represents the proposal function for the multivariate case.
    • Method Detail

      • 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 evaluate
        proposed - the y to evaluate
        Returns:
        the ratio of the proposal function
      • 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