DMHMarkov
class DMHMarkovChain(initialState: Int = 1, proposalMatrix: Array<DoubleArray>, alphaMatrix: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : DMarkovChain(source)
Randomly generates the states of a discrete Markov Chain for a Metropolis-Hastings process. Assumes that the states are labeled 1, 2, 3, etc. The transition probabilities are supplied as an array of arrays. transMatrix0 holds the array of transition probabilities for transition to each state {p11, p12, p13, .., p1n} for state 1 transMatrix1 holds the array of transition probabilities for transition to each state {p21, p22, p23, .., p2n} for state 2 etc.
Author
rossetti
Parameters
initial
the initial state
proposal
the single step transition matrix
alpha
the acceptance matrix
stream
the random number stream number, defaults to 0, which means the next stream
stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
name
an optional name
Constructors
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constructor(initialState: Int = 1, proposalMatrix: Array<DoubleArray>, alphaMatrix: Array<DoubleArray>, streamNumber: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)