com.mockturtlesolutions.snifflib.invprobs

Class MetropolisHastings

java.lang.Object

com.mockturtlesolutions.snifflib.invprobs.MetropolisHastings

All Implemented Interfaces:

MCMCSampler, ObjectSampler, ObjectSamplerClient

public class MetropolisHastings
extends java.lang.Object
implements MCMCSampler

Field Summary

Fields

Modifier and Type	Field and Description
protected StatisticalModel	likelihood
protected StatisticalModel	prior
protected ProposalDistribution	proposal

Constructor Summary

Constructors

Constructor and Description
MetropolisHastings(StatisticalModel like, StatisticalModel pr, ProposalDistribution prop)

Method Summary

Methods

Modifier and Type	Method and Description
void	addObjectToSample(java.lang.String s)
DblMatrix	getAlpha()
DataSet	getDataAugment()
DblMatrix	getLogBayesFactor()
java.lang.Object	getNewObjectSample(java.lang.String f)
java.util.HashMap	getNewObjectSamples()
DblParamSet	getNewParams()
java.lang.String[]	getObjectSamplingOffered()
java.lang.String[]	getObjectsToSample()
DblParamSet	getPreviousParams()
boolean	isSamplingObject(java.lang.String s)
void	offerObjectSamplingFor(java.lang.String s)
boolean	offersObjectSamplingFor(java.lang.String s)
void	removeObjectToSample(java.lang.String s)
void	revokeObjectSamplingFor(java.lang.String s)
DblParamSet	sample(java.lang.String[] subset)
void	setDataAugment(DataSet S)
void	setNewParams(DblParamSet x) Sets the pervious parameter to the current parameters then sets the current parameters to the input parameters.
void	setObjectsToSample(java.lang.String[] S)
void	setPreviousParams(DblParamSet x)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

likelihood

protected StatisticalModel likelihood

prior

protected StatisticalModel prior

proposal

protected ProposalDistribution proposal

Constructor Detail

MetropolisHastings

public MetropolisHastings(StatisticalModel like,
                  StatisticalModel pr,
                  ProposalDistribution prop)

Method Detail

isSamplingObject

public boolean isSamplingObject(java.lang.String s)

Specified by:

isSamplingObject in interface ObjectSampler

offersObjectSamplingFor

public boolean offersObjectSamplingFor(java.lang.String s)

Specified by:

offersObjectSamplingFor in interface ObjectSamplerClient

getNewObjectSample

public java.lang.Object getNewObjectSample(java.lang.String f)

Specified by:

getNewObjectSample in interface ObjectSamplerClient

offerObjectSamplingFor

public void offerObjectSamplingFor(java.lang.String s)

Specified by:

offerObjectSamplingFor in interface ObjectSamplerClient

revokeObjectSamplingFor

public void revokeObjectSamplingFor(java.lang.String s)

Specified by:

revokeObjectSamplingFor in interface ObjectSamplerClient

getObjectSamplingOffered

public java.lang.String[] getObjectSamplingOffered()

Specified by:

getObjectSamplingOffered in interface ObjectSamplerClient

getNewObjectSamples

public java.util.HashMap getNewObjectSamples()

Specified by:

getNewObjectSamples in interface ObjectSamplerClient

addObjectToSample

public void addObjectToSample(java.lang.String s)

Specified by:

addObjectToSample in interface ObjectSampler

removeObjectToSample

public void removeObjectToSample(java.lang.String s)

Specified by:

removeObjectToSample in interface ObjectSampler

getObjectsToSample

public java.lang.String[] getObjectsToSample()

Specified by:

getObjectsToSample in interface ObjectSampler

setObjectsToSample

public void setObjectsToSample(java.lang.String[] S)

Specified by:

setObjectsToSample in interface ObjectSampler

getNewParams

public DblParamSet getNewParams()

Specified by:

getNewParams in interface MCMCSampler

setNewParams

public void setNewParams(DblParamSet x)

Sets the pervious parameter to the current parameters then sets the current parameters to the input parameters.

Specified by:

setNewParams in interface MCMCSampler

getPreviousParams

public DblParamSet getPreviousParams()

Specified by:

getPreviousParams in interface MCMCSampler

setPreviousParams

public void setPreviousParams(DblParamSet x)

Specified by:

setPreviousParams in interface MCMCSampler

setDataAugment

public void setDataAugment(DataSet S)

Specified by:

setDataAugment in interface MCMCSampler

getDataAugment

public DataSet getDataAugment()

Specified by:

getDataAugment in interface MCMCSampler

getAlpha

public DblMatrix getAlpha()

Specified by:

getAlpha in interface MCMCSampler

getLogBayesFactor

public DblMatrix getLogBayesFactor()

Specified by:

getLogBayesFactor in interface MCMCSampler

sample

public DblParamSet sample(java.lang.String[] subset)

Specified by:

sample in interface MCMCSampler