broadwick.montecarlo.acceptor

Class MetropolisHastings

java.lang.Object

broadwick.montecarlo.acceptor.MetropolisHastings

All Implemented Interfaces:

MonteCarloAcceptor

public class MetropolisHastings
extends Object
implements MonteCarloAcceptor

A Metropolis-Hastings acceptor.

Field Summary

Fields

Modifier and Type	Field and Description
private static RNG	GENERATOR

Constructor Summary

Constructors

Constructor and Description
MetropolisHastings(int seed) Create a MetropolisHastings acceptor with a given random seed.

Method Summary

Modifier and Type	Method and Description
boolean	accept(MonteCarloResults oldResult, MonteCarloResults newResult) Accept a step in a Monte Carlo path/chain based on the ratio of the results at each step.

Methods inherited from class java.lang.Object

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

Field Detail

GENERATOR

private static final RNG GENERATOR

Constructor Detail

MetropolisHastings

public MetropolisHastings(int seed)

Create a MetropolisHastings acceptor with a given random seed.

Parameters:

seed - the random seed to use in the acceptor.

Method Detail

accept

public final boolean accept(MonteCarloResults oldResult,
                            MonteCarloResults newResult)

Description copied from interface: MonteCarloAcceptor

Accept a step in a Monte Carlo path/chain based on the ratio of the results at each step.

Specified by:

accept in interface MonteCarloAcceptor

Parameters:

oldResult - the results at the previous step.

newResult - the result at the current (proposed) step.

Returns:

true if the step that generated newResults is to be accepted, false otherwise.