broadwick.montecarlo.acceptor

Interface MonteCarloAcceptor

All Known Implementing Classes:

MetropolisHastings

public interface MonteCarloAcceptor

MonteCarloAcceptor for a Monte Carlo step.

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.

Method Detail

accept

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.

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.