broadwick.montecarlo.markovchain

Class MarkovChain

java.lang.Object

broadwick.montecarlo.markovchain.MarkovChain

All Implemented Interfaces:

MarkovStepGenerator

public class MarkovChain
extends Object
implements MarkovStepGenerator

An implementation of a Markov Chain which stores the history. Markov Chains have a current step and generates a new step based solely on the current one.

Field Summary

Fields

Modifier and Type	Field and Description
private int	chainLength
private MonteCarloStep	currentStep
private MarkovProposalFunction	generator
private MonteCarloStep	initialStep

Constructor Summary

Constructors

Constructor and Description
MarkovChain(MonteCarloStep initialStep) Create a new Markov chain with an initial step.
MarkovChain(MonteCarloStep initialStep, MarkovProposalFunction generator) Create a new Markov Chain with an initial step and proposal function.

Method Summary

Modifier and Type	Method and Description
MonteCarloStep	generateNextStep(MonteCarloStep step) Generate the next step in the path.
MonteCarloStep	getInitialStep() Get the initial Step of the path.

Methods inherited from class java.lang.Object

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

Field Detail

currentStep

private MonteCarloStep currentStep

initialStep

private MonteCarloStep initialStep

generator

private final MarkovProposalFunction generator

chainLength

private int chainLength

Constructor Detail

MarkovChain

public MarkovChain(MonteCarloStep initialStep)

Create a new Markov chain with an initial step.

Parameters:

initialStep - the initial step.

MarkovChain

public MarkovChain(MonteCarloStep initialStep,
                   MarkovProposalFunction generator)

Create a new Markov Chain with an initial step and proposal function.

Parameters:

initialStep - the initial step.

generator - the generator object for proposing new steps.

Method Detail

generateNextStep

public final MonteCarloStep generateNextStep(MonteCarloStep step)

Description copied from interface: MarkovStepGenerator

Generate the next step in the path.

Specified by:

generateNextStep in interface MarkovStepGenerator

Parameters:

step - the current step.

Returns:

the proposed next step.

getInitialStep

public final MonteCarloStep getInitialStep()

Description copied from interface: MarkovStepGenerator

Get the initial Step of the path.

Specified by:

getInitialStep in interface MarkovStepGenerator

Returns:

the initial step.