broadwick.montecarlo.markovchain.proposal

Class MarkovNormalProposal

java.lang.Object

broadwick.montecarlo.markovchain.proposal.MarkovNormalProposal

All Implemented Interfaces:

MarkovProposalFunction

public class MarkovNormalProposal
extends Object
implements MarkovProposalFunction

A proposal class that samples each new parameter in the steps coordinate from a normal distribution.

Field Summary

Fields

Modifier and Type	Field and Description
private static RNG	GENERATOR

Constructor Summary

Constructors

Constructor and Description
MarkovNormalProposal()

Method Summary

Modifier and Type	Method and Description
MonteCarloStep	generate(MonteCarloStep step) Generate a new step in the Markov Chain based only on the supplied 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

MarkovNormalProposal

public MarkovNormalProposal()

Method Detail

generate

public final MonteCarloStep generate(MonteCarloStep step)

Description copied from interface: MarkovProposalFunction

Generate a new step in the Markov Chain based only on the supplied step.

Specified by:

generate in interface MarkovProposalFunction

Parameters:

step - the current step in the Markov Chain

Returns:

the proposed new step.