broadwick.montecarlo.markovchain.proposal

Interface MarkovProposalFunction

All Known Implementing Classes:

MarkovNormalProposal

public interface MarkovProposalFunction

A Markov proposal distribution generates a new step in a Markov Chain (i.e. is based only on information from the current step and contains no memory of the walk beyond that).

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.

Method Detail

generate

MonteCarloStep generate(MonteCarloStep step)

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

Parameters:

step - the current step in the Markov Chain

Returns:

the proposed new step.