1 /*
2 * Copyright 2013 University of Glasgow.
3 *
4 * Licensed under the Apache License, Version 2.0 (the "License");
5 * you may not use this file except in compliance with the License.
6 * You may obtain a copy of the License at
7 *
8 * http://www.apache.org/licenses/LICENSE-2.0
9 *
10 * Unless required by applicable law or agreed to in writing, software
11 * distributed under the License is distributed on an "AS IS" BASIS,
12 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13 * See the License for the specific language governing permissions and
14 * limitations under the License.
15 */
16 package broadwick.montecarlo.acceptor;
17
18 import broadwick.montecarlo.MonteCarloResults;
19 import broadwick.rng.RNG;
20
21 /**
22 * A Metropolis-Hastings acceptor.
23 */
24 public class MetropolisHastings implements MonteCarloAcceptor {
25
26 /**
27 * Create a MetropolisHastings acceptor with a given random seed.
28 * @param seed the random seed to use in the acceptor.
29 */
30 public MetropolisHastings(final int seed) {
31 GENERATOR.seed(seed);
32 }
33
34 @Override
35 public final boolean accept(final MonteCarloResults oldResult, final MonteCarloResults newResult) {
36
37 final double ratio = newResult.getExpectedValue() / oldResult.getExpectedValue();
38 return GENERATOR.getDouble() < Math.min(ratio, 1);
39 }
40
41 private static final RNG GENERATOR = new RNG(RNG.Generator.Well19937c);
42 }