public final class MetropolisUtils extends Object
Modifier and Type | Method and Description |
---|---|
static boolean |
isProposalAccepted(RealScalarFunction logf,
RandomLongGenerator uniform,
Vector currentState,
Vector proposedState)
Uses the given LOG density function to determine whether the given state transition should be
accepted.
|
static double |
logAcceptanceRatio(RealScalarFunction logf,
Vector currentState,
Vector proposedState)
Computes the log of the acceptance ratio.
|
public static boolean isProposalAccepted(RealScalarFunction logf, RandomLongGenerator uniform, Vector currentState, Vector proposedState)
logf
- the log density functionuniform
- the random long generatorcurrentState
- the current stateproposedState
- the proposed next statepublic static double logAcceptanceRatio(RealScalarFunction logf, Vector currentState, Vector proposedState)
logf
- the log density functioncurrentState
- the current stateproposedState
- the proposed next stateCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.