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.