public class ErgodicHybridMCMC extends Object implements RandomVectorGenerator
Constructor and Description |
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ErgodicHybridMCMC(double a,
double b,
RandomLongGenerator uniform,
AbstractHybridMCMC hybridMCMC)
Constructs a new instance where dt is uniformly drawn from a given range.
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ErgodicHybridMCMC(double dt0,
UnivariateRealFunction deltaT,
AbstractHybridMCMC hybridMCMC)
Constructs a new instance where dt is given as a function.
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Modifier and Type | Method and Description |
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double[] |
nextVector()
Get the next random vector.
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void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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public ErgodicHybridMCMC(double dt0, UnivariateRealFunction deltaT, AbstractHybridMCMC hybridMCMC)
dt0
- the initial value for dtdeltaT
- the function that gives the next value of dt given the current valuehybridMCMC
- the underlying AbstractHybridMCMCpublic ErgodicHybridMCMC(double a, double b, RandomLongGenerator uniform, AbstractHybridMCMC hybridMCMC)
a
- the lower bound of the rangeb
- the upper bound of the rangeuniform
- the random long generator to be usedhybridMCMC
- the underlying AbstractHybridMCMCpublic double[] nextVector()
RandomVectorGenerator
nextVector
in interface RandomVectorGenerator
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