public abstract class AbstractHybridMCMC extends AbstractMetropolis
| Modifier and Type | Field and Description |
|---|---|
protected double |
dt |
| Constructor and Description |
|---|
AbstractHybridMCMC(Vector initialState,
RandomNumberGenerator rng)
Constructs a new instance with the given parameters.
|
| Modifier and Type | Method and Description |
|---|---|
static RealVectorFunction |
dUdx(RealVectorFunction dLogF)
Gets the derivative of the potential function, given the derivative of the log density.
|
static double |
H(LeapFrogging.DynamicsState state,
RealScalarFunction logF,
Vector m)
Evaluates a system's total energy at a given state.
|
static double |
k(Vector p,
Vector m)
Evaluates the standard kinetic energy, k = p^2 / 2m.
|
void |
setDeltaT(double dt)
Sets the value of dt that will be used in the subsequent iterations.
|
acceptanceRate, isProposalAccepted, nextProposedState, nextVector, seedpublic AbstractHybridMCMC(Vector initialState, RandomNumberGenerator rng)
initialState - the initial state of the algorithmrng - a random number generatorpublic final void setDeltaT(double dt)
dt - the value of dtpublic static RealVectorFunction dUdx(RealVectorFunction dLogF)
dLogF - the derivative of the log density, density logF = -U(x)public static double H(LeapFrogging.DynamicsState state, RealScalarFunction logF, Vector m)
state - the state of the systemlogF - the log-density function, -U(x)m - the mass of the componentsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.