public class ErgodicHybridMCMC extends Object implements RandomVectorGenerator
| Constructor and Description |
|---|
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.
|
| Modifier and Type | Method and Description |
|---|---|
double[] |
nextVector()
Get the next random vector.
|
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()
RandomVectorGeneratornextVector in interface RandomVectorGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.