public abstract class AbstractHybridMCMC extends AbstractMetropolis
Modifier and Type | Field and Description |
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protected double |
dt |
Constructor and Description |
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AbstractHybridMCMC(Vector initialState,
RandomNumberGenerator rng)
Constructs a new instance with the given parameters.
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Modifier and Type | Method and Description |
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static RealVectorFunction |
dUdx(RealVectorFunction dLogF)
Gets the derivative of the potential function, given the derivative of the log density.
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static double |
H(LeapFrogging.DynamicsState state,
RealScalarFunction logF,
Vector m)
Evaluates a system's total energy at a given state.
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static double |
k(Vector p,
Vector m)
Evaluates the standard kinetic energy, k = p^2 / 2m.
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void |
setDeltaT(double dt)
Sets the value of dt that will be used in the subsequent iterations.
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acceptanceRate, isProposalAccepted, nextProposedState, nextVector, seed
public 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.