BIE::ReversibleJump Class Reference

Implements Green's Reversible jump MCMC method without split & combine steps. More...

#include <ReversibleJump.h>

Inheritance diagram for BIE::ReversibleJump:
Collaboration diagram for BIE::ReversibleJump:

List of all members.

Public Member Functions

 ReversibleJump (int mmax, double lambda, MixturePrior *p)
 Constructor.
 ~ReversibleJump ()
 Destructor.
void TestModeOn ()
 Turn off birth/death transitions for testing.
void TestModeOff ()
 Turn on birth/death transitions.
void SetBirthProb (double p)
 Rate to create new states.
virtual void GetNewState (Simulation *sim, Chain *ch)
 Initialize a new state from prior.
virtual void ComputeNewState (Simulation *sim, Chain *ch)
 Compute current posterior probability for new state.
virtual double ComputeCurrentState (Simulation *sim, Chain *ch)
 Compute posterior probability for current state.
virtual double ComputeState (Simulation *sim, Chain *ch)
 Compute posterior probability for proposed state.
virtual bool Sweep (Simulation *sim, Chain *ch)
 Update state based on a single sweep.
virtual void PrintAlgorithmDiagnostic (Simulation *sim)
 Print out any useful info when requested.

Static Public Attributes

static double BPROB
 Birth probability.

Protected Member Functions

int GenPoisson ()
 Poisson prior for number of components.

Protected Attributes

vector< double > Poisson
 Cumulative Poisson probs for prior generation.
int Mmax
 Config parameters.
double Lambda

Friends

class boost::serialization::access


Detailed Description

Implements Green's Reversible jump MCMC method without split & combine steps.

Constructor & Destructor Documentation

BIE::ReversibleJump::ReversibleJump ( int  mmax,
double  lambda,
MixturePrior p 
)

Constructor.

Parameters:
mmax is the maximum number of components allowed in the mixture
lambda is the Dirichlet parameter value for the prior
p is the prior distribution for mixture of class MixturePrior


The documentation for this class was generated from the following file:

Send suggestions, questions, and feedback to WEINBERG at ASTRO dot UMASS dot EDU.
Documentation generated at Fri Mar 26 00:35:13 2010 by doxygen