BIE::ReversibleJump Class Reference

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

#include <ReversibleJump.h>

Inheritance diagram for BIE::ReversibleJump:

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Collaboration diagram for BIE::ReversibleJump:

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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

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Detailed Description

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

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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

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

• /home/weinberg/src/BIE/include/ReversibleJump.h