statalign.mcmc
Class LogisticProposal

java.lang.Object
  statalign.mcmc.ProposalDistribution<java.lang.Double>
      statalign.mcmc.LogisticProposal

public class LogisticProposal
extends ProposalDistribution<java.lang.Double>

Proposal distribution for variables whose support is [0,1]. In many cases this type of proposal results in higher effective sample size and better tail coverage than, for example, a simple Gaussian random walk.

Author:

herman

Constructor Summary

LogisticProposal()

Method Summary

double	logDensity(java.lang.Double x) Computes the logDensity of proposing a value x, adding on the term from the Jacobian of the transformation from x to logit(x).
java.lang.Double	sample()
void	updateProposal(double proposalWidthControlVariable, java.lang.Double currentParam)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LogisticProposal

public LogisticProposal()

Method Detail

logDensity

public double logDensity(java.lang.Double x)

Computes the logDensity of proposing a value x, adding on the term from the Jacobian of the transformation from x to logit(x).

Specified by:

logDensity in class ProposalDistribution<java.lang.Double>

sample

public java.lang.Double sample()

Specified by:

sample in class ProposalDistribution<java.lang.Double>

updateProposal

public void updateProposal(double proposalWidthControlVariable,
                           java.lang.Double currentParam)

Specified by:

updateProposal in class ProposalDistribution<java.lang.Double>