statalign.mcmc
Class MultiplicativeProposal

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

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

Proposal that multiplies the current parameter by a log-normally distributed variable, which is equivalent to a Gaussian random walk on the logarithm of the parameter.

Author:

herman

Constructor Summary

MultiplicativeProposal()

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 log 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

MultiplicativeProposal

public MultiplicativeProposal()

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 log 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>