Package org.oristool.simulator.samplers

Class MetropolisHastings

java.lang.Object

org.oristool.simulator.samplers.MetropolisHastings

All Implemented Interfaces:

Sampler

public final class MetropolisHastings
extends Object
implements Sampler

Sampler for general PDFs using the Metropolis-Hastings algorithm.

Constructor Summary

Constructors

Constructor	Description
MetropolisHastings(Function f)	Builds a sampler for the given function.

Method Summary

Modifier and Type	Method	Description
BigDecimal	computeSample()	Computes the next sample according to the Metropolis-Hastings algorithm.
BigDecimal	getSample()	Returns the next sample.

Methods inherited from class java.lang.Object

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

Constructor Details

MetropolisHastings

public MetropolisHastings(Function f)

Builds a sampler for the given function.

Parameters:

f - a PDF function

Method Details

getSample

public BigDecimal getSample()

Description copied from interface: Sampler

Returns the next sample.

Specified by:

getSample in interface Sampler

Returns:

next sample

computeSample

public BigDecimal computeSample()

Computes the next sample according to the Metropolis-Hastings algorithm.

Returns:

the next sample