Package jdistlib

Interface RejectionEnvelope

All Known Implementing Classes:
UniformRejectionEnvelope
public interface RejectionEnvelope
Proposal distribution and certified majorization constant for rejection sampling. Implementations promise target(x) <= M * proposal(x).

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    getLogMajorizationConstant()
    Returns log(M) in the majorization promise.
    double
    logProposalDensity(double x)
    Returns the normalized proposal log-density at x.
    double
    sample(RandomEngine random)
    Draws from the normalized proposal distribution.

  • Method Details

    • sample

      double sample(RandomEngine random)
      Draws from the normalized proposal distribution.

    • logProposalDensity

      double logProposalDensity(double x)
      Returns the normalized proposal log-density at x.

    • getLogMajorizationConstant

      double getLogMajorizationConstant()
      Returns log(M) in the majorization promise.