Package jdistlib

Class UniformRejectionEnvelope

java.lang.Object

jdistlib.UniformRejectionEnvelope

All Implemented Interfaces:

RejectionEnvelope

public final class UniformRejectionEnvelope
extends Object
implements RejectionEnvelope

A uniform proposal for a finite interval with a certified density bound.

Constructor Summary

Constructors

Constructor	Description
UniformRejectionEnvelope(double lower, double upper, double logDensityUpperBound)

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Details

UniformRejectionEnvelope

public UniformRejectionEnvelope(double lower,
 double upper,
 double logDensityUpperBound)

Parameters:

lower - finite proposal lower bound

upper - finite proposal upper bound

logDensityUpperBound - certified upper bound on the normalized target log-density throughout the interval

Method Details

sample

public double sample(RandomEngine random)

Description copied from interface: RejectionEnvelope

Draws from the normalized proposal distribution.

Specified by:

sample in interface RejectionEnvelope

logProposalDensity

public double logProposalDensity(double x)

Description copied from interface: RejectionEnvelope

Returns the normalized proposal log-density at x.

Specified by:

logProposalDensity in interface RejectionEnvelope

getLogMajorizationConstant

public double getLogMajorizationConstant()

Description copied from interface: RejectionEnvelope

Returns log(M) in the majorization promise.

Specified by:

getLogMajorizationConstant in interface RejectionEnvelope

getLowerBound

public double getLowerBound()

getUpperBound

public double getUpperBound()

getLogDensityUpperBound

public double getLogDensityUpperBound()