Public Member Functions | Protected Attributes

MetropolisHastings Class Reference

Inheritance diagram for MetropolisHastings:
PsiSampler DefaultMCMC GenericMetropolis

List of all members.

Public Member Functions

 MetropolisHastings (const PsiPsychometric *Model, const PsiData *Data, PsiRandom *proposal)
 initialize the sampler
std::vector< double > draw (void)
 perform a metropolis hastings step and draw a sample from the posterior
virtual double acceptance_probability (const std::vector< double > &current_theta, const std::vector< double > &new_theta)
void setTheta (const std::vector< double > &prm)
 set the current state of the sampler
std::vector< double > getTheta (void)
 get the current state of the sampler
double getDeviance (void)
 get the current deviance
void setStepSize (double size, unsigned int param)
 set the standard deviation of the proposal distribution for parameter param
void setStepSize (const std::vector< double > &sizes)
 set standard deviations of the proposal distribution for all parameters at once
std::vector< double > getStepsize (void)
 return the current stepwidth (standard deviations of the proposal distribution)
MCMCList sample (unsigned int N)
 draw N samples from the posterior
unsigned int getNparams (void)
 get the number of parameters for which the sampler is set up
virtual void proposePoint (std::vector< double > &current_theta, std::vector< double > &step_widths, PsiRandom *proposal, std::vector< double > &new_theta)
 propose a new sample and save it in new_theta

Protected Attributes

double qold

Constructor & Destructor Documentation

MetropolisHastings::MetropolisHastings ( const PsiPsychometric Model,
const PsiData Data,
PsiRandom proposal 
)

initialize the sampler

Parameters:
Model psychometric funciton model to sample from
Data data to base inference on
proposal proposal distribution (will usually be a gaussian)

The documentation for this class was generated from the following files: