public abstract class AbstractMetropolis extends Object implements RandomVectorGenerator
Constructor and Description 

AbstractMetropolis(Vector initialState,
RandomNumberGenerator rng)
Constructs a new instance with the given parameters.

Modifier and Type  Method and Description 

double 
acceptanceRate()
Gets the acceptance rate, i.e.

protected abstract boolean 
isProposalAccepted(Vector currentState,
Vector proposedState)
Decides whether the given proposed state should be accepted, or whether the system should
remain in it's current state.

protected abstract Vector 
nextProposedState(Vector currentState)
Proposes a next state for the system.

double[] 
nextVector()
Get the next random vector.

void 
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.

public AbstractMetropolis(Vector initialState, RandomNumberGenerator rng)
initialState
 the initial state of the algorithmrng
 a random number generatorpublic void seed(long... seeds)
Seedable
public double[] nextVector()
RandomVectorGenerator
nextVector
in interface RandomVectorGenerator
protected abstract Vector nextProposedState(Vector currentState)
currentState
 the current state of the systemprotected abstract boolean isProposalAccepted(Vector currentState, Vector proposedState)
currentState
 the current state of the systemproposedState
 the proposed next state of the systempublic final double acceptanceRate()
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