EquilibriumSampler Class Reference

List of all members.

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Detailed Description

Samples from equilibrium distribution of a stationary process.

Author:

Lawrence Murray <lawrence@indii.org>

Version:

Rev

Date:

Date

Produces samples from the equilibrium distribution of a stationary stochastic process using Markov Chain Monte Carlo (MCMC).

Definition at line 19 of file EquilibriumSampler.hpp.

Public Member Functions
	EquilibriumSampler (NumericalSolver *solver, const double burn, const double interval)
	Constructor.
virtual	~EquilibriumSampler ()
	Destructor.
indii::ml::aux::vector	sample ()
	Sample from the equilibrium distribution.

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Constructor & Destructor Documentation

EquilibriumSampler	(	NumericalSolver *	solver,
		const double	burn,
		const double	interval
	)

Constructor.

Parameters:

	solver	Numerical solver.
	burn	Projected time until equilibrium distribution is reached from initial state.
	interval	Time between successive samples once equilibrium distribution has been reached, assuming samples are approximately independent when separated by this interval.

Definition at line 7 of file EquilibriumSampler.cpp.

~EquilibriumSampler

(

)

[virtual]

Destructor.

Definition at line 13 of file EquilibriumSampler.cpp.

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Member Function Documentation

indii::ml::aux::vector sample

(

)

Sample from the equilibrium distribution.

Returns:

Sample from the equilibrium distribution.

On the first call, advances the system by the given burn time to reach the equilibrium distribution, then returns the state of the system as the sample. On subsequent calls, advances the system by the given interval time and returns the state of the system as the sample.

Definition at line 17 of file EquilibriumSampler.cpp.

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