SliceStep Class Reference

Implements a slice sampler. More...

#include <MCMC.h>

Inheritance diagram for SliceStep:

[legend]Collaboration diagram for SliceStep:

[legend]List of all members.

Public Member Functions
	SliceStep (ParameterT< double > *parameter)
void	SetBounds (double low, double high)
void	SetW (double w)
void	SetM (int m)
Protected Member Functions
virtual void	DoStep (void)

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Detailed Description

Implements a slice sampler.

Note: only univariate slices are supported

ParameterT constructors must provide appropriate step width, parameter->W(), and number of tries, parameter->M(), if defaults (1 and MUnbounded, respectively) are to be avoided. lowBound_ and highBound_ defaults must be reset if parameter range is bounded, e.g., frequencies in [0,1].

Definition at line 496 of file MCMC.h.

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Constructor & Destructor Documentation

SliceStep::SliceStep

(

ParameterT< double > *

parameter

)

[explicit]

Constructor

Parameters:

parameter

Pointer to the parameter associated with this step

The "step out" width is set to 1, unless the parameter has defined W() and returns a value > 0.0. The "step out" procedure is set to do an unlimited number of steps, unless the parameter has defined M() and returns a value > 0.

Notice that the defaults will result in the slice sampler adapting the "step out" width as the simulation proceeds. Adapting the width is permissible only when the distribution is unimodal. If you're not sure that your distribution is unimodal, you should define W() and M() to return values that seem reasonable to you.

Definition at line 553 of file MCMC.cpp.

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Member Function Documentation

void SliceStep::SetBounds	(	double	low,
		double	high
	)			[virtual]

Sets upper and lower limits on values allowed

Parameters:

	low	Lower bound on parameter
	high	Upper bound on parameter

For parameters that are bounded, e.g., frequencies on [0,1], setting bounds on allowable values helps avoid numerical problems in evaluating likelihoods and priors.

Implements StepBase.

Definition at line 573 of file MCMC.cpp.

References Util::dbl_max, StepBase::highBound_, StepBase::lowBound_, and StepBase::w_.

void SliceStep::SetW

(

double

w

)

[virtual]

Reset step width

Parameters:

w

New step width

Implements StepBase.

Definition at line 586 of file MCMC.cpp.

References StepBase::w_.

void SliceStep::SetM

(

int

m

)

[virtual]

Reset number of steps out allowed

Parameters:

m

New number of steps out allowed

Implements StepBase.

Definition at line 595 of file MCMC.cpp.

References StepBase::m_.

void SliceStep::DoStep

(

void

)

[protected, virtual]

Return a new value from the slice sampler

Implements StepBase.

Definition at line 611 of file MCMC.cpp.

References ParameterT< T >::Assign(), and ParameterT< T >::Value().

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

• MCMC.h
• MCMC.cpp

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