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java.lang.Objectde.jstacs.sampling.AbstractBurnInTest
de.jstacs.sampling.VarianceRatioBurnInTest
public class VarianceRatioBurnInTest
In this class the Variance-Ratio method of Gelman and Rubin is implemented to test the length of the burn-in phase of a multi-chain Gibbs Sampling (number of chains >2). The number of initial iterations is calculated by comparing the variances between the different chains with the variances within the chains. The method returns the same length of the burn-in for all sampled chains.
Field Summary |
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Fields inherited from class de.jstacs.sampling.AbstractBurnInTest |
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values |
Constructor Summary | |
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VarianceRatioBurnInTest(StringBuffer rep)
The standard constructor for the Storable interface. |
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VarianceRatioBurnInTest(VarianceRatioBurnInTestParameterSet parameters)
Creates a new VarianceRatioBurnInTest instance. |
Method Summary | |
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protected int |
computeLengthOfBurnIn()
Computes and returns the length of the burn-in phase given by the Variance-Ratio burn-in test. |
protected StringBuffer |
getFurtherInformation()
This method returns further information for the AbstractBurnInTest . |
String |
getInstanceName()
Returns a short description of the burn-in test. |
protected String |
getXMLTag()
This method returns the XML tag that is used in AbstractBurnInTest.toXML() and
AbstractBurnInTest.AbstractBurnInTest(StringBuffer) . |
protected void |
setFurtherInformation(StringBuffer xml)
This method sets further information for the AbstractBurnInTest . |
Methods inherited from class de.jstacs.sampling.AbstractBurnInTest |
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clone, getCurrentParameterSet, getLengthOfBurnIn, resetAllValues, setCurrentSamplingIndex, setValue, toXML |
Methods inherited from class java.lang.Object |
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equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public VarianceRatioBurnInTest(VarianceRatioBurnInTestParameterSet parameters) throws CloneNotSupportedException
VarianceRatioBurnInTest
instance.
parameters
- set of parameters
CloneNotSupportedException
- if the parameters can not be clonedpublic VarianceRatioBurnInTest(StringBuffer rep) throws NonParsableException
Storable
interface.
Creates a new VarianceRatioBurnInTest
instance out of a
StringBuffer
.
rep
- the StringBuffer
NonParsableException
- if the StringBuffer
can not be parsedMethod Detail |
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protected String getXMLTag()
AbstractBurnInTest
AbstractBurnInTest.toXML()
and
AbstractBurnInTest.AbstractBurnInTest(StringBuffer)
.
getXMLTag
in class AbstractBurnInTest
AbstractBurnInTest.toXML()
and AbstractBurnInTest.AbstractBurnInTest(StringBuffer)
protected StringBuffer getFurtherInformation()
AbstractBurnInTest
AbstractBurnInTest
. It enables to store test specific data via
the method AbstractBurnInTest.toXML()
. AbstractBurnInTest.toXML()
.
getFurtherInformation
in class AbstractBurnInTest
protected void setFurtherInformation(StringBuffer xml) throws NonParsableException
AbstractBurnInTest
AbstractBurnInTest
.
It enables to load test specific data in the constructor
AbstractBurnInTest.AbstractBurnInTest(StringBuffer)
. AbstractBurnInTest.AbstractBurnInTest(StringBuffer)
.
setFurtherInformation
in class AbstractBurnInTest
xml
- contains further information in XML format
NonParsableException
- if the StringBuffer
could not be parsedpublic String getInstanceName()
BurnInTest
protected int computeLengthOfBurnIn()
computeLengthOfBurnIn
in class AbstractBurnInTest
AbstractBurnInTest.computeLengthOfBurnIn()
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