BetaProposal Class Reference
[Metropolis-Hastings Proposals]
Beta proposal for Metropolis-Hastings.
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#include <mcmc.h>
Public Member Functions | |
| BetaProposal () | |
| Empy constructor. | |
| BetaProposal (double idenominator) | |
| Main constructor. | |
| double | Draw (double starting_value) |
| Draw from Beta proposal. | |
| double | LogDensity (double new_value, double starting_value) |
| Log probability of proposal new value, given starting value. | |
Detailed Description
Beta proposal for Metropolis-Hastings.Useful proposal type for parameters with support between 0 and 1.
The beta proposal is parameterized using the mean and the inverse denominator. The denominator is a measure a scale and can be thought of as the number of observed trials bernoulli. We use the inverse of the denominator so that larger values imply bigger steps, consistent with NormalProposal. For the Beta distribution the mean is
![\[ m = \frac{\alpha}{\alpha + \beta} \]](form_6.png)
and the denominator is
![\[ d = \alpha + \beta. \]](form_7.png)
Therefore
![\[ \alpha = m \cdot d \]](form_19.png)
and
![\[ \beta = d \cdot (1-m). \]](form_18.png)
Constructor & Destructor Documentation
| BetaProposal::BetaProposal | ( | ) | [inline] |
Empy constructor.
| BetaProposal::BetaProposal | ( | double | idenominator | ) | [inline] |
Main constructor.
Scale of steps are parameterized using the inverse denominator of a Beta distribution:
![\[ \frac{1}{d} = \frac{1}{\alpha + \beta} \]](form_14.png)
- Parameters:
-
idenominator Tuning parameter equal to the inverse denominator 
of a Beta distribution.
Member Function Documentation
| double BetaProposal::Draw | ( | double | starting_value | ) | [inline] |
Draw from Beta proposal.
- Parameters:
-
starting_value Starting value (mean of Beta distribution).
| double BetaProposal::LogDensity | ( | double | new_value, | |
| double | starting_value | |||
| ) | [inline] |
Log probability of proposal new value, given starting value.
- Parameters:
-
starting_value Starting value. new_value Proposed new value.
The documentation for this class was generated from the following file:
