Package jline.api.mam

Class Rap_sample.RapSampler

java.lang.Object

jline.api.mam.Rap_sample.RapSampler

Enclosing class:

Rap_sample

public static final class Rap_sample.RapSampler
extends Object

Stateful RAP sampler that carries the conditional phase vector across draws, so successive inter-event times are correlated as in the process.

Constructor Summary

Constructors

Constructor	Description
RapSampler(Matrix D0, Matrix D1)	Builds the cached grid of matrix exponentials of H0 and initialises the conditional vector to the embedded stationary vector.

Method Summary

Modifier and Type	Method	Description
double	next(Random random)	Draws one inter-event time and advances the conditional phase vector.
void	reset()	Resets the conditional vector to the embedded stationary vector.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

RapSampler

public RapSampler(Matrix D0,
 Matrix D1)

Builds the cached grid of matrix exponentials of H0 and initialises the conditional vector to the embedded stationary vector.

Parameters:

D0 - the hidden-transition matrix H0

D1 - the visible-transition matrix H1

Method Details

next

public double next(Random random)

Draws one inter-event time and advances the conditional phase vector.

Parameters:

random - the uniform random source

Returns:

the next inter-event time

reset

public void reset()

Resets the conditional vector to the embedded stationary vector.