de.jstacs.sampling

Class VarianceRatioBurnInTest

java.lang.Object

de.jstacs.sampling.AbstractBurnInTest

de.jstacs.sampling.VarianceRatioBurnInTest

All Implemented Interfaces:

InstantiableFromParameterSet, BurnInTest, Storable, Cloneable

public class VarianceRatioBurnInTest
extends AbstractBurnInTest

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.

Author:

Berit Haldemann

Field Summary

Fields inherited from class de.jstacs.sampling.AbstractBurnInTest

values

Constructor Summary

Constructors

Constructor and Description
VarianceRatioBurnInTest(StringBuffer rep) The standard constructor for the Storable interface.
VarianceRatioBurnInTest(VarianceRatioBurnInTestParameterSet parameters) Creates a new VarianceRatioBurnInTest instance.

Method Summary

Methods

Modifier and Type	Method and Description
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

clone, getCurrentParameterSet, getLengthOfBurnIn, resetAllValues, setCurrentSamplingIndex, setValue, toXML

Methods inherited from class java.lang.Object

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

Constructor Detail

VarianceRatioBurnInTest

public VarianceRatioBurnInTest(VarianceRatioBurnInTestParameterSet parameters)
                        throws CloneNotSupportedException

Creates a new VarianceRatioBurnInTest instance.

Parameters:

parameters - set of parameters

Throws:

CloneNotSupportedException - if the parameters can not be cloned

VarianceRatioBurnInTest

public VarianceRatioBurnInTest(StringBuffer rep)
                        throws NonParsableException

The standard constructor for the Storable interface. Creates a new VarianceRatioBurnInTest instance out of a StringBuffer.

Parameters:

rep - the StringBuffer

Throws:

NonParsableException - if the StringBuffer can not be parsed

Method Detail

getXMLTag

protected String getXMLTag()

Description copied from class: AbstractBurnInTest

This method returns the XML tag that is used in AbstractBurnInTest.toXML() and AbstractBurnInTest.AbstractBurnInTest(StringBuffer).

Specified by:

getXMLTag in class AbstractBurnInTest

Returns:

the XML tag that is used in AbstractBurnInTest.toXML() and AbstractBurnInTest.AbstractBurnInTest(StringBuffer)

getFurtherInformation

protected StringBuffer getFurtherInformation()

Description copied from class: AbstractBurnInTest

This method returns further information for the AbstractBurnInTest. It enables to store test specific data via the method AbstractBurnInTest.toXML().

This method should only be used in AbstractBurnInTest.toXML().

Specified by:

getFurtherInformation in class AbstractBurnInTest

Returns:

further information in XML format

setFurtherInformation

protected void setFurtherInformation(StringBuffer xml)
                              throws NonParsableException

Description copied from class: AbstractBurnInTest

This method sets further information for the AbstractBurnInTest. It enables to load test specific data in the constructor AbstractBurnInTest.AbstractBurnInTest(StringBuffer).

This method should only be used in AbstractBurnInTest.AbstractBurnInTest(StringBuffer).

Specified by:

setFurtherInformation in class AbstractBurnInTest

Parameters:

xml - contains further information in XML format

Throws:

NonParsableException - if the StringBuffer could not be parsed

getInstanceName

public String getInstanceName()

Description copied from interface: BurnInTest

Returns a short description of the burn-in test.

Returns:

a short description of the burn-in test.

computeLengthOfBurnIn

protected int computeLengthOfBurnIn()

Computes and returns the length of the burn-in phase given by the Variance-Ratio burn-in test. To get an effective test the number of Gibbs iterations should be greater than 250. Fewer iterations may lead to inaccuracy in the calculation of the different required variances.

Specified by:

computeLengthOfBurnIn in class AbstractBurnInTest

Returns:

the length of the burn-in phase

See Also:

AbstractBurnInTest.computeLengthOfBurnIn()