de.jstacs.models.mixture.gibbssampling
Class VarianceRatioBurnInTest

java.lang.Object
  de.jstacs.models.mixture.gibbssampling.BurnInTest
      de.jstacs.models.mixture.gibbssampling.AbstractBurnInTest
          de.jstacs.models.mixture.gibbssampling.VarianceRatioBurnInTest

All Implemented Interfaces:

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.models.mixture.gibbssampling.AbstractBurnInTest

values

Constructor Summary

VarianceRatioBurnInTest(int starts)
Constructor for initialization of the VarianceRatioBurnInTest given a fixed threshold value of 1.2.

VarianceRatioBurnInTest(int starts, double t)
Constructor for initialization of the VarianceRatioBurnInTest.

VarianceRatioBurnInTest(StringBuffer rep)
The standard constructor for the interface Storable.

Method Summary

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 return 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.models.mixture.gibbssampling.AbstractBurnInTest

getLengthOfBurnIn, resetAllValues, setCurrentSamplingIndex, setValue, toXML

Methods inherited from class de.jstacs.models.mixture.gibbssampling.BurnInTest

clone

Methods inherited from class java.lang.Object

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

Constructor Detail

VarianceRatioBurnInTest

public VarianceRatioBurnInTest(int starts)

Constructor for initialization of the VarianceRatioBurnInTest given a fixed threshold value of 1.2.

Parameters:

starts - the number of chains resulting from the number of starts of the Gibbs Sampler, must be greater than 2

VarianceRatioBurnInTest

public VarianceRatioBurnInTest(int starts,
                               double t)

Constructor for initialization of the VarianceRatioBurnInTest.

Parameters:

starts - the number of chains resulting from the number of starts of the Gibbs Sampler, must be greater than 2

t - the threshold value for testing the end of the burn-in phase with the Variance-Ratio burn-in test, the value has to be greater than 1 since the tested potential scale reduction factor R converges to 1

See Also:

computeLengthOfBurnIn()

VarianceRatioBurnInTest

public VarianceRatioBurnInTest(StringBuffer rep)
                        throws NonParsableException

The standard constructor for the interface Storable.

Parameters:

rep - the StringBuffer containing the model

Throws:

NonParsableException - if the StringBuffer can not be parsed

Method Detail

getXMLTag

protected String getXMLTag()

Description copied from class: AbstractBurnInTest

This method return 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. The method 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. The method 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 class: BurnInTest

Returns a short description of the burn-in test.

Specified by:

getInstanceName in class BurnInTest

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()