de.jstacs.models.mixture.gibbssampling
Class VarianceRatioBurnInTest

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

values

Constructor Summary

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

VarianceRatioBurnInTest(VarianceRatioBurnInTestParameterSet parameters)
Creates a new VarianceRatioBurnInTest instance.

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 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.models.mixture.gibbssampling.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()