52 lines
1.9 KiB
C++
52 lines
1.9 KiB
C++
/*
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* Copyright (C) 2010-2011 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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///////////////////////////////////////////////////////////
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// RandomWalkMetropolisHastings.hh
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// Implementation of the Class RandomWalkMetropolisHastings
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// Created on: 07-Sep-2010 15:21:40
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///////////////////////////////////////////////////////////
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#if !defined(A6BBC5E0_598E_4863_B7FF_E87320056B80__INCLUDED_)
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#define A6BBC5E0_598E_4863_B7FF_E87320056B80__INCLUDED_
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#include "LogPosteriorDensity.hh"
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#include "Proposal.hh"
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class RandomWalkMetropolisHastings
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{
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private:
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Vector parDraw, newParDraw;
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public:
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RandomWalkMetropolisHastings(size_t size) :
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parDraw(size), newParDraw(size)
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{
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};
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virtual ~RandomWalkMetropolisHastings() {};
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virtual double compute(VectorView &mhLogPostDens, MatrixView &mhParams, Matrix &steadyState,
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Vector &estParams, Vector &deepParams, const MatrixConstView &data, Matrix &Q, Matrix &H,
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const size_t presampleStart, int &info, const size_t startDraw, size_t nMHruns,
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LogPosteriorDensity &logPosteriorDensity, Proposal &proposalDrawDistribution,
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EstimatedParametersDescription &epd);
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};
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#endif // !defined(A6BBC5E0_598E_4863_B7FF_E87320056B80__INCLUDED_)
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