Public Member Functions | Public Attributes

bio_expression::MH Class Reference

Class performing draws from densities for Bayesian estimation using Metropolis-Hastings algorithm. More...

Inheritance diagram for bio_expression::MH:
bio_expression::Expression

List of all members.

Public Member Functions

def __init__

Public Attributes

 type
 beta
 density
 warmup
 steps
 operatorIndex

Detailed Description

Class performing draws from densities for Bayesian estimation using Metropolis-Hastings algorithm.

Values of Beta parameters are drawn from a given density function using a Metropolis-Hastings algorithm. Example:

 BETA = {ASC_CAR, ASC_TRAIN, B_TIME, B_COST}
 prob = bioLogit(V,av,CHOICE)
 rowIterator('obsIter') 
 likelihood = Prod(prob,'obsIter')
 BIOGEME_OBJECT.BAYESIAN = MH(BETA,likelihood)

Constructor & Destructor Documentation

def bio_expression::MH::__init__ (   self,
  beta,
  density,
  warmup,
  steps 
)
Parameters:
betaa list of the form

 {beta1, beta2,...}

where beta1, beta2, etc. are defined by the Beta expression.

densityvalid expression representing the density to draw from.
warmupnumber of steps of the Markov chain to perform to reach stationarity.
stepsnumber of steps to skip between two draws.

Member Data Documentation

Reimplemented from bio_expression::Expression.


The documentation for this class was generated from the following file:
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