QUESO::MarkovChainPositionData< V > Class Template Reference

A templated class that represents a Markov Chain. More...

#include <MarkovChainPositionData.h>

Public Member Functions
Constructor/Destructor methods
	MarkovChainPositionData (const BaseEnvironment &env)
	Constructor 1. More...
	MarkovChainPositionData (const BaseEnvironment &env, const V &vecValues, bool outOfTargetSupport, double logLikelihood, double logTarget)
	Constructor 2. More...
	MarkovChainPositionData (const MarkovChainPositionData< V > &rhs)
	Constructor 3: copy. More...
	~MarkovChainPositionData ()
	Destructor. More...
Set methods
MarkovChainPositionData< V > &	operator= (const MarkovChainPositionData< V > &rhs)
	Assignment operator. More...
Statistical/Mathematical methods
const V &	vecValues () const
	Values of the chain (vector); access to private attribute m_vecValues. More...
bool	outOfTargetSupport () const
	Whether or not a position is out of target support; access to private attribute m_outOfTargetSupport. More...
double	logLikelihood () const
	Logarithm of the value of the likelihood; access to private attribute m_logLikelihood. More...
double	logTarget () const
	Logarithm of the value of the target; access to private attribute m_logTarget. More...
void	set (const V &vecValues, bool outOfTargetSupport, double logLikelihood, double logTarget)
	Sets the values of the chain. More...

Private Attributes
const BaseEnvironment &	m_env
V *	m_vecValues
bool	m_outOfTargetSupport
double	m_logLikelihood
double	m_logTarget

I/O methods
void	print (std::ostream &os) const
	TODO: Prints the Markov chain. More...
std::ostream &	operator<< (std::ostream &os, const MarkovChainPositionData< V > &obj)

Detailed Description

template<class V = GslVector>
class QUESO::MarkovChainPositionData< V >

A templated class that represents a Markov Chain.

This class implements a Markov Chain. It contains important information about a position such as whether or not it is out of the target support and its logarithmic values of the likelihood and of the target, besides the position location. A Markov chain is collection of random variables {X_t}, where the index t runs through 0, 1, ..., having the property that, given the present, the future is conditionally independent of the past. For instance, a Markov chain is passed to the Metropolis-Hastings algorithm and on it is calculated the acceptance ration MetropolisHastingsSG::alpha().

Definition at line 49 of file MarkovChainPositionData.h.

Constructor & Destructor Documentation

template<class V >

QUESO::MarkovChainPositionData< V >::MarkovChainPositionData

(

const BaseEnvironment &

env

)

Constructor 1.

It allocates a new Markov chain, given the environment. All the other private attributes are either NULL, false or zero.

Definition at line 32 of file MarkovChainPositionData.C.

  :
  m_env               (env),
  m_vecValues         (NULL),
  m_outOfTargetSupport(false),
  m_logLikelihood     (0.),
  m_logTarget         (0.)
{
}

template<class V >

QUESO::MarkovChainPositionData< V >::MarkovChainPositionData	(	const BaseEnvironment &	env,
		const V &	vecValues,
		bool	outOfTargetSupport,
		double	logLikelihood,
		double	logTarget
	)

Constructor 2.

It allocates a new Markov chain, and the vector vecValues, given the environment, the likelihood and target values and sets whether or not it is out of target support.

Definition at line 43 of file MarkovChainPositionData.C.

  :
  m_env               (env),
  m_vecValues         (new V(vecValues)),
  m_outOfTargetSupport(outOfTargetSupport),
  m_logLikelihood     (logLikelihood),
  m_logTarget         (logTarget)
{
}

template<class V >

QUESO::MarkovChainPositionData< V >::MarkovChainPositionData

(

const MarkovChainPositionData< V > &

rhs

)

Constructor 3: copy.

The new Markov chain is a copy of rhs.

Definition at line 59 of file MarkovChainPositionData.C.

  :
  m_env               (rhs.m_env               ),
  m_vecValues         (new V(*rhs.m_vecValues )),
  m_outOfTargetSupport(rhs.m_outOfTargetSupport),
  m_logLikelihood     (rhs.m_logLikelihood     ),
  m_logTarget         (rhs.m_logTarget         )
{
}

template<class V >

QUESO::MarkovChainPositionData< V >::~MarkovChainPositionData

(

)

Destructor.

Definition at line 70 of file MarkovChainPositionData.C.

{
  if (m_vecValues) delete m_vecValues;
}

Member Function Documentation

template<class V >

double QUESO::MarkovChainPositionData< V >::logLikelihood

(

)

const

Logarithm of the value of the likelihood; access to private attribute m_logLikelihood.

Definition at line 108 of file MarkovChainPositionData.C.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::generateFullChain().

{
  return m_logLikelihood;
}

template<class V >

double QUESO::MarkovChainPositionData< V >::logTarget

(

)

const

Logarithm of the value of the target; access to private attribute m_logTarget.

Definition at line 116 of file MarkovChainPositionData.C.

Referenced by QUESO::Algorithm< V, M >::acceptance_ratio(), and QUESO::MetropolisHastingsSG< P_V, P_M >::generateFullChain().

{
  return m_logTarget;
}

template<class V >

MarkovChainPositionData< V > & QUESO::MarkovChainPositionData< V >::operator=

(

const MarkovChainPositionData< V > &

rhs

)

Assignment operator.

Definition at line 77 of file MarkovChainPositionData.C.

References QUESO::MarkovChainPositionData< V >::m_logLikelihood, QUESO::MarkovChainPositionData< V >::m_logTarget, QUESO::MarkovChainPositionData< V >::m_outOfTargetSupport, and QUESO::MarkovChainPositionData< V >::m_vecValues.

{
  if (m_vecValues == NULL) m_vecValues = new V(*rhs.m_vecValues);
  else                    *m_vecValues = *rhs.m_vecValues;
  m_outOfTargetSupport = rhs.m_outOfTargetSupport;
  m_logLikelihood      = rhs.m_logLikelihood;
  m_logTarget          = rhs.m_logTarget;

  return *this;
}

template<class V >

bool QUESO::MarkovChainPositionData< V >::outOfTargetSupport

(

)

const

Whether or not a position is out of target support; access to private attribute m_outOfTargetSupport.

Definition at line 100 of file MarkovChainPositionData.C.

Referenced by QUESO::Algorithm< V, M >::acceptance_ratio().

{
  return m_outOfTargetSupport;
}

template<class V = GslVector>

void QUESO::MarkovChainPositionData< V >::print

(

std::ostream &

os

)

const

TODO: Prints the Markov chain.

Todo:

: implement me!

template<class V >

void QUESO::MarkovChainPositionData< V >::set	(	const V &	vecValues,
		bool	outOfTargetSupport,
		double	logLikelihood,
		double	logTarget
	)

Sets the values of the chain.

Definition at line 123 of file MarkovChainPositionData.C.

Referenced by QUESO::MetropolisHastingsSG< P_V, P_M >::delayedRejection().

{
  if (m_vecValues == NULL) m_vecValues = new V(vecValues);
  else                    *m_vecValues = vecValues;
  m_outOfTargetSupport = outOfTargetSupport;
  m_logLikelihood      = logLikelihood;
  m_logTarget          = logTarget;

  return;
}

template<class V >

const V & QUESO::MarkovChainPositionData< V >::vecValues

(

)

const

Values of the chain (vector); access to private attribute m_vecValues.

Definition at line 91 of file MarkovChainPositionData.C.

Referenced by QUESO::Algorithm< V, M >::acceptance_ratio(), QUESO::MetropolisHastingsSG< P_V, P_M >::delayedRejection(), and QUESO::MetropolisHastingsSG< P_V, P_M >::generateFullChain().

{
  queso_require_msg(m_vecValues, "m_vecValues is NULL");
  return *m_vecValues;
}

Friends And Related Function Documentation

template<class V = GslVector>

std::ostream& operator<< ( std::ostream &  os, const MarkovChainPositionData< V > &  obj  )

friend

Definition at line 106 of file MarkovChainPositionData.h.

  {
    obj.print(os);

    return os;
  }

Member Data Documentation

template<class V = GslVector>

const BaseEnvironment& QUESO::MarkovChainPositionData< V >::m_env

private

Definition at line 116 of file MarkovChainPositionData.h.

template<class V = GslVector>

double QUESO::MarkovChainPositionData< V >::m_logLikelihood

private

Definition at line 119 of file MarkovChainPositionData.h.

Referenced by QUESO::MarkovChainPositionData< V >::operator=().

template<class V = GslVector>

double QUESO::MarkovChainPositionData< V >::m_logTarget

private

Definition at line 120 of file MarkovChainPositionData.h.

Referenced by QUESO::MarkovChainPositionData< V >::operator=().

template<class V = GslVector>

bool QUESO::MarkovChainPositionData< V >::m_outOfTargetSupport

private

Definition at line 118 of file MarkovChainPositionData.h.

Referenced by QUESO::MarkovChainPositionData< V >::operator=().

template<class V = GslVector>

V* QUESO::MarkovChainPositionData< V >::m_vecValues

private

Definition at line 117 of file MarkovChainPositionData.h.

Referenced by QUESO::MarkovChainPositionData< V >::operator=().

---

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

• src/stats/inc/MarkovChainPositionData.h
• src/stats/src/MarkovChainPositionData.C