This class provides options for the Metropolis-Hastings generator of samples if no input file is available. More...

#include <MetropolisHastingsSGOptions.h>

Public Member Functions
Constructor/Destructor methods
	MhOptionsValues (const SsOptionsValues alternativeRawSsOptionsValues, const SsOptionsValues alternativeFilteredSsOptionsValues)

	MhOptionsValues (const SsOptionsValues alternativeRawSsOptionsValues, const SsOptionsValues alternativeFilteredSsOptionsValues, const BaseEnvironment env, const char prefix)

	MhOptionsValues ()
	Default constructor. More...

	MhOptionsValues (const BaseEnvironment env, const char prefix)
	Prefix constructor for input file parsing purposes. More...

	MhOptionsValues (const MhOptionsValues &src)
	Copy constructor. More...

virtual	~MhOptionsValues ()
	Destructor. More...

Set methods
MhOptionsValues &	operator= (const MhOptionsValues &rhs)
	Assignment operator; it copies `rhs` to `this`. More...

Public Attributes
std::string	m_prefix
	Prefix for input file option names. Prepends all options for this class. More...

std::string	m_help
	If non-empty string, print options and values to the output file. More...

std::string	m_dataOutputFileName
	The base name of output files where the chain (and related information) will be written. More...

bool	m_dataOutputAllowAll
	If true, all processes write output and m_dataOutputAllowedSet is ignored. More...

std::set< unsigned int >	m_dataOutputAllowedSet
	The set of MPI ranks that can write output. See m_dataOutputAllowAll. More...

bool	m_totallyMute
	If true, zero output is written to files. Default is false. More...

std::string	m_initialPositionDataInputFileName
	If not ".", reads the contents of the file and uses that to start the MCMC. Default is ".". More...

std::string	m_initialPositionDataInputFileType
	The filetype of m_initialPositionDataInputFileName. Only "m" (matlab) is currently supported. Default is "m". More...

std::string	m_initialProposalCovMatrixDataInputFileName
	If not ".", reads the contents of the file as the initial proposal covariance matrix. More...

std::string	m_initialProposalCovMatrixDataInputFileType
	The filetype of m_initialProposalCovMatrixDataInputFileName. Only "m" (matlab) is currently supported. Default is "m". More...

std::set< unsigned int >	m_parameterDisabledSet
	Set of parameters that don't get sampled. More...

std::string	m_rawChainDataInputFileName
	Filename for reading an already-produced Markov chain. More...

std::string	m_rawChainDataInputFileType
	The filetype of m_rawChainDataInputFileName. Only "m" (matlab) is currently supported. Default is "m". More...

unsigned int	m_rawChainSize
	The size of the chain (number of posterior samples) to generate. Default is 100. More...

bool	m_rawChainGenerateExtra
	If true, extra chain information is computed/stored. More...

unsigned int	m_rawChainDisplayPeriod
	The frequency with which to output diagnostic information. More...

bool	m_rawChainMeasureRunTimes
	If true, measures timings spent in various chain computions and writes them to the output file. More...

unsigned int	m_rawChainDataOutputPeriod
	The frequency with which to write chain output. Defaults to 0. More...

std::string	m_rawChainDataOutputFileName
	If not ".", filename to write the Markov chain to. More...

std::string	m_rawChainDataOutputFileType
	The filetype of m_rawChainDataOutputFileName. More...

bool	m_rawChainDataOutputAllowAll
	Toggle for whether or not to allow all processes to write Markov chain output to a file. More...

std::set< unsigned int >	m_rawChainDataOutputAllowedSet
	The set of MPI ranks that will write Markov chain output to a file. See also m_rawChainDataOutputAllowAll. Default is empty set. More...

bool	m_rawChainComputeStats
	Flag to tell QUESO whether or not to compute chain statistics. Default is false. More...

bool	m_filteredChainGenerate
	Toggle the option to save a filtered chain. More...

double	m_filteredChainDiscardedPortion
	What initial fraction of the filtered chain is discarded. More...

unsigned int	m_filteredChainLag
	Set the lag for the filtered chain. Default is 1. More...

std::string	m_filteredChainDataOutputFileName
	If not ".", file name to save the filtered chain to. Default is ".". More...

std::string	m_filteredChainDataOutputFileType
	The filetype of m_filteredChainDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m". More...

bool	m_filteredChainDataOutputAllowAll
	Toggle for whether or not to allow all processes to write filtered Markov chain output to a file. More...

std::set< unsigned int >	m_filteredChainDataOutputAllowedSet
	The set of MPI ranks that will write filtered Markov chain output to a file. See also m_filteredChainDataOutputAllowAll. Default is empty set. More...

bool	m_filteredChainComputeStats
	Toggle to tell QUESO whether or not to compute statistics on the filtered chain. Default is false. More...

bool	m_displayCandidates
	Toggle to tell QUESO whether or not to write proposal (candidate) state to output file. Default is false. More...

bool	m_putOutOfBoundsInChain
	Flag to tell QUESO how chains should be upon generating a proposal that is out of the problem domain. More...

bool	m_tkUseLocalHessian
	Flag to tell QUESO whether or not to use Hessian information for the proposal covariance matrix. More...

bool	m_tkUseNewtonComponent
	This option is a no-op. Default is true. More...

unsigned int	m_drMaxNumExtraStages
	The number of delayed rejection stages to do. Default is 0. More...

std::vector< double >	m_drScalesForExtraStages
	The vector of scale factors for the proposal covariance matrix to use for delayed rejection. More...

bool	m_drDuringAmNonAdaptiveInt
	Do delayed rejection during the initial non-adaptive part of sampling? More...

bool	m_amKeepInitialMatrix
	This option is a no-op. The default is false. More...

unsigned int	m_amInitialNonAdaptInterval
	The number of initial samples to do without adapting the proposal covariance matrix. More...

unsigned int	m_amAdaptInterval
	The frequency at which to adapt the proposal covariance matrix. More...

unsigned int	m_amAdaptedMatricesDataOutputPeriod
	The frequency (after m_amInitialNonAdaptInterval samples are done) of printing the last adapted proposal covariance matrix. More...

std::string	m_amAdaptedMatricesDataOutputFileName
	If not ".", this is the file to write adapted proposal covariance matrices to. Default is ".". More...

std::string	m_amAdaptedMatricesDataOutputFileType
	The filetype of m_amAdaptedMatricesDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m". More...

bool	m_amAdaptedMatricesDataOutputAllowAll
	This option is a no-op. The default is false. More...

std::set< unsigned int >	m_amAdaptedMatricesDataOutputAllowedSet
	This option is a no-op. The default is the empty set. More...

double	m_amEta
	Proposal covariance scaling factor, usually 2.4 * 2.4 / d. More...

double	m_amEpsilon
	Regularisation parameter for the DRAM covariance matrix. More...

unsigned int	m_enableBrooksGelmanConvMonitor
	The frequency with which to compute the Brooks-Gelman convergence statistic. More...

unsigned int	m_BrooksGelmanLag
	The lag with which to compute the Brooks-Gelman convergence statistic. More...

bool	m_outputLogLikelihood
	Flag for deciding whether or not to dump log likelihood values in output. Default is true. More...

bool	m_outputLogTarget
	Flag for deciding whether or not to dump log target values in output Default is true. More...

bool	m_doLogitTransform
	Flag for deciding whether or not to do logit transform of bounded domains Default is true. More...

std::string	m_algorithm
	Which algorithm to use for the MCMC. Default is "random_walk". More...

std::string	m_tk
	Which transition kernel to use for MCMC. Default is "random_walk". More...

unsigned int	m_updateInterval
	How often to call the TK's updateTK method. Default is 1. More...

Private Member Functions
void	copy (const MhOptionsValues &src)
	Copies the option values from `src` to `this`. More...

void	checkOptions (const BaseEnvironment *env)

Private Attributes
const BaseEnvironment *	m_env

ScopedPtr < BoostInputOptionsParser > ::Type	m_parser

std::string	m_option_help
	Option name for MhOptionsValues::m_help. Option name is m_prefix + "mh_help". More...

std::string	m_option_dataOutputFileName
	Option name for MhOptionsValues::m_dataOutputFileName. Option name is m_prefix + "mh_dataOutputFileName". More...

std::string	m_option_dataOutputAllowAll
	Option name for MhOptionsValues::m_dataOutputAllowAll. Option name is m_prefix + "mh_dataOutputAllowAll". More...

std::string	m_option_dataOutputAllowedSet
	Option name for MhOptionsValues::m_dataOutputAllowedSet. Option name is m_prefix + "mh_dataOutputAllowedSet". More...

std::string	m_option_totallyMute
	Option name for MhOptionsValues::m_totallyMute. Option name is m_prefix + "mh_totallyMute". More...

std::string	m_option_initialPosition_dataInputFileName
	Option name for MhOptionsValues::m_initialPositionDataInputFileName. Option name is m_prefix + "mh_initialPosition_dataInputFileName". More...

std::string	m_option_initialPosition_dataInputFileType
	Option name for MhOptionsValues::m_initialPositionDataInputFileType. Option name is m_prefix + "mh_initialPosition_dataInputFileType". More...

std::string	m_option_initialProposalCovMatrix_dataInputFileName
	Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileName. Option name is m_prefix + "mh_initialProposalCovMatrix_dataInputFileName". More...

std::string	m_option_initialProposalCovMatrix_dataInputFileType
	Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileType. Option name is m_prefix + "mh_initialProposalCovMatrix_dataInputFileType". More...

std::string	m_option_listOfDisabledParameters
	Option name for MhOptionsValues::m_parameterDisabledSet. Option name is m_prefix + "mh_listOfDisabledParameters". More...

std::string	m_option_rawChain_dataInputFileName
	Option name for MhOptionsValues::m_rawChainDataInputFileName. Option name is m_prefix + "mh_rawChain_dataInputFileName". More...

std::string	m_option_rawChain_dataInputFileType
	Option name for MhOptionsValues::m_rawChainDataInputFileType. Option name is m_prefix + "mh_rawChain_dataInputFileType". More...

std::string	m_option_rawChain_size
	Option name for MhOptionsValues::m_rawChainSize. Option name is m_prefix + "mh_rawChain_size". More...

std::string	m_option_rawChain_generateExtra
	Option name for MhOptionsValues::m_rawChainGenerateExtra. Option name is m_prefix + "mh_rawChain_generateExtra". More...

std::string	m_option_rawChain_displayPeriod
	Option name for MhOptionsValues::m_rawChainDisplayPeriod. Option name is m_prefix + "mh_rawChain_displayPeriod". More...

std::string	m_option_rawChain_measureRunTimes
	Option name for MhOptionsValues::m_rawChainMeasureRunTimes. Option name is m_prefix + "mh_rawChain_measureRunTimes". More...

std::string	m_option_rawChain_dataOutputPeriod
	Option name for MhOptionsValues::m_rawChainDataOutputPeriod. Option name is m_prefix + "mh_rawChain_dataOutputPeriod". More...

std::string	m_option_rawChain_dataOutputFileName
	Option name for MhOptionsValues::m_rawChainDataOutputFileName. Option name is m_prefix + "mh_rawChain_dataOutputFileName". More...

std::string	m_option_rawChain_dataOutputFileType
	Option name for MhOptionsValues::m_rawChainDataOutputFileType. Option name is m_prefix + "mh_rawChain_dataOutputFileType". More...

std::string	m_option_rawChain_dataOutputAllowAll
	Option name for MhOptionsValues::m_rawChainDataOutputAllowAll. Option name is m_prefix + "mh_rawChain_dataOutputAllowAll". More...

std::string	m_option_rawChain_dataOutputAllowedSet
	Option name for MhOptionsValues::m_rawChainDataOutputAllowedSet. Option name is m_prefix + "mh_rawChain_dataOutputAllowedSet". More...

std::string	m_option_rawChain_computeStats
	Option name for MhOptionsValues::m_rawChainComputeStats. Option name is m_prefix + "mh_rawChain_computeStats". More...

std::string	m_option_filteredChain_generate
	Option name for MhOptionsValues::m_filteredChainGenerate. Option name is m_prefix + "mh_filteredChain_generate". More...

std::string	m_option_filteredChain_discardedPortion
	Option name for MhOptionsValues::m_filteredChainDiscardedPortion. Option name is m_prefix + "mh_filteredChain_discardedPortion". More...

std::string	m_option_filteredChain_lag
	Option name for MhOptionsValues::m_filteredChainLag. Option name is m_prefix + "mh_filteredChain_lag". More...

std::string	m_option_filteredChain_dataOutputFileName
	Option name for MhOptionsValues::m_filteredChainDataOutputFileName. Option name is m_prefix + "mh_filteredChain_dataOutputFileName". More...

std::string	m_option_filteredChain_dataOutputFileType
	Option name for MhOptionsValues::m_filteredChainDataOutputFileType. Option name is m_prefix + "mh_filteredChain_dataOutputFileType". More...

std::string	m_option_filteredChain_dataOutputAllowAll
	Option name for MhOptionsValues::m_filteredChainDataOutputAllowAll. Option name is m_prefix + "mh_filteredChain_dataOutputAllowAll". More...

std::string	m_option_filteredChain_dataOutputAllowedSet
	Option name for MhOptionsValues::m_filteredChainDataOutputAllowedSet. Option name is m_prefix + "mh_filteredChain_dataOutputAllowedSet". More...

std::string	m_option_filteredChain_computeStats
	Option name for MhOptionsValues::m_filteredChainComputeStats. Option name is m_prefix + "mh_filteredChain_computeStats". More...

std::string	m_option_displayCandidates
	Option name for MhOptionsValues::m_displayCandidates. Option name is m_prefix + "mh_displayCandidates". More...

std::string	m_option_putOutOfBoundsInChain
	Option name for MhOptionsValues::m_putOutOfBoundsInChain. Option name is m_prefix + "mh_putOutOfBoundsInChain". More...

std::string	m_option_tk_useLocalHessian
	Option name for MhOptionsValues::m_tkUseLocalHessian. Option name is m_prefix + "mh_tk_useLocalHessian". More...

std::string	m_option_tk_useNewtonComponent
	Option name for MhOptionsValues::m_tkUseNewtonComponent. Option name is m_prefix + "mh_tk_useNewtonComponent". More...

std::string	m_option_dr_maxNumExtraStages
	Option name for MhOptionsValues::m_drMaxNumExtraStages. Option name is m_prefix + "mh_dr_maxNumExtraStages". More...

std::string	m_option_dr_listOfScalesForExtraStages
	Option name for MhOptionsValues::m_drScalesForExtraStages. Option name is m_prefix + "mh_dr_listOfScalesForExtraStages". More...

std::string	m_option_dr_duringAmNonAdaptiveInt
	Option name for MhOptionsValues::m_drDuringAmNonAdaptiveInt. Option name is m_prefix + "mh_dr_duringAmNonAdaptiveInt". More...

std::string	m_option_am_keepInitialMatrix
	Option name for MhOptionsValues::m_amKeepInitialMatrix. Option name is m_prefix + "mh_am_keepInitialMatrix". More...

std::string	m_option_am_initialNonAdaptInterval
	Option name for MhOptionsValues::m_amInitialNonAdaptInterval. Option name is m_prefix + "mh_am_initialNonAdaptInterval". More...

std::string	m_option_am_adaptInterval
	Option name for MhOptionsValues::m_amAdaptInterval. Option name is m_prefix + "mh_am_adaptInterval". More...

std::string	m_option_am_adaptedMatrices_dataOutputPeriod
	Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputPeriod". More...

std::string	m_option_am_adaptedMatrices_dataOutputFileName
	Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileName. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputFileName". More...

std::string	m_option_am_adaptedMatrices_dataOutputFileType
	Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileType. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputFileType". More...

std::string	m_option_am_adaptedMatrices_dataOutputAllowAll
	Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputAllowAll". More...

std::string	m_option_am_adaptedMatrices_dataOutputAllowedSet
	Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputAllowedSet". More...

std::string	m_option_am_eta
	Option name for MhOptionsValues::m_amEta. Option name is m_prefix + "mh_am_eta". More...

std::string	m_option_am_epsilon
	Option name for MhOptionsValues::m_amEpsilon. Option name is m_prefix + "mh_am_epsilon". More...

std::string	m_option_enableBrooksGelmanConvMonitor
	Option name for MhOptionsValues::m_enableBrooksGelmanConvMonitor. Option name is m_prefix + "mh_enableBrooksGelmanConvMonitor". More...

std::string	m_option_BrooksGelmanLag
	Option name for MhOptionsValues::m_BrooksGelmanLag. Option name is m_prefix + "mh_BrooksGelmanLag". More...

std::string	m_option_outputLogLikelihood
	Option name for MhOptionsValues::m_outputLogLikelihood. Option name is m_prefix + "mh_outputLogLikelihood". More...

std::string	m_option_outputLogTarget
	Option name for MhOptionsValues::m_outputLogTarget. Option name is m_prefix + "mh_outputLogTarget". More...

std::string	m_option_doLogitTransform
	Option name for MhOptionsValues::m_doLogitTransform. Option name is m_prefix + "mh_doLogitTransform". More...

std::string	m_option_algorithm
	Option name for MhOptionsValues::m_algorithm. Option name is m_prefix + "mh_algorithm". More...

std::string	m_option_tk
	Option name for MhOptionsValues::m_tk. Option name is m_prefix + "mh_tk". More...

std::string	m_option_updateInterval
	Option name for MhOptionsValues::m_updateInterval. Option name is m_prefix + "mh_updateInterval". More...

SsOptionsValues	m_alternativeRawSsOptionsValues

SsOptionsValues	m_alternativeFilteredSsOptionsValues

Friends
class	MetropolisHastingsSGOptions

std::ostream &	operator<< (std::ostream &os, const MhOptionsValues &obj)

Detailed Description

This class provides options for the Metropolis-Hastings generator of samples if no input file is available.

Metropolis-Hastings generator of samples expects some options for its methods to be fully defined. This class provides default values for such options if no input file is available.

Definition at line 128 of file MetropolisHastingsSGOptions.h.

Constructor & Destructor Documentation

QUESO::MhOptionsValues::MhOptionsValues	(	const SsOptionsValues *	alternativeRawSsOptionsValues,
		const SsOptionsValues *	alternativeFilteredSsOptionsValues
	)

QUESO::MhOptionsValues::MhOptionsValues	(	const SsOptionsValues *	alternativeRawSsOptionsValues,
		const SsOptionsValues *	alternativeFilteredSsOptionsValues,
		const BaseEnvironment *	env,
		const char *	prefix
	)

QUESO::MhOptionsValues::MhOptionsValues ( )

Default constructor.

Assigns the default suite of options to the Metropolis-Hastings generator of samples.

QUESO::MhOptionsValues::MhOptionsValues	(	const BaseEnvironment *	env,
		const char *	prefix
	)

Prefix constructor for input file parsing purposes.

QUESO::MhOptionsValues::MhOptionsValues ( const MhOptionsValues & src )

Copy constructor.

It assigns the same options values from src to this.

Definition at line 568 of file MetropolisHastingsSGOptions.C.

References copy().

 {
   this->copy(src);
 }

QUESO::MhOptionsValues::~MhOptionsValues ( )

virtual

Destructor.

Definition at line 573 of file MetropolisHastingsSGOptions.C.

574 {

575 }

Member Function Documentation

void QUESO::MhOptionsValues::checkOptions ( const BaseEnvironment * env )

private

Definition at line 585 of file MetropolisHastingsSGOptions.C.

References m_algorithm, m_amAdaptedMatricesDataOutputAllowAll, m_amAdaptedMatricesDataOutputAllowedSet, m_dataOutputAllowAll, m_dataOutputAllowedSet, m_doLogitTransform, m_drMaxNumExtraStages, m_drScalesForExtraStages, m_filteredChainDataOutputAllowAll, m_filteredChainDataOutputAllowedSet, m_filteredChainGenerate, m_filteredChainLag, m_rawChainDataOutputAllowAll, m_rawChainDataOutputAllowedSet, m_tk, m_tkUseLocalHessian, QUESO::queso_require_equal_to_msg, and QUESO::BaseEnvironment::subId().

 {
   if (m_dataOutputAllowAll) {
     // So, ignore the 'set' option
     m_dataOutputAllowedSet.clear();
     m_dataOutputAllowedSet.insert(env->subId());
   }
 
   if (m_rawChainDataOutputAllowAll) {
     // Again, ignore the set
     m_rawChainDataOutputAllowedSet.clear();
     m_rawChainDataOutputAllowedSet.insert(env->subId());
   }
 
   if (m_filteredChainGenerate == true) {
     queso_require_greater_equal_msg(m_filteredChainLag, 2, "option `" << m_option_filteredChain_lag << "` must be at least 2");
   }
 
   if (m_filteredChainDataOutputAllowAll) {
     m_filteredChainDataOutputAllowedSet.clear();
     m_filteredChainDataOutputAllowedSet.insert(env->subId());
   }
 
   // If max is bigger than the list provided, then pad with ones
   if (m_drMaxNumExtraStages > 0) {
     unsigned int size = m_drScalesForExtraStages.size();
     if (m_drMaxNumExtraStages > size) {
       for (unsigned int i = size; i < m_drMaxNumExtraStages; i++) {
         double scale = 1.0;
         m_drScalesForExtraStages.push_back(scale);
       }
     }
   }
   else {
     m_drScalesForExtraStages.clear();
   }
 
   if (m_amAdaptedMatricesDataOutputAllowAll) {
     m_amAdaptedMatricesDataOutputAllowedSet.clear();
     m_amAdaptedMatricesDataOutputAllowedSet.insert(env->subId());
   }
 
   if ((m_tk == "random_walk") && (m_algorithm == "logit_random_walk")) {
       queso_error_msg("random_walk transition kernel and logit_random_walk algorithm are incompatible options");
   }
 
   if ((m_tk == "logit_random_walk") && (m_algorithm == "random_walk")) {
     queso_error_msg("logit_random_walk transition kernel and random_walk algorithm are incompatible options");
   }
 
   if (m_tk == "random_walk") {
     queso_require_equal_to_msg(
         m_doLogitTransform,
         0,
         "logit transform must be off to use random_walk");
     queso_require_equal_to_msg(
         m_tkUseLocalHessian,
         0,
         "local Hessian must be off to use random_walk");
   }
 
   if (m_tk == "logit_random_walk") {
     queso_require_equal_to_msg(
         m_doLogitTransform,
         1,
         "logit transform must be on to use logit_random_walk");
     queso_require_equal_to_msg(
         m_tkUseLocalHessian,
         0,
         "local Hessian must be off to use logit_random_walk");
   }
 
   if (m_tk == "stochastic_newton") {
     queso_require_equal_to_msg(
         m_doLogitTransform,
         0,
         "logit transform must be off to use stochastic_newton");
     queso_require_equal_to_msg(
         m_tkUseLocalHessian,
         1,
         "local Hessian must be on to use stochastic_newton");
   }
 
 }

void QUESO::MhOptionsValues::copy ( const MhOptionsValues & src )

private

Copies the option values from src to this.

Definition at line 671 of file MetropolisHastingsSGOptions.C.

References m_algorithm, m_alternativeFilteredSsOptionsValues, m_alternativeRawSsOptionsValues, m_amAdaptedMatricesDataOutputAllowAll, m_amAdaptedMatricesDataOutputAllowedSet, m_amAdaptedMatricesDataOutputFileName, m_amAdaptedMatricesDataOutputFileType, m_amAdaptedMatricesDataOutputPeriod, m_amAdaptInterval, m_amEpsilon, m_amEta, m_amInitialNonAdaptInterval, m_amKeepInitialMatrix, m_BrooksGelmanLag, m_dataOutputAllowAll, m_dataOutputAllowedSet, m_dataOutputFileName, m_displayCandidates, m_doLogitTransform, m_drDuringAmNonAdaptiveInt, m_drMaxNumExtraStages, m_drScalesForExtraStages, m_enableBrooksGelmanConvMonitor, m_filteredChainComputeStats, m_filteredChainDataOutputAllowAll, m_filteredChainDataOutputAllowedSet, m_filteredChainDataOutputFileName, m_filteredChainDataOutputFileType, m_filteredChainDiscardedPortion, m_filteredChainGenerate, m_filteredChainLag, m_initialPositionDataInputFileName, m_initialPositionDataInputFileType, m_initialProposalCovMatrixDataInputFileName, m_initialProposalCovMatrixDataInputFileType, m_outputLogLikelihood, m_outputLogTarget, m_parameterDisabledSet, m_putOutOfBoundsInChain, m_rawChainComputeStats, m_rawChainDataInputFileName, m_rawChainDataInputFileType, m_rawChainDataOutputAllowAll, m_rawChainDataOutputAllowedSet, m_rawChainDataOutputFileName, m_rawChainDataOutputFileType, m_rawChainDataOutputPeriod, m_rawChainDisplayPeriod, m_rawChainGenerateExtra, m_rawChainMeasureRunTimes, m_rawChainSize, m_tk, m_tkUseLocalHessian, m_tkUseNewtonComponent, m_totallyMute, and m_updateInterval.

Referenced by MhOptionsValues(), and operator=().

 {
   m_dataOutputFileName                        = src.m_dataOutputFileName;
   m_dataOutputAllowAll                        = src.m_dataOutputAllowAll;
   m_dataOutputAllowedSet                      = src.m_dataOutputAllowedSet;
   m_totallyMute                               = src.m_totallyMute;
   m_initialPositionDataInputFileName          = src.m_initialPositionDataInputFileName;
   m_initialPositionDataInputFileType          = src.m_initialPositionDataInputFileType;
   m_initialProposalCovMatrixDataInputFileName = src.m_initialProposalCovMatrixDataInputFileName;
   m_initialProposalCovMatrixDataInputFileType = src.m_initialProposalCovMatrixDataInputFileType;
   m_parameterDisabledSet                      = src.m_parameterDisabledSet;
   m_rawChainDataInputFileName                 = src.m_rawChainDataInputFileName;
   m_rawChainDataInputFileType                 = src.m_rawChainDataInputFileType;
   m_rawChainSize                              = src.m_rawChainSize;
   m_rawChainGenerateExtra                     = src.m_rawChainGenerateExtra;
   m_rawChainDisplayPeriod                     = src.m_rawChainDisplayPeriod;
   m_rawChainMeasureRunTimes                   = src.m_rawChainMeasureRunTimes;
   m_rawChainDataOutputPeriod                  = src.m_rawChainDataOutputPeriod;
   m_rawChainDataOutputFileName                = src.m_rawChainDataOutputFileName;
   m_rawChainDataOutputFileType                = src.m_rawChainDataOutputFileType;
   m_rawChainDataOutputAllowAll                = src.m_rawChainDataOutputAllowAll;
   m_rawChainDataOutputAllowedSet              = src.m_rawChainDataOutputAllowedSet;
 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
   m_rawChainComputeStats                      = src.m_rawChainComputeStats;
 #endif
 //m_rawChainStatisticalOptionsObj             = src.m_rawChainStatisticalOptionsObj; // dakota
 //m_rawChainStatOptsInstantiated              = src.m_rawChainStatOptsInstantiated; // dakota
   m_filteredChainGenerate                     = src.m_filteredChainGenerate;
   m_filteredChainDiscardedPortion             = src.m_filteredChainDiscardedPortion;
   m_filteredChainLag                          = src.m_filteredChainLag;
   m_filteredChainDataOutputFileName           = src.m_filteredChainDataOutputFileName;
   m_filteredChainDataOutputFileType           = src.m_filteredChainDataOutputFileType;
   m_filteredChainDataOutputAllowAll           = src.m_filteredChainDataOutputAllowAll;
   m_filteredChainDataOutputAllowedSet         = src.m_filteredChainDataOutputAllowedSet;
 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
   m_filteredChainComputeStats                 = src.m_filteredChainComputeStats;
 #endif
 //m_filteredChainStatisticalOptionsObj        = src.m_filteredChainStatisticalOptionsObj; // dakota
 //m_filteredChainStatOptsInstantiated         = src.m_filteredChainStatOptsInstantiated; // dakota
   m_displayCandidates                         = src.m_displayCandidates;
   m_putOutOfBoundsInChain                     = src.m_putOutOfBoundsInChain;
   m_tkUseLocalHessian                         = src.m_tkUseLocalHessian;
   m_tkUseNewtonComponent                      = src.m_tkUseNewtonComponent;
   m_drMaxNumExtraStages                       = src.m_drMaxNumExtraStages;
   m_drScalesForExtraStages                    = src.m_drScalesForExtraStages;
   m_drDuringAmNonAdaptiveInt                  = src.m_drDuringAmNonAdaptiveInt;
   m_amKeepInitialMatrix                       = src.m_amKeepInitialMatrix;
   m_amInitialNonAdaptInterval                 = src.m_amInitialNonAdaptInterval;
   m_amAdaptInterval                           = src.m_amAdaptInterval;
   m_amAdaptedMatricesDataOutputPeriod         = src.m_amAdaptedMatricesDataOutputPeriod;
   m_amAdaptedMatricesDataOutputFileName       = src.m_amAdaptedMatricesDataOutputFileName;
   m_amAdaptedMatricesDataOutputFileType       = src.m_amAdaptedMatricesDataOutputFileType;
   m_amAdaptedMatricesDataOutputAllowAll       = src.m_amAdaptedMatricesDataOutputAllowAll;
   m_amAdaptedMatricesDataOutputAllowedSet     = src.m_amAdaptedMatricesDataOutputAllowedSet;
   m_amEta                                     = src.m_amEta;
   m_amEpsilon                                 = src.m_amEpsilon;
   m_enableBrooksGelmanConvMonitor             = src.m_enableBrooksGelmanConvMonitor;
   m_BrooksGelmanLag                           = src.m_BrooksGelmanLag;
   m_outputLogLikelihood                       = src.m_outputLogLikelihood;
   m_outputLogTarget                           = src.m_outputLogTarget;
   m_doLogitTransform                          = src.m_doLogitTransform;
   m_algorithm                                 = src.m_algorithm;
   m_tk                                        = src.m_tk;
   m_updateInterval                            = src.m_updateInterval;
 
 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
   m_alternativeRawSsOptionsValues             = src.m_alternativeRawSsOptionsValues;
   m_alternativeFilteredSsOptionsValues        = src.m_alternativeFilteredSsOptionsValues;
 #endif
   return;
 }

MhOptionsValues & QUESO::MhOptionsValues::operator= ( const MhOptionsValues & rhs )

Assignment operator; it copies rhs to this.

Definition at line 578 of file MetropolisHastingsSGOptions.C.

References copy().

 {
   this->copy(rhs);
   return *this;
 }

Friends And Related Function Documentation

friend class MetropolisHastingsSGOptions

friend

Definition at line 758 of file MetropolisHastingsSGOptions.h.

std::ostream& operator<<	(	std::ostream &	os,
		const MhOptionsValues &	obj
	)

friend

Definition at line 743 of file MetropolisHastingsSGOptions.C.

 {
 #ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
   os << (*(obj.m_parser)) << std::endl;
 #endif  // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
 
   os <<         obj.m_option_dataOutputFileName                         << " = " << obj.m_dataOutputFileName
      << "\n" << obj.m_option_dataOutputAllowAll                         << " = " << obj.m_dataOutputAllowAll
      << "\n" << obj.m_option_dataOutputAllowedSet << " = ";
   for (std::set<unsigned int>::iterator setIt = obj.m_dataOutputAllowedSet.begin(); setIt != obj.m_dataOutputAllowedSet.end(); ++setIt) {
     os << *setIt << " ";
   }
   os << "\n" << obj.m_option_totallyMute                                << " = " << obj.m_totallyMute
      << "\n" << obj.m_option_initialPosition_dataInputFileName          << " = " << obj.m_initialPositionDataInputFileName
      << "\n" << obj.m_option_initialPosition_dataInputFileType          << " = " << obj.m_initialPositionDataInputFileType
      << "\n" << obj.m_option_initialProposalCovMatrix_dataInputFileName << " = " << obj.m_initialProposalCovMatrixDataInputFileName
      << "\n" << obj.m_option_initialProposalCovMatrix_dataInputFileType << " = " << obj.m_initialProposalCovMatrixDataInputFileType
      << "\n" << obj.m_option_listOfDisabledParameters                   << " = ";
   for (std::set<unsigned int>::iterator setIt = obj.m_parameterDisabledSet.begin(); setIt != obj.m_parameterDisabledSet.end(); ++setIt) {
     os << *setIt << " ";
   }
   os << "\n" << obj.m_option_rawChain_dataInputFileName                 << " = " << obj.m_rawChainDataInputFileName
      << "\n" << obj.m_option_rawChain_dataInputFileType                 << " = " << obj.m_rawChainDataInputFileType
      << "\n" << obj.m_option_rawChain_size                              << " = " << obj.m_rawChainSize
      << "\n" << obj.m_option_rawChain_generateExtra                     << " = " << obj.m_rawChainGenerateExtra
      << "\n" << obj.m_option_rawChain_displayPeriod                     << " = " << obj.m_rawChainDisplayPeriod
      << "\n" << obj.m_option_rawChain_measureRunTimes                   << " = " << obj.m_rawChainMeasureRunTimes
      << "\n" << obj.m_option_rawChain_dataOutputPeriod                  << " = " << obj.m_rawChainDataOutputPeriod
      << "\n" << obj.m_option_rawChain_dataOutputFileName                << " = " << obj.m_rawChainDataOutputFileName
      << "\n" << obj.m_option_rawChain_dataOutputFileType                << " = " << obj.m_rawChainDataOutputFileType
      << "\n" << obj.m_option_rawChain_dataOutputAllowAll                << " = " << obj.m_rawChainDataOutputAllowAll
      << "\n" << obj.m_option_rawChain_dataOutputAllowedSet << " = ";
   for (std::set<unsigned int>::iterator setIt = obj.m_rawChainDataOutputAllowedSet.begin(); setIt != obj.m_rawChainDataOutputAllowedSet.end(); ++setIt) {
     os << *setIt << " ";
   }
   os
 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
      << "\n" << obj.m_option_rawChain_computeStats                      << " = " << obj.m_rawChainComputeStats
 #endif
      << "\n" << obj.m_option_filteredChain_generate                     << " = " << obj.m_filteredChainGenerate
      << "\n" << obj.m_option_filteredChain_discardedPortion             << " = " << obj.m_filteredChainDiscardedPortion
      << "\n" << obj.m_option_filteredChain_lag                          << " = " << obj.m_filteredChainLag
      << "\n" << obj.m_option_filteredChain_dataOutputFileName           << " = " << obj.m_filteredChainDataOutputFileName
      << "\n" << obj.m_option_filteredChain_dataOutputFileType           << " = " << obj.m_filteredChainDataOutputFileType
      << "\n" << obj.m_option_filteredChain_dataOutputAllowAll           << " = " << obj.m_filteredChainDataOutputAllowAll
      << "\n" << obj.m_option_filteredChain_dataOutputAllowedSet << " = ";
   for (std::set<unsigned int>::iterator setIt = obj.m_filteredChainDataOutputAllowedSet.begin(); setIt != obj.m_filteredChainDataOutputAllowedSet.end(); ++setIt) {
     os << *setIt << " ";
   }
   os
 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
      << "\n" << obj.m_option_filteredChain_computeStats                 << " = " << obj.m_filteredChainComputeStats
 #endif
      << "\n" << obj.m_option_displayCandidates                          << " = " << obj.m_displayCandidates
      << "\n" << obj.m_option_putOutOfBoundsInChain                      << " = " << obj.m_putOutOfBoundsInChain
      << "\n" << obj.m_option_tk_useLocalHessian                         << " = " << obj.m_tkUseLocalHessian
      << "\n" << obj.m_option_tk_useNewtonComponent                      << " = " << obj.m_tkUseNewtonComponent
      << "\n" << obj.m_option_dr_maxNumExtraStages                       << " = " << obj.m_drMaxNumExtraStages
      << "\n" << obj.m_option_dr_listOfScalesForExtraStages << " = ";
   for (unsigned int i = 0; i < obj.m_drScalesForExtraStages.size(); ++i) {
     os << obj.m_drScalesForExtraStages[i] << " ";
   }
   os << "\n" << obj.m_option_dr_duringAmNonAdaptiveInt                  << " = " << obj.m_drDuringAmNonAdaptiveInt
      << "\n" << obj.m_option_am_keepInitialMatrix                       << " = " << obj.m_amKeepInitialMatrix
      << "\n" << obj.m_option_am_initialNonAdaptInterval                 << " = " << obj.m_amInitialNonAdaptInterval
      << "\n" << obj.m_option_am_adaptInterval                           << " = " << obj.m_amAdaptInterval
      << "\n" << obj.m_option_am_adaptedMatrices_dataOutputPeriod        << " = " << obj.m_amAdaptedMatricesDataOutputPeriod
      << "\n" << obj.m_option_am_adaptedMatrices_dataOutputFileName      << " = " << obj.m_amAdaptedMatricesDataOutputFileName
      << "\n" << obj.m_option_am_adaptedMatrices_dataOutputFileType      << " = " << obj.m_amAdaptedMatricesDataOutputFileType
      << "\n" << obj.m_option_am_adaptedMatrices_dataOutputAllowAll      << " = " << obj.m_amAdaptedMatricesDataOutputAllowAll
      << "\n" << obj.m_option_am_adaptedMatrices_dataOutputAllowedSet << " = ";
   for (std::set<unsigned int>::iterator setIt = obj.m_amAdaptedMatricesDataOutputAllowedSet.begin(); setIt != obj.m_amAdaptedMatricesDataOutputAllowedSet.end(); ++setIt) {
     os << *setIt << " ";
   }
   os << "\n" << obj.m_option_am_eta                                     << " = " << obj.m_amEta
      << "\n" << obj.m_option_am_epsilon                                 << " = " << obj.m_amEpsilon
      << "\n" << obj.m_option_enableBrooksGelmanConvMonitor              << " = " << obj.m_enableBrooksGelmanConvMonitor
      << "\n" << obj.m_option_BrooksGelmanLag                            << " = " << obj.m_BrooksGelmanLag
      << "\n" << obj.m_option_outputLogLikelihood                        << " = " << obj.m_outputLogLikelihood
      << "\n" << obj.m_option_outputLogTarget                            << " = " << obj.m_outputLogTarget
      << "\n" << obj.m_option_doLogitTransform                           << " = " << obj.m_doLogitTransform
      << "\n" << obj.m_option_algorithm                                  << " = " << obj.m_algorithm
      << "\n" << obj.m_option_tk                                         << " = " << obj.m_tk
      << "\n" << obj.m_option_updateInterval                             << " = " << obj.m_updateInterval
      << std::endl;
 
   return os;
 }

Member Data Documentation

std::string QUESO::MhOptionsValues::m_algorithm

Which algorithm to use for the MCMC. Default is "random_walk".

Definition at line 611 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

SsOptionsValues QUESO::MhOptionsValues::m_alternativeFilteredSsOptionsValues

private

Definition at line 760 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), and QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions().

SsOptionsValues QUESO::MhOptionsValues::m_alternativeRawSsOptionsValues

private

Definition at line 759 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), and QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions().

bool QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll

This option is a no-op. The default is false.

Definition at line 545 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::set<unsigned int> QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet

This option is a no-op. The default is the empty set.

Definition at line 548 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileName

If not ".", this is the file to write adapted proposal covariance matrices to. Default is ".".

If ".", the adapted proposal covariance matrices are not written to a file

Definition at line 539 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileType

The filetype of m_amAdaptedMatricesDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m".

Definition at line 542 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

unsigned int QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod

The frequency (after m_amInitialNonAdaptInterval samples are done) of printing the last adapted proposal covariance matrix.

Provided m_amAdaptedMatricesDataOutputFileName is not ".", the last adapted proposal covariance matrix will be written regardless of the value of this option if the current sampler iteration is exactly m_amInitialNonAdaptInterval.

Beyond m_amInitialNonAdaptInterval, the last adapted proposal covariance matrix will be printed to the output file every m_amAdaptedMatricesDataOutputPeriod samples.

If zero, no output is written.

The default is 0

Definition at line 533 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

unsigned int QUESO::MhOptionsValues::m_amAdaptInterval

The frequency at which to adapt the proposal covariance matrix.

If zero, no adaptive metropolis is done. If positive, the proposal covariance matrix will be adapted every m_amAdaptInterval samples after m_amInitialNonAdaptInterval have been done.

The default is 0

Definition at line 516 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

double QUESO::MhOptionsValues::m_amEpsilon

Regularisation parameter for the DRAM covariance matrix.

This is a parameter in the DRAM algorithm that regularises the proposal covariance matrix. Details can be found in Haario et al (2006).

The parameter defines how much the diagonal of the proposal covariance matrix is perturbed. Usually this is small, of order 1e-5.

The default is 1.e-5

Definition at line 573 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

double QUESO::MhOptionsValues::m_amEta

Proposal covariance scaling factor, usually 2.4 * 2.4 / d.

This is a parameter in the DRAM algorithm and can be found in Haario et al (2006).

The parameter defines how much the proposal covariance matrix is to be scaled by, and should usually be set to 2.4 * 2.4 / d, where d is the dimension of the state space being sampled.

The default is 1.0.

Definition at line 561 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

unsigned int QUESO::MhOptionsValues::m_amInitialNonAdaptInterval

The number of initial samples to do without adapting the proposal covariance matrix.

If positive and the current sampler iteration is <= m_amInitialNonAdaptInterval, then no delayed rejection is done if m_drDuringAmNonAdaptiveInt is false and m_tkUseLocalHessian is false and m_amAdaptInterval is > 0.

The default is 0.

Definition at line 506 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

bool QUESO::MhOptionsValues::m_amKeepInitialMatrix

This option is a no-op. The default is false.

Definition at line 495 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

unsigned int QUESO::MhOptionsValues::m_BrooksGelmanLag

The lag with which to compute the Brooks-Gelman convergence statistic.

The convergence statistic will be computed from sampler iteration m_BrooksGelmanLag to sampler iteration (current_sampler_iteration - m_BrooksGelmanLag).

The default is 100.

Definition at line 599 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

bool QUESO::MhOptionsValues::m_dataOutputAllowAll

If true, all processes write output and m_dataOutputAllowedSet is ignored.

If false, m_dataOutputAllowedSet determines the set of MPI ranks that can write output

Default is false

Definition at line 193 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::set<unsigned int> QUESO::MhOptionsValues::m_dataOutputAllowedSet

The set of MPI ranks that can write output. See m_dataOutputAllowAll.

Default value is the empty set

Definition at line 199 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_dataOutputFileName

The base name of output files where the chain (and related information) will be written.

For multiple environments, the respective chains will append "_subN" where N is the environment number.

For log likelihood, log target, and log prior, a further "_loglikelihood", "_logtarget" and "_logprior" is appended respectively

Default value is "."

Definition at line 184 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

bool QUESO::MhOptionsValues::m_displayCandidates

Toggle to tell QUESO whether or not to write proposal (candidate) state to output file. Default is false.

Definition at line 397 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

bool QUESO::MhOptionsValues::m_doLogitTransform

Flag for deciding whether or not to do logit transform of bounded domains Default is true.

Definition at line 608 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

bool QUESO::MhOptionsValues::m_drDuringAmNonAdaptiveInt

Do delayed rejection during the initial non-adaptive part of sampling?

This option interacts with the following other options:

m_tkUseLocalHessian m_amInitialNonAdaptInterval m_amAdaptInterval

The interaction is as follows. If this option is false, then as long as m_tkUseLocalHessian is false, m_amInitialNonAdaptInterval is > 0, m_amAdaptInterval is > 0, and the current sampler iteration is <= m_amInitialNonAdaptInterval NO delayed rejection is done.

If this option is true (regardless of the other above conditions) then delayed rejection is done (including the initial non-adaptive part of sampling).

The default is true.

Definition at line 492 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

unsigned int QUESO::MhOptionsValues::m_drMaxNumExtraStages

The number of delayed rejection stages to do. Default is 0.

Delayed rejection happens when a proposal is about to be rejected.

If m_drMaxNumExtraStages is zero, no delayed rejection is done.

Default is 0

Definition at line 451 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::vector<double> QUESO::MhOptionsValues::m_drScalesForExtraStages

The vector of scale factors for the proposal covariance matrix to use for delayed rejection.

Example:

Assume the user provides "2.0 3.0 5.0" as their list of scales. This means QUESO will multiply the proposal covariance matrix for delayed rejection stage 1 by 1.0 / (2.0 * 2.0). For delayed rejection stage 2 the proposal covariance matrix will be multiplied by 1.0 / (3.0 * 3.0). And for stage 3 it will be multiplied by 1.0 / (5.0 * 5.0).

Generally, the user-provided list of scales should be increasing, but this is not checked for.

QUESO will prepend a scale of 1.0 to the user-provided list.

The default is the empty list.

Definition at line 470 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

unsigned int QUESO::MhOptionsValues::m_enableBrooksGelmanConvMonitor

The frequency with which to compute the Brooks-Gelman convergence statistic.

If zero, it is not computed.

If positive, the Brooks-Gelman convergence statistic is computed every m_enableBrooksGelmanConvMonitor samples as long as the current sampler iteration is larger than m_BrooksGelmanLag + 1. The "+ 1" is to ensure there are at least two samples with which to compute the convergence statistic.

Needs at least 2 chains (sub environments) to be computed.

The default is 0

Definition at line 589 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

const BaseEnvironment* QUESO::MhOptionsValues::m_env

private

Definition at line 621 of file MetropolisHastingsSGOptions.h.

bool QUESO::MhOptionsValues::m_filteredChainComputeStats

Toggle to tell QUESO whether or not to compute statistics on the filtered chain. Default is false.

Definition at line 393 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), QUESO::MetropolisHastingsSGOptions::print(), and QUESO::MetropolisHastingsSGOptions::scanOptionsValues().

bool QUESO::MhOptionsValues::m_filteredChainDataOutputAllowAll

Toggle for whether or not to allow all processes to write filtered Markov chain output to a file.

If true, all processes write filtered Markov chain output and m_filteredChainDataOutputAllowedSet is ignored.

If false, m_filteredChainDataOutputAllowedSet determines the set of processor ranks that will write filtered Markov chain output to a file

Default is false

Definition at line 387 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::set<unsigned int> QUESO::MhOptionsValues::m_filteredChainDataOutputAllowedSet

The set of MPI ranks that will write filtered Markov chain output to a file. See also m_filteredChainDataOutputAllowAll. Default is empty set.

Definition at line 390 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileName

If not ".", file name to save the filtered chain to. Default is ".".

If ".", the filtered chain is not written to a file.

If m_totallyMute is true, then the chain is not written to a file regardless of the value of this option.

Definition at line 372 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileType

The filetype of m_filteredChainDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m".

Definition at line 375 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

double QUESO::MhOptionsValues::m_filteredChainDiscardedPortion

What initial fraction of the filtered chain is discarded.

For example, if set to 0.2 then the first 20% of the filtered chain is discarded. Useful for discarding 'burn-in'.

Default is 0.0

Definition at line 356 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

bool QUESO::MhOptionsValues::m_filteredChainGenerate

Toggle the option to save a filtered chain.

A filtered chain is one where only every k-th sample is saved. Here k is called the 'lag' and can be set through m_filteredChainLag.

Default is false

Definition at line 347 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

unsigned int QUESO::MhOptionsValues::m_filteredChainLag

Set the lag for the filtered chain. Default is 1.

The lag is the number of samples to compute before saving. For example, if the lag is set to 20, then only every 20th sample is saved.

Definition at line 363 of file MetropolisHastingsSGOptions.h.

Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_help

If non-empty string, print options and values to the output file.

Default is empty string

Definition at line 172 of file MetropolisHastingsSGOptions.h.

std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileName

If not ".", reads the contents of the file and uses that to start the MCMC. Default is ".".

If ".", the input file is not read.

Definition at line 208 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileType

The filetype of m_initialPositionDataInputFileName. Only "m" (matlab) is currently supported. Default is "m".

Definition at line 211 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileName

If not ".", reads the contents of the file as the initial proposal covariance matrix.

To use this, m_tkUseLocalHessian must be false. If it is true, and this option is ".", no input file is read and the user-provided initial proposal covariance matrix is used.

If this option is ".", no input file is read.

Default is "."

Definition at line 223 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileType

The filetype of m_initialProposalCovMatrixDataInputFileName. Only "m" (matlab) is currently supported. Default is "m".

Definition at line 226 of file MetropolisHastingsSGOptions.h.

Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().

std::string QUESO::MhOptionsValues::m_option_algorithm

private

Option name for MhOptionsValues::m_algorithm. Option name is m_prefix + "mh_algorithm".

Definition at line 741 of file MetropolisHastingsSGOptions.h.