25 #include <queso/Defines.h>
26 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
28 #ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
29 #include <boost/program_options.hpp>
30 #endif // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
32 #include <queso/SequenceStatisticalOptions.h>
33 #include <queso/Miscellaneous.h>
40 m_initialDiscardedPortions(0 ),
41 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
42 m_meanMonitorPeriod (UQ_SEQUENCE_MEAN_MONITOR_PERIOD_ODV ),
43 m_bmmRun (UQ_SEQUENCE_BMM_RUN_ODV ),
45 m_fftCompute (UQ_SEQUENCE_FFT_COMPUTE_ODV ),
46 m_fftParamId (UQ_SEQUENCE_FFT_PARAM_ID_ODV ),
47 m_fftSize (UQ_SEQUENCE_FFT_SIZE_ODV ),
48 m_fftTestInversion (UQ_SEQUENCE_FFT_TEST_INVERSION_ODV ),
49 m_fftWrite (UQ_SEQUENCE_FFT_WRITE_ODV ),
50 m_psdCompute (UQ_SEQUENCE_PSD_COMPUTE_ODV ),
51 m_psdNumBlocks (UQ_SEQUENCE_PSD_NUM_BLOCKS_ODV ),
52 m_psdHopSizeRatio (UQ_SEQUENCE_PSD_HOP_SIZE_RATIO_ODV ),
53 m_psdParamId (UQ_SEQUENCE_PSD_PARAM_ID_ODV ),
54 m_psdWrite (UQ_SEQUENCE_PSD_WRITE_ODV ),
55 m_psdAtZeroCompute (UQ_SEQUENCE_PSD_AT_ZERO_COMPUTE_ODV ),
56 m_psdAtZeroNumBlocks (0 ),
57 m_psdAtZeroHopSizeRatio (UQ_SEQUENCE_PSD_AT_ZERO_HOP_SIZE_RATIO_ODV ),
58 m_psdAtZeroDisplay (UQ_SEQUENCE_PSD_AT_ZERO_DISPLAY_ODV ),
59 m_psdAtZeroWrite (UQ_SEQUENCE_PSD_AT_ZERO_WRITE_ODV ),
60 m_gewekeCompute (UQ_SEQUENCE_GEWEKE_COMPUTE_ODV ),
61 m_gewekeNaRatio (UQ_SEQUENCE_GEWEKE_NA_RATIO_ODV ),
62 m_gewekeNbRatio (UQ_SEQUENCE_GEWEKE_NB_RATIO_ODV ),
63 m_gewekeDisplay (UQ_SEQUENCE_GEWEKE_DISPLAY_ODV ),
64 m_gewekeWrite (UQ_SEQUENCE_GEWEKE_WRITE_ODV ),
65 m_meanStaccCompute (UQ_SEQUENCE_MEAN_STACC_COMPUTE_ODV ),
66 m_histCompute (UQ_SEQUENCE_HIST_COMPUTE_ODV ),
67 m_histNumInternalBins (UQ_SEQUENCE_HIST_NUM_INTERNAL_BINS_ODV ),
68 m_cdfStaccCompute (UQ_SEQUENCE_CDF_STACC_COMPUTE_ODV ),
69 m_cdfStaccNumEvalPositions(UQ_SEQUENCE_CDF_STACC_NUM_EVAL_POSITIONS_ODV),
71 m_autoCorrComputeViaDef (UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_DEF_ODV ),
72 m_autoCorrComputeViaFft (UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_FFT_ODV ),
73 m_autoCorrSecondLag (UQ_SEQUENCE_AUTO_CORR_SECOND_LAG_ODV ),
74 m_autoCorrLagSpacing (UQ_SEQUENCE_AUTO_CORR_LAG_SPACING_ODV ),
75 m_autoCorrNumLags (UQ_SEQUENCE_AUTO_CORR_NUM_LAGS_ODV ),
76 m_autoCorrDisplay (UQ_SEQUENCE_AUTO_CORR_DISPLAY_ODV ),
77 m_autoCorrWrite (UQ_SEQUENCE_AUTO_CORR_WRITE_ODV ),
78 m_kdeCompute (UQ_SEQUENCE_KDE_COMPUTE_ODV ),
79 m_kdeNumEvalPositions (UQ_SEQUENCE_KDE_NUM_EVAL_POSITIONS_ODV ),
80 m_covMatrixCompute (UQ_SEQUENCE_COV_MATRIX_COMPUTE_ODV ),
81 m_corrMatrixCompute (UQ_SEQUENCE_CORR_MATRIX_COMPUTE_ODV ),
82 m_option_help (m_prefix +
"help" ),
83 m_option_initialDiscardedPortions (m_prefix +
"initialDiscardedPortions" ),
84 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
85 m_option_mean_monitorPeriod (m_prefix +
"mean_monitorPeriod" ),
86 m_option_bmm_run (m_prefix +
"bmm_run" ),
87 m_option_bmm_lengths (m_prefix +
"bmm_lengths" ),
88 m_option_bmm_display (m_prefix +
"bmm_display" ),
89 m_option_bmm_write (m_prefix +
"bmm_write" ),
90 m_option_fft_compute (m_prefix +
"fft_compute" ),
91 m_option_fft_paramId (m_prefix +
"fft_paramId" ),
92 m_option_fft_size (m_prefix +
"fft_size" ),
93 m_option_fft_testInversion (m_prefix +
"fft_testInversion" ),
94 m_option_fft_write (m_prefix +
"fft_write" ),
95 m_option_psd_compute (m_prefix +
"psd_compute" ),
96 m_option_psd_numBlocks (m_prefix +
"psd_numBlocks" ),
97 m_option_psd_hopSizeRatio (m_prefix +
"psd_hopSizeRatio" ),
98 m_option_psd_paramId (m_prefix +
"psd_paramId" ),
99 m_option_psd_write (m_prefix +
"psd_write" ),
100 m_option_psdAtZero_compute (m_prefix +
"psdAtZero_compute" ),
101 m_option_psdAtZero_numBlocks (m_prefix +
"psdAtZero_numBlocks" ),
102 m_option_psdAtZero_hopSizeRatio (m_prefix +
"psdAtZero_hopSizeRatio" ),
103 m_option_psdAtZero_display (m_prefix +
"psdAtZero_display" ),
104 m_option_psdAtZero_write (m_prefix +
"psdAtZero_write" ),
105 m_option_geweke_compute (m_prefix +
"geweke_compute" ),
106 m_option_geweke_naRatio (m_prefix +
"geweke_naRatio" ),
107 m_option_geweke_nbRatio (m_prefix +
"geweke_nbRatio" ),
108 m_option_geweke_display (m_prefix +
"geweke_display" ),
109 m_option_geweke_write (m_prefix +
"geweke_write" ),
110 m_option_meanStacc_compute (m_prefix +
"meanStacc_compute" ),
111 m_option_hist_compute (m_prefix +
"hist_compute" ),
112 m_option_hist_numInternalBins (m_prefix +
"hist_numInternalBins" ),
113 m_option_cdfStacc_compute (m_prefix +
"cdfStacc_compute" ),
114 m_option_cdfStacc_numEvalPositions(m_prefix +
"cdfStacc_numEvalPositions"),
116 m_option_autoCorr_computeViaDef (m_prefix +
"autoCorr_computeViaDef" ),
117 m_option_autoCorr_computeViaFft (m_prefix +
"autoCorr_computeViaFft" ),
118 m_option_autoCorr_secondLag (m_prefix +
"autoCorr_secondLag" ),
119 m_option_autoCorr_lagSpacing (m_prefix +
"autoCorr_lagSpacing" ),
120 m_option_autoCorr_numLags (m_prefix +
"autoCorr_numLags" ),
121 m_option_autoCorr_display (m_prefix +
"autoCorr_display" ),
122 m_option_autoCorr_write (m_prefix +
"autoCorr_write" ),
123 m_option_kde_compute (m_prefix +
"kde_compute" ),
124 m_option_kde_numEvalPositions (m_prefix +
"kde_numEvalPositions" ),
125 m_option_covMatrix_compute (m_prefix +
"covMatrix_compute" ),
126 m_option_corrMatrix_compute (m_prefix +
"corrMatrix_compute" )
133 m_prefix ((std::string)(prefix) +
"stats_"),
134 m_initialDiscardedPortions(0 ),
135 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
136 m_meanMonitorPeriod (UQ_SEQUENCE_MEAN_MONITOR_PERIOD_ODV ),
137 m_bmmRun (UQ_SEQUENCE_BMM_RUN_ODV ),
139 m_fftCompute (UQ_SEQUENCE_FFT_COMPUTE_ODV ),
140 m_fftParamId (UQ_SEQUENCE_FFT_PARAM_ID_ODV ),
141 m_fftSize (UQ_SEQUENCE_FFT_SIZE_ODV ),
142 m_fftTestInversion (UQ_SEQUENCE_FFT_TEST_INVERSION_ODV ),
143 m_fftWrite (UQ_SEQUENCE_FFT_WRITE_ODV ),
144 m_psdCompute (UQ_SEQUENCE_PSD_COMPUTE_ODV ),
145 m_psdNumBlocks (UQ_SEQUENCE_PSD_NUM_BLOCKS_ODV ),
146 m_psdHopSizeRatio (UQ_SEQUENCE_PSD_HOP_SIZE_RATIO_ODV ),
147 m_psdParamId (UQ_SEQUENCE_PSD_PARAM_ID_ODV ),
148 m_psdWrite (UQ_SEQUENCE_PSD_WRITE_ODV ),
149 m_psdAtZeroCompute (UQ_SEQUENCE_PSD_AT_ZERO_COMPUTE_ODV ),
150 m_psdAtZeroNumBlocks (0 ),
151 m_psdAtZeroHopSizeRatio (UQ_SEQUENCE_PSD_AT_ZERO_HOP_SIZE_RATIO_ODV ),
152 m_psdAtZeroDisplay (UQ_SEQUENCE_PSD_AT_ZERO_DISPLAY_ODV ),
153 m_psdAtZeroWrite (UQ_SEQUENCE_PSD_AT_ZERO_WRITE_ODV ),
154 m_gewekeCompute (UQ_SEQUENCE_GEWEKE_COMPUTE_ODV ),
155 m_gewekeNaRatio (UQ_SEQUENCE_GEWEKE_NA_RATIO_ODV ),
156 m_gewekeNbRatio (UQ_SEQUENCE_GEWEKE_NB_RATIO_ODV ),
157 m_gewekeDisplay (UQ_SEQUENCE_GEWEKE_DISPLAY_ODV ),
158 m_gewekeWrite (UQ_SEQUENCE_GEWEKE_WRITE_ODV ),
159 m_meanStaccCompute (UQ_SEQUENCE_MEAN_STACC_COMPUTE_ODV ),
160 m_histCompute (UQ_SEQUENCE_HIST_COMPUTE_ODV ),
161 m_histNumInternalBins (UQ_SEQUENCE_HIST_NUM_INTERNAL_BINS_ODV ),
162 m_cdfStaccCompute (UQ_SEQUENCE_CDF_STACC_COMPUTE_ODV ),
163 m_cdfStaccNumEvalPositions(UQ_SEQUENCE_CDF_STACC_NUM_EVAL_POSITIONS_ODV),
165 m_autoCorrComputeViaDef (UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_DEF_ODV ),
166 m_autoCorrComputeViaFft (UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_FFT_ODV ),
167 m_autoCorrSecondLag (UQ_SEQUENCE_AUTO_CORR_SECOND_LAG_ODV ),
168 m_autoCorrLagSpacing (UQ_SEQUENCE_AUTO_CORR_LAG_SPACING_ODV ),
169 m_autoCorrNumLags (UQ_SEQUENCE_AUTO_CORR_NUM_LAGS_ODV ),
170 m_autoCorrDisplay (UQ_SEQUENCE_AUTO_CORR_DISPLAY_ODV ),
171 m_autoCorrWrite (UQ_SEQUENCE_AUTO_CORR_WRITE_ODV ),
172 m_kdeCompute (UQ_SEQUENCE_KDE_COMPUTE_ODV ),
173 m_kdeNumEvalPositions (UQ_SEQUENCE_KDE_NUM_EVAL_POSITIONS_ODV ),
174 m_covMatrixCompute (UQ_SEQUENCE_COV_MATRIX_COMPUTE_ODV ),
175 m_corrMatrixCompute (UQ_SEQUENCE_CORR_MATRIX_COMPUTE_ODV ),
176 m_parser(new BoostInputOptionsParser(env->optionsInputFileName())),
177 m_option_help (m_prefix +
"help" ),
178 m_option_initialDiscardedPortions (m_prefix +
"initialDiscardedPortions" ),
179 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
180 m_option_mean_monitorPeriod (m_prefix +
"mean_monitorPeriod" ),
181 m_option_bmm_run (m_prefix +
"bmm_run" ),
182 m_option_bmm_lengths (m_prefix +
"bmm_lengths" ),
183 m_option_bmm_display (m_prefix +
"bmm_display" ),
184 m_option_bmm_write (m_prefix +
"bmm_write" ),
185 m_option_fft_compute (m_prefix +
"fft_compute" ),
186 m_option_fft_paramId (m_prefix +
"fft_paramId" ),
187 m_option_fft_size (m_prefix +
"fft_size" ),
188 m_option_fft_testInversion (m_prefix +
"fft_testInversion" ),
189 m_option_fft_write (m_prefix +
"fft_write" ),
190 m_option_psd_compute (m_prefix +
"psd_compute" ),
191 m_option_psd_numBlocks (m_prefix +
"psd_numBlocks" ),
192 m_option_psd_hopSizeRatio (m_prefix +
"psd_hopSizeRatio" ),
193 m_option_psd_paramId (m_prefix +
"psd_paramId" ),
194 m_option_psd_write (m_prefix +
"psd_write" ),
195 m_option_psdAtZero_compute (m_prefix +
"psdAtZero_compute" ),
196 m_option_psdAtZero_numBlocks (m_prefix +
"psdAtZero_numBlocks" ),
197 m_option_psdAtZero_hopSizeRatio (m_prefix +
"psdAtZero_hopSizeRatio" ),
198 m_option_psdAtZero_display (m_prefix +
"psdAtZero_display" ),
199 m_option_psdAtZero_write (m_prefix +
"psdAtZero_write" ),
200 m_option_geweke_compute (m_prefix +
"geweke_compute" ),
201 m_option_geweke_naRatio (m_prefix +
"geweke_naRatio" ),
202 m_option_geweke_nbRatio (m_prefix +
"geweke_nbRatio" ),
203 m_option_geweke_display (m_prefix +
"geweke_display" ),
204 m_option_geweke_write (m_prefix +
"geweke_write" ),
205 m_option_meanStacc_compute (m_prefix +
"meanStacc_compute" ),
206 m_option_hist_compute (m_prefix +
"hist_compute" ),
207 m_option_hist_numInternalBins (m_prefix +
"hist_numInternalBins" ),
208 m_option_cdfStacc_compute (m_prefix +
"cdfStacc_compute" ),
209 m_option_cdfStacc_numEvalPositions(m_prefix +
"cdfStacc_numEvalPositions"),
211 m_option_autoCorr_computeViaDef (m_prefix +
"autoCorr_computeViaDef" ),
212 m_option_autoCorr_computeViaFft (m_prefix +
"autoCorr_computeViaFft" ),
213 m_option_autoCorr_secondLag (m_prefix +
"autoCorr_secondLag" ),
214 m_option_autoCorr_lagSpacing (m_prefix +
"autoCorr_lagSpacing" ),
215 m_option_autoCorr_numLags (m_prefix +
"autoCorr_numLags" ),
216 m_option_autoCorr_display (m_prefix +
"autoCorr_display" ),
217 m_option_autoCorr_write (m_prefix +
"autoCorr_write" ),
218 m_option_kde_compute (m_prefix +
"kde_compute" ),
219 m_option_kde_numEvalPositions (m_prefix +
"kde_numEvalPositions" ),
220 m_option_covMatrix_compute (m_prefix +
"covMatrix_compute" ),
221 m_option_corrMatrix_compute (m_prefix +
"corrMatrix_compute" )
223 (
m_option_help,
"produce help message for chain statistical options" )
224 (
m_option_initialDiscardedPortions, boost::program_options::value<std::string >()->default_value(UQ_SEQUENCE_INITIAL_DISCARDED_PORTIONS_ODV ),
"list of initial discarded portions for chain statistics" )
225 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
227 m_parser->registerOption(
m_option_bmm_run, UQ_SEQUENCE_BMM_RUN_ODV ,
"compute variance of sample mean with batch means method" );
255 m_parser->registerOption(
m_option_autoCorr_computeViaDef, boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_DEF_ODV ),
"compute correlations via definition" )
257 m_parser->registerOption(
m_option_autoCorr_secondLag, boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_SECOND_LAG_ODV ),
"second lag for computation of autocorrelations" )
258 m_parser->registerOption(
m_option_autoCorr_lagSpacing, boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_LAG_SPACING_ODV ),
"lag spacing for computation of autocorrelations" )
259 m_parser->registerOption(
m_option_autoCorr_numLags, boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_NUM_LAGS_ODV ),
"number of lags for computation of autocorrelations" )
260 m_parser->registerOption(
m_option_autoCorr_display, boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_DISPLAY_ODV ),
"display computed autocorrelations on the screen" )
261 m_parser->registerOption(
m_option_autoCorr_write, boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_WRITE_ODV ),
"write computed autocorrelations to the output file" )
262 m_parser->registerOption(
m_option_kde_compute, boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_KDE_COMPUTE_ODV ),
"compute kernel density estimators" )
263 m_parser->registerOption(
m_option_kde_numEvalPositions, boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_KDE_NUM_EVAL_POSITIONS_ODV ),
"number of evaluation positions" )
264 m_parser->registerOption(
m_option_covMatrix_compute, boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_COV_MATRIX_COMPUTE_ODV ),
"compute covariance matrix" )
265 m_parser->registerOption(
m_option_corrMatrix_compute, boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_CORR_MATRIX_COMPUTE_ODV ),
"compute correlation matrix" )
285 SsOptionsValues::defineOptions()
287 (*m_optionsDescription).add_options()
288 (
m_option_help.c_str(),
"produce help message for chain statistical options" )
289 (
m_option_initialDiscardedPortions.c_str(), boost::program_options::value<std::string >()->default_value(UQ_SEQUENCE_INITIAL_DISCARDED_PORTIONS_ODV ),
"list of initial discarded portions for chain statistics" )
290 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
291 (
m_option_mean_monitorPeriod.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_MEAN_MONITOR_PERIOD_ODV ),
"period for monitoring mean" )
292 (
m_option_bmm_run.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_BMM_RUN_ODV ),
"compute variance of sample mean with batch means method" )
293 (
m_option_bmm_lengths.c_str(), boost::program_options::value<std::string >()->default_value(UQ_SEQUENCE_BMM_LENGTHS_ODV ),
"list of batch lenghts for BMM" )
294 (
m_option_fft_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_FFT_COMPUTE_ODV ),
"compute fft" )
295 (
m_option_fft_paramId.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_FFT_PARAM_ID_ODV ),
"parameter id for fft computations" )
296 (
m_option_fft_size.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_FFT_SIZE_ODV ),
"fft size" )
297 (
m_option_fft_testInversion.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_FFT_TEST_INVERSION_ODV ),
"test fft inversion" )
298 (
m_option_fft_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_FFT_WRITE_ODV ),
"write fft" )
299 (
m_option_psd_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_COMPUTE_ODV ),
"compute psd" )
300 (
m_option_psd_numBlocks.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_PSD_NUM_BLOCKS_ODV ),
"number of blocks for computation of psd" )
301 (
m_option_psd_hopSizeRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_PSD_HOP_SIZE_RATIO_ODV ),
"hop size ratio for psd" )
302 (
m_option_psd_paramId.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_PSD_PARAM_ID_ODV ),
"parameter id for psd computations" )
303 (
m_option_psd_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_WRITE_ODV ),
"write psd" )
304 (
m_option_psdAtZero_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_COMPUTE_ODV ),
"compute power spectral densities" )
305 (
m_option_psdAtZero_numBlocks.c_str(), boost::program_options::value<std::string >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_NUM_BLOCKS_ODV ),
"list of numbers of blocks for computation of psd at zero" )
306 (
m_option_psdAtZero_hopSizeRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_HOP_SIZE_RATIO_ODV ),
"hop size ratio for psd at zero" )
307 (
m_option_psdAtZero_display.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_DISPLAY_ODV ),
"display computed psd at frequency zero on screen" )
308 (
m_option_psdAtZero_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_WRITE_ODV ),
"write computed psd at frequency zero to the output file" )
309 (
m_option_geweke_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_GEWEKE_COMPUTE_ODV ),
"compute Geweke coefficients" )
310 (
m_option_geweke_naRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_GEWEKE_NA_RATIO_ODV ),
"ratio NA for Geweke" )
311 (
m_option_geweke_nbRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_GEWEKE_NB_RATIO_ODV ),
"ratio NB for Geweke" )
312 (
m_option_geweke_display.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_GEWEKE_DISPLAY_ODV ),
"display computed Geweke on screen" )
313 (
m_option_geweke_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_GEWEKE_WRITE_ODV ),
"write computed Geweke to the output file" )
314 (
m_option_meanStacc_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_MEAN_STACC_COMPUTE_ODV ),
"compute statistical accuracy of mean" )
315 (
m_option_hist_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_HIST_COMPUTE_ODV ),
"compute histograms" )
316 (
m_option_hist_numInternalBins.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_HIST_NUM_INTERNAL_BINS_ODV ),
"number of internal bins" )
317 (
m_option_cdfStacc_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_CDF_STACC_COMPUTE_ODV ),
"compute statisical accuracy of cdf" )
318 (
m_option_cdfStacc_numEvalPositions.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_CDF_STACC_NUM_EVAL_POSITIONS_ODV ),
"number of evaluations points for statistical accuracy of cdf" )
320 (
m_option_autoCorr_computeViaDef.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_DEF_ODV ),
"compute correlations via definition" )
321 (
m_option_autoCorr_computeViaFft.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_FFT_ODV ),
"compute correlations via fft" )
322 (
m_option_autoCorr_secondLag.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_SECOND_LAG_ODV ),
"second lag for computation of autocorrelations" )
323 (
m_option_autoCorr_lagSpacing.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_LAG_SPACING_ODV ),
"lag spacing for computation of autocorrelations" )
324 (
m_option_autoCorr_numLags.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_NUM_LAGS_ODV ),
"number of lags for computation of autocorrelations" )
325 (
m_option_autoCorr_display.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_DISPLAY_ODV ),
"display computed autocorrelations on the screen" )
326 (
m_option_autoCorr_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_WRITE_ODV ),
"write computed autocorrelations to the output file" )
327 (
m_option_kde_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_KDE_COMPUTE_ODV ),
"compute kernel density estimators" )
328 (
m_option_kde_numEvalPositions.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_KDE_NUM_EVAL_POSITIONS_ODV ),
"number of evaluation positions" )
329 (
m_option_covMatrix_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_COV_MATRIX_COMPUTE_ODV ),
"compute covariance matrix" )
330 (
m_option_corrMatrix_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_CORR_MATRIX_COMPUTE_ODV ),
"compute correlation matrix" )
335 SsOptionsValues::getOptionValues()
338 if (m_env->subDisplayFile()) {
339 *m_env->subDisplayFile() << (*m_optionsDescription)
346 std::vector<double> tmpPortions(0,0.);
357 if (tmpPortions.size() > 0) {
365 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
376 std::vector<double> tmpLengths(0,0.);
387 if (tmpLengths.size() > 0) {
389 for (
unsigned int i = 0; i <
m_bmmLengths.size(); ++i) {
441 std::vector<double> tmpNumBlocks(0,0.);
452 if (tmpNumBlocks.size() > 0) {
561 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
611 m_prefix ((std::string)(prefix) +
"stats_"),
613 m_optionsDesc (new boost::program_options::options_description(
"Chain statistical options")),
614 m_option_help (m_prefix +
"help" ),
615 m_option_initialDiscardedPortions (m_prefix +
"initialDiscardedPortions" ),
616 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
617 m_option_mean_monitorPeriod (m_prefix +
"mean_monitorPeriod" ),
618 m_option_bmm_run (m_prefix +
"bmm_run" ),
619 m_option_bmm_lengths (m_prefix +
"bmm_lengths" ),
620 m_option_bmm_display (m_prefix +
"bmm_display" ),
621 m_option_bmm_write (m_prefix +
"bmm_write" ),
622 m_option_fft_compute (m_prefix +
"fft_compute" ),
623 m_option_fft_paramId (m_prefix +
"fft_paramId" ),
624 m_option_fft_size (m_prefix +
"fft_size" ),
625 m_option_fft_testInversion (m_prefix +
"fft_testInversion" ),
626 m_option_fft_write (m_prefix +
"fft_write" ),
627 m_option_psd_compute (m_prefix +
"psd_compute" ),
628 m_option_psd_numBlocks (m_prefix +
"psd_numBlocks" ),
629 m_option_psd_hopSizeRatio (m_prefix +
"psd_hopSizeRatio" ),
630 m_option_psd_paramId (m_prefix +
"psd_paramId" ),
631 m_option_psd_write (m_prefix +
"psd_write" ),
632 m_option_psdAtZero_compute (m_prefix +
"psdAtZero_compute" ),
633 m_option_psdAtZero_numBlocks (m_prefix +
"psdAtZero_numBlocks" ),
634 m_option_psdAtZero_hopSizeRatio (m_prefix +
"psdAtZero_hopSizeRatio" ),
635 m_option_psdAtZero_display (m_prefix +
"psdAtZero_display" ),
636 m_option_psdAtZero_write (m_prefix +
"psdAtZero_write" ),
637 m_option_geweke_compute (m_prefix +
"geweke_compute" ),
638 m_option_geweke_naRatio (m_prefix +
"geweke_naRatio" ),
639 m_option_geweke_nbRatio (m_prefix +
"geweke_nbRatio" ),
640 m_option_geweke_display (m_prefix +
"geweke_display" ),
641 m_option_geweke_write (m_prefix +
"geweke_write" ),
642 m_option_meanStacc_compute (m_prefix +
"meanStacc_compute" ),
643 m_option_hist_compute (m_prefix +
"hist_compute" ),
644 m_option_hist_numInternalBins (m_prefix +
"hist_numInternalBins" ),
645 m_option_cdfStacc_compute (m_prefix +
"cdfStacc_compute" ),
646 m_option_cdfStacc_numEvalPositions(m_prefix +
"cdfStacc_numEvalPositions"),
648 m_option_autoCorr_computeViaDef (m_prefix +
"autoCorr_computeViaDef" ),
649 m_option_autoCorr_computeViaFft (m_prefix +
"autoCorr_computeViaFft" ),
650 m_option_autoCorr_secondLag (m_prefix +
"autoCorr_secondLag" ),
651 m_option_autoCorr_lagSpacing (m_prefix +
"autoCorr_lagSpacing" ),
652 m_option_autoCorr_numLags (m_prefix +
"autoCorr_numLags" ),
653 m_option_autoCorr_display (m_prefix +
"autoCorr_display" ),
654 m_option_autoCorr_write (m_prefix +
"autoCorr_write" ),
655 m_option_kde_compute (m_prefix +
"kde_compute" ),
656 m_option_kde_numEvalPositions (m_prefix +
"kde_numEvalPositions" ),
657 m_option_covMatrix_compute (m_prefix +
"covMatrix_compute" ),
658 m_option_corrMatrix_compute (m_prefix +
"corrMatrix_compute" )
662 if (
m_env.subDisplayFile()) {
663 *
m_env.subDisplayFile() <<
"Entering SequenceStatisticalOptions::constructor(1)"
674 if (
m_env.subDisplayFile()) {
675 *
m_env.subDisplayFile() <<
"After reading values of options with prefix '" <<
m_prefix
676 <<
"', state of SequenceStatisticalOptions object is:"
681 if (
m_env.subDisplayFile()) {
682 *
m_env.subDisplayFile() <<
"Leaving SequenceStatisticalOptions::constructor(1)"
693 m_ov (alternativeOptionsValues),
694 m_prefix ((std::string)(prefix) +
"stats_"),
696 m_optionsDesc (NULL),
697 m_option_help (m_prefix +
"help" ),
698 m_option_initialDiscardedPortions (m_prefix +
"initialDiscardedPortions" ),
699 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
700 m_option_mean_monitorPeriod (m_prefix +
"mean_monitorPeriod" ),
701 m_option_bmm_run (m_prefix +
"bmm_run" ),
702 m_option_bmm_lengths (m_prefix +
"bmm_lengths" ),
703 m_option_bmm_display (m_prefix +
"bmm_display" ),
704 m_option_bmm_write (m_prefix +
"bmm_write" ),
705 m_option_fft_compute (m_prefix +
"fft_compute" ),
706 m_option_fft_paramId (m_prefix +
"fft_paramId" ),
707 m_option_fft_size (m_prefix +
"fft_size" ),
708 m_option_fft_testInversion (m_prefix +
"fft_testInversion" ),
709 m_option_fft_write (m_prefix +
"fft_write" ),
710 m_option_psd_compute (m_prefix +
"psd_compute" ),
711 m_option_psd_numBlocks (m_prefix +
"psd_numBlocks" ),
712 m_option_psd_hopSizeRatio (m_prefix +
"psd_hopSizeRatio" ),
713 m_option_psd_paramId (m_prefix +
"psd_paramId" ),
714 m_option_psd_write (m_prefix +
"psd_write" ),
715 m_option_psdAtZero_compute (m_prefix +
"psdAtZero_compute" ),
716 m_option_psdAtZero_numBlocks (m_prefix +
"psdAtZero_numBlocks" ),
717 m_option_psdAtZero_hopSizeRatio (m_prefix +
"psdAtZero_hopSizeRatio" ),
718 m_option_psdAtZero_display (m_prefix +
"psdAtZero_display" ),
719 m_option_psdAtZero_write (m_prefix +
"psdAtZero_write" ),
720 m_option_geweke_compute (m_prefix +
"geweke_compute" ),
721 m_option_geweke_naRatio (m_prefix +
"geweke_naRatio" ),
722 m_option_geweke_nbRatio (m_prefix +
"geweke_nbRatio" ),
723 m_option_geweke_display (m_prefix +
"geweke_display" ),
724 m_option_geweke_write (m_prefix +
"geweke_write" ),
725 m_option_meanStacc_compute (m_prefix +
"meanStacc_compute" ),
726 m_option_hist_compute (m_prefix +
"hist_compute" ),
727 m_option_hist_numInternalBins (m_prefix +
"hist_numInternalBins" ),
728 m_option_cdfStacc_compute (m_prefix +
"cdfStacc_compute" ),
729 m_option_cdfStacc_numEvalPositions(m_prefix +
"cdfStacc_numEvalPositions"),
731 m_option_autoCorr_computeViaDef (m_prefix +
"autoCorr_computeViaDef" ),
732 m_option_autoCorr_computeViaFft (m_prefix +
"autoCorr_computeViaFft" ),
733 m_option_autoCorr_secondLag (m_prefix +
"autoCorr_secondLag" ),
734 m_option_autoCorr_lagSpacing (m_prefix +
"autoCorr_lagSpacing" ),
735 m_option_autoCorr_numLags (m_prefix +
"autoCorr_numLags" ),
736 m_option_autoCorr_display (m_prefix +
"autoCorr_display" ),
737 m_option_autoCorr_write (m_prefix +
"autoCorr_write" ),
738 m_option_kde_compute (m_prefix +
"kde_compute" ),
739 m_option_kde_numEvalPositions (m_prefix +
"kde_numEvalPositions" ),
740 m_option_covMatrix_compute (m_prefix +
"covMatrix_compute" ),
741 m_option_corrMatrix_compute (m_prefix +
"corrMatrix_compute" )
745 if (
m_env.subDisplayFile()) {
746 *
m_env.subDisplayFile() <<
"Entering SequenceStatisticalOptions::constructor(2)"
753 if (
m_env.subDisplayFile()) {
754 *
m_env.subDisplayFile() <<
"After setting values of options with prefix '" <<
m_prefix
755 <<
"', state of SequenceStatisticalOptions object is:"
760 if (
m_env.subDisplayFile()) {
761 *
m_env.subDisplayFile() <<
"Leaving SequenceStatisticalOptions::constructor(2)"
776 boost::program_options::options_description& optionsDesc)
const
780 optionsDesc.add_options()
781 (
m_option_help.c_str(),
"produce help message for chain statistical options" )
782 (
m_option_initialDiscardedPortions.c_str(), boost::program_options::value<std::string >()->default_value(UQ_SEQUENCE_INITIAL_DISCARDED_PORTIONS_ODV ),
"list of initial discarded portions for chain statistics" )
783 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
784 (
m_option_mean_monitorPeriod.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_MEAN_MONITOR_PERIOD_ODV ),
"period for monitoring mean" )
785 (
m_option_bmm_run.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_BMM_RUN_ODV ),
"compute variance of sample mean with batch means method" )
786 (
m_option_bmm_lengths.c_str(), boost::program_options::value<std::string >()->default_value(UQ_SEQUENCE_BMM_LENGTHS_ODV ),
"list of batch lenghts for BMM" )
787 (
m_option_fft_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_FFT_COMPUTE_ODV ),
"compute fft" )
788 (
m_option_fft_paramId.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_FFT_PARAM_ID_ODV ),
"parameter id for fft computations" )
789 (
m_option_fft_size.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_FFT_SIZE_ODV ),
"fft size" )
790 (
m_option_fft_testInversion.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_FFT_TEST_INVERSION_ODV ),
"test fft inversion" )
791 (
m_option_fft_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_FFT_WRITE_ODV ),
"write fft" )
792 (
m_option_psd_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_COMPUTE_ODV ),
"compute psd" )
793 (
m_option_psd_numBlocks.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_PSD_NUM_BLOCKS_ODV ),
"number of blocks for computation of psd" )
794 (
m_option_psd_hopSizeRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_PSD_HOP_SIZE_RATIO_ODV ),
"hop size ratio for psd" )
795 (
m_option_psd_paramId.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_PSD_PARAM_ID_ODV ),
"parameter id for psd computations" )
796 (
m_option_psd_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_WRITE_ODV ),
"write psd" )
797 (
m_option_psdAtZero_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_COMPUTE_ODV ),
"compute power spectral densities" )
798 (
m_option_psdAtZero_numBlocks.c_str(), boost::program_options::value<std::string >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_NUM_BLOCKS_ODV ),
"list of numbers of blocks for computation of psd at zero" )
799 (
m_option_psdAtZero_hopSizeRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_HOP_SIZE_RATIO_ODV ),
"hop size ratio for psd at zero" )
800 (
m_option_psdAtZero_display.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_DISPLAY_ODV ),
"display computed psd at frequency zero on screen" )
801 (
m_option_psdAtZero_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_PSD_AT_ZERO_WRITE_ODV ),
"write computed psd at frequency zero to the output file" )
802 (
m_option_geweke_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_GEWEKE_COMPUTE_ODV ),
"compute Geweke coefficients" )
803 (
m_option_geweke_naRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_GEWEKE_NA_RATIO_ODV ),
"ratio NA for Geweke" )
804 (
m_option_geweke_nbRatio.c_str(), boost::program_options::value<double >()->default_value(UQ_SEQUENCE_GEWEKE_NB_RATIO_ODV ),
"ratio NB for Geweke" )
805 (
m_option_geweke_display.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_GEWEKE_DISPLAY_ODV ),
"display computed Geweke on screen" )
806 (
m_option_geweke_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_GEWEKE_WRITE_ODV ),
"write computed Geweke to the output file" )
807 (
m_option_meanStacc_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_MEAN_STACC_COMPUTE_ODV ),
"compute statistical accuracy of mean" )
808 (
m_option_hist_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_HIST_COMPUTE_ODV ),
"compute histograms" )
809 (
m_option_hist_numInternalBins.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_HIST_NUM_INTERNAL_BINS_ODV ),
"number of internal bins" )
810 (
m_option_cdfStacc_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_CDF_STACC_COMPUTE_ODV ),
"compute statisical accuracy of cdf" )
811 (
m_option_cdfStacc_numEvalPositions.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_CDF_STACC_NUM_EVAL_POSITIONS_ODV ),
"number of evaluations points for statistical accuracy of cdf" )
813 (
m_option_autoCorr_computeViaDef.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_DEF_ODV ),
"compute correlations via definition" )
814 (
m_option_autoCorr_computeViaFft.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_COMPUTE_VIA_FFT_ODV ),
"compute correlations via fft" )
815 (
m_option_autoCorr_secondLag.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_SECOND_LAG_ODV ),
"second lag for computation of autocorrelations" )
816 (
m_option_autoCorr_lagSpacing.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_LAG_SPACING_ODV ),
"lag spacing for computation of autocorrelations" )
817 (
m_option_autoCorr_numLags.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_AUTO_CORR_NUM_LAGS_ODV ),
"number of lags for computation of autocorrelations" )
818 (
m_option_autoCorr_display.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_DISPLAY_ODV ),
"display computed autocorrelations on the screen" )
819 (
m_option_autoCorr_write.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_AUTO_CORR_WRITE_ODV ),
"write computed autocorrelations to the output file" )
820 (
m_option_kde_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_KDE_COMPUTE_ODV ),
"compute kernel density estimators" )
821 (
m_option_kde_numEvalPositions.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_SEQUENCE_KDE_NUM_EVAL_POSITIONS_ODV ),
"number of evaluation positions" )
822 (
m_option_covMatrix_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_COV_MATRIX_COMPUTE_ODV ),
"compute covariance matrix" )
823 (
m_option_corrMatrix_compute.c_str(), boost::program_options::value<bool >()->default_value(UQ_SEQUENCE_CORR_MATRIX_COMPUTE_ODV ),
"compute correlation matrix" )
831 boost::program_options::options_description& optionsDesc)
836 if (
m_env.subDisplayFile()) {
837 *
m_env.subDisplayFile() << optionsDesc
844 std::vector<double> tmpPortions(0,0.);
855 if (tmpPortions.size() > 0) {
863 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
874 std::vector<double> tmpLengths(0,0.);
885 if (tmpLengths.size() > 0) {
939 std::vector<double> tmpNumBlocks(0,0.);
950 if (tmpNumBlocks.size() > 0) {
1057 const std::vector<double>&
1065 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
1082 const std::vector<unsigned int>&
1194 const std::vector<unsigned int>&
1404 #ifdef QUESO_COMPUTES_EXTRA_POST_PROCESSING_STATISTICS
1468 #endif // ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
std::string m_option_autoCorr_numLags
std::string m_option_hist_numInternalBins
BoostInputOptionsParser * m_parser
std::string m_option_psd_paramId
std::string m_option_autoCorr_computeViaFft
std::string m_option_kde_numEvalPositions
std::ostream & operator<<(std::ostream &os, const SequenceStatisticalOptions &obj)
std::string m_option_autoCorr_lagSpacing
unsigned int autoCorrSecondLag() const
Returns the second lag of the autocorrelation. Access to private attribute m_autoCorrSecondLag.
std::string m_option_fft_testInversion
double m_psdAtZeroHopSizeRatio
std::string m_option_cdfStacc_numEvalPositions
unsigned int meanMonitorPeriod() const
std::string m_option_geweke_display
unsigned int autoCorrLagSpacing() const
Returns the spacing of the autocorrelation. Access to private attribute m_autoCorrLagSpacing.
unsigned int m_psdNumBlocks
std::string m_option_psd_hopSizeRatio
SsOptionsValues & operator=(const SsOptionsValues &rhs)
Assignment operator; it copies rhs to this.
std::string m_option_bmm_lengths
bool gewekeDisplay() const
std::string m_option_kde_compute
A templated class that stores statistical options (optionally read from an input file) ...
std::string m_option_initialDiscardedPortions
std::string m_option_psdAtZero_compute
const std::vector< double > & initialDiscardedPortions() const
Finds the initially discarded portion of the chain. Access to private attribute m_initialDiscardedPor...
std::string m_option_initialDiscardedPortions
unsigned int m_fftParamId
bool corrMatrixCompute() const
Finds the correlation matrix. Access to private attribute m_corrMatrixCompute.
std::string m_option_psd_hopSizeRatio
MonteCarloSGOptions::MonteCarloSGOptions(const BaseEnvironment &env, const char *prefix queso_require_not_equal_to_msg)(m_env.optionsInputFileName(), std::string(""), std::string("this constructor is incompatible with the absence of an options input file"))
std::string m_option_autoCorr_write
bool covMatrixCompute() const
Finds the covariance matrix. Access to private attribute m_covMatrixCompute.
~SequenceStatisticalOptions()
Destructor.
std::string m_option_fft_paramId
std::string m_option_psdAtZero_compute
std::vector< unsigned int > m_bmmLengths
std::string m_option_meanStacc_compute
unsigned int m_meanMonitorPeriod
unsigned int histNumInternalBins() const
unsigned int kdeNumEvalPositions() const
Returns number of evaluation positions for KDE. Access to private attribute m_kdeNumEvalPositions.
double gewekeNbRatio() const
std::string m_option_autoCorr_numLags
std::string m_option_cdfStacc_compute
void print(std::ostream &os) const
Prints the initial discarded portion of the chain; and, optionally, other attributes of the chain...
std::string m_option_autoCorr_write
std::string m_option_psdAtZero_write
std::string m_option_psdAtZero_hopSizeRatio
void copy(const SsOptionsValues &src)
Copies the option values from src to this.
std::string m_option_bmm_lengths
std::string m_option_autoCorr_secondLag
unsigned int m_histNumInternalBins
const BaseEnvironment & m_env
std::string m_option_autoCorr_computeViaFft
unsigned int m_cdfStaccNumEvalPositions
std::string m_option_geweke_naRatio
std::string m_option_psd_write
std::string m_option_geweke_compute
std::string m_option_psdAtZero_numBlocks
const std::vector< unsigned int > & bmmLengths() const
std::string m_option_geweke_nbRatio
std::string m_option_psd_compute
std::string m_option_autoCorr_display
unsigned int autoCorrNumLags() const
Returns the number of lags of the autocorrelation. Access to private attribute m_autoCorrNumLags.
bool m_corrMatrixCompute
Whether or not compute correlation matrix.
std::string m_option_psdAtZero_write
std::string m_option_covMatrix_compute
std::string m_option_fft_write
std::string m_option_kde_numEvalPositions
std::string m_option_hist_compute
std::vector< double > m_initialDiscardedPortions
Stores the initial discarded portion of the chain.
std::string m_option_hist_numInternalBins
std::string m_option_psdAtZero_display
bool cdfStaccCompute() const
virtual ~SsOptionsValues()
Destructor.
std::string m_option_psd_compute
const std::vector< unsigned int > & psdAtZeroNumBlocks() const
std::string m_option_fft_compute
std::string m_option_cdfStacc_numEvalPositions
void MiscReadDoublesFromString(const std::string &inputString, std::vector< double > &outputDoubles)
bool autoCorrComputeViaDef() const
Compute autocorrelation via definition. Access to private attribute m_autoCorrComputeViaDef.
std::string m_option_hist_compute
double psdHopSizeRatio() const
std::string m_option_mean_monitorPeriod
std::string m_option_help
std::string m_option_kde_compute
std::string m_option_psd_paramId
std::string m_option_cdfStacc_compute
std::vector< unsigned int > m_psdAtZeroNumBlocks
std::string m_option_autoCorr_computeViaDef
double gewekeNaRatio() const
unsigned int m_kdeNumEvalPositions
Number of positions to evaluate kde.
std::string m_option_fft_size
boost::program_options::options_description * m_optionsDesc
unsigned int m_autoCorrLagSpacing
Lag spacing of the autocorrelation.
std::string m_option_autoCorr_display
unsigned int cdfStaccNumEvalPositions() const
bool m_covMatrixCompute
Whether or not compute covariance matrix.
bool m_kdeCompute
Whether or not compute kernel density estimate (kde).
std::string m_option_geweke_nbRatio
std::string m_option_psdAtZero_numBlocks
bool m_autoCorrWrite
Whether or not write autocorrelation to file.
std::string m_option_psd_numBlocks
std::string m_option_psd_write
bool m_autoCorrDisplay
Whether or not display autocorrelation.
bool psdAtZeroWrite() const
std::string m_option_geweke_write
std::string m_option_psd_numBlocks
MonteCarloSGOptions::MonteCarloSGOptions(const BaseEnvironment &env, const char *prefix, const McOptionsValues &alternativeOptionsValues queso_require_equal_to_msg)(m_env.optionsInputFileName(), std::string(""), std::string("this constructor is incompatible with the existence of an options input file"))
SequenceStatisticalOptions(const BaseEnvironment &env, const std::string &prefix)
Constructor: reads options from the input file.
std::string m_option_fft_compute
bool gewekeCompute() const
unsigned int m_autoCorrSecondLag
Second lag of the autocorrelation.
std::string m_option_fft_testInversion
unsigned int psdNumBlocks() const
std::string m_option_help
std::string m_option_psdAtZero_hopSizeRatio
std::string m_option_geweke_compute
unsigned int psdParamId() const
std::string m_option_fft_paramId
unsigned int fftSize() const
std::string m_option_psdAtZero_display
void defineMyOptions(boost::program_options::options_description &optionsDesc) const
Defines the options for the chain.
std::string m_option_bmm_run
bool autoCorrDisplay() const
Displays autocorrelation. Access to private attribute m_autoCorrDisplay.
bool m_autoCorrComputeViaDef
Whether or not compute autocorrelation via definition.
bool psdAtZeroDisplay() const
double psdAtZeroHopSizeRatio() const
unsigned int m_psdParamId
std::string m_option_geweke_naRatio
std::string m_option_covMatrix_compute
std::string m_option_autoCorr_computeViaDef
unsigned int m_autoCorrNumLags
Number of lags of the autocorrelation.
bool meanStaccCompute() const
bool m_autoCorrComputeViaFft
Whether or not compute autocorrelation via FFT.
bool autoCorrComputeViaFft() const
Compute autocorrelation via FFT. Access to private attribute m_autoCorrComputeViaFft.
std::string m_option_corrMatrix_compute
std::string m_option_autoCorr_secondLag
std::string m_option_geweke_display
bool fftTestInversion() const
bool kdeCompute() const
Computes KDE. Access to private attribute m_kdeCompute.
std::string m_option_corrMatrix_compute
bool autoCorrWrite() const
Writes autocorrelation. Access to private attribute m_autoCorrWrite.
std::string m_option_fft_size
void getMyOptionValues(boost::program_options::options_description &optionsDesc)
Reads the chain options.
std::string m_option_geweke_write
std::string m_option_mean_monitorPeriod
std::string m_option_bmm_run
SsOptionsValues()
Default constructor.
std::string m_option_autoCorr_lagSpacing
std::string m_option_fft_write
bool psdAtZeroCompute() const
unsigned int fftParamId() const
std::string m_option_meanStacc_compute
A templated class that stores default statistical options for a sequence of vectors, e.g. a Markov chain, a Monte Carlo input sequence, or a Monte Carlo output sequence.