queso-0.57.1
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Pages
MetropolisHastingsSGOptions.h
Go to the documentation of this file.
1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2017 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef UQ_MH_SG_OPTIONS_H
26 #define UQ_MH_SG_OPTIONS_H
27 
28 #include <queso/Environment.h>
29 #include <queso/MLSamplingLevelOptions.h>
30 #include <queso/SequenceStatisticalOptions.h>
31 
32 #ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
33 #include <queso/BoostInputOptionsParser.h>
34 #endif // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
35 
36 #undef UQ_MH_SG_REQUIRES_INVERTED_COV_MATRICES
37 #define UQ_NOTHING_JUST_FOR_TEST_OF_SVN_ID 1
38 
39 #define UQ_MH_SG_FILENAME_FOR_NO_FILE "."
40 
41 // _ODV = option default value
42 #define UQ_MH_SG_HELP ""
43 #define UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE
44 #define UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV 0
45 #define UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV ""
46 
47 #define UQ_MH_SG_TOTALLY_MUTE_ODV 0
48 #define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE
49 #define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
50 #define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE
51 #define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
52 #define UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV ""
53 #define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE
54 #define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
55 #define UQ_MH_SG_RAW_CHAIN_SIZE_ODV 100
56 #define UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV 0
57 #define UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV 500
58 #define UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV 1
59 #define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV 0
60 #define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE
61 #define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
62 #define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV 0
63 #define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ""
64 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
65 #define UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV 0
66 #endif
67 #define UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV 0
68 #define UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV 0.
69 #define UQ_MH_SG_FILTERED_CHAIN_LAG_ODV 1
70 #define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE
71 #define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
72 #define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV 0
73 #define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ""
74 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
75 #define UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV 0
76 #endif
77 #define UQ_MH_SG_DISPLAY_CANDIDATES_ODV 0
78 #define UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV 1
79 #define UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV 0
80 #define UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV 1
81 #define UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV 0
82 #define UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV ""
83 #define UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV 1
84 #define UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV 0
85 #define UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV 0
86 #define UQ_MH_SG_AM_ADAPT_INTERVAL_ODV 0
87 #define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV 0
88 #define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE
89 #define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT
90 #define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV 0
91 #define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV ""
92 #define UQ_MH_SG_AM_ETA_ODV 1.
93 #define UQ_MH_SG_AM_EPSILON_ODV 1.e-5
94 #define UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR 0
95 #define UQ_MH_SG_BROOKS_GELMAN_LAG 100
96 #define UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD 1
97 #define UQ_MH_SG_OUTPUT_LOG_TARGET 1
98 #define UQ_MH_SG_DO_LOGIT_TRANSFORM 1
99 #define UQ_MH_SG_ALGORITHM "logit_random_walk"
100 #define UQ_MH_SG_TK "logit_random_walk"
101 #define UQ_MH_SG_UPDATE_INTERVAL 1
102 
103 #ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
104 namespace boost {
105  namespace program_options {
106  class options_description;
107  }
108 }
109 #endif // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
110 
111 namespace QUESO {
112 
113 class BaseEnvironment;
114 
129 {
130 public:
131 
133 
134 
135 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
136  MhOptionsValues (const SsOptionsValues* alternativeRawSsOptionsValues,
137  const SsOptionsValues* alternativeFilteredSsOptionsValues);
138  MhOptionsValues (const SsOptionsValues* alternativeRawSsOptionsValues,
139  const SsOptionsValues* alternativeFilteredSsOptionsValues,
140  const BaseEnvironment * env, const char * prefix);
141 #else
142 
144 
145  MhOptionsValues ();
146 
148  MhOptionsValues(const BaseEnvironment * env, const char * prefix);
149 #endif
150 
152 
153  MhOptionsValues (const MhOptionsValues& src);
154 
156  virtual ~MhOptionsValues ();
158 
160 
164 
166  std::string m_prefix;
167 
169 
172  std::string m_help;
173 
175 
184  std::string m_dataOutputFileName;
185 
187 
194 
196 
199  std::set<unsigned int> m_dataOutputAllowedSet;
200 
203 
205 
209 
212 
214 
224 
227 
229 
232  std::set<unsigned int> m_parameterDisabledSet; // gpmsa2
233 
235 
244 
247 
249  unsigned int m_rawChainSize;
250 
252 
259 
261 
269 
271 
286 
289 
291 
300 
302 
320 
322 
332 
334  std::set<unsigned int> m_rawChainDataOutputAllowedSet;
335 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
338 #endif
339 
341 
348 
350 
356  double m_filteredChainDiscardedPortion; // input or set during run time
357 
359 
363  unsigned int m_filteredChainLag; // input or set during run time
364 
366 
373 
376 
378 
388 
390  std::set<unsigned int> m_filteredChainDataOutputAllowedSet;
391 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
394 #endif
395 
398 
400 
413 
415 
439 
442 
444 
451  unsigned int m_drMaxNumExtraStages;
452 
454 
470  std::vector<double> m_drScalesForExtraStages;
471 
473 
493 
496 
498 
507 
509 
516  unsigned int m_amAdaptInterval;
517 
519 
534 
536 
540 
543 
546 
549 
561  double m_amEta;
562 
573  double m_amEpsilon;
574 
576 
590 
592 
599  unsigned int m_BrooksGelmanLag;
600 
603 
606 
609 
611  std::string m_algorithm;
612 
614  std::string m_tk;
615 
617  unsigned int m_updateInterval;
618 
619 private:
620  // Cache a pointer to the environment.
622 
623 #ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
625 #endif // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
626 
628  std::string m_option_help;
629 
636 
638  std::string m_option_totallyMute;
648  std::string m_option_listOfDisabledParameters; // gpmsa2
671 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
672  std::string m_option_rawChain_computeStats;
674 #endif
689 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
692 #endif
693  std::string m_option_displayCandidates;
723 
725  std::string m_option_am_eta;
727  std::string m_option_am_epsilon;
728 
733 
741  std::string m_option_algorithm;
743  std::string m_option_tk;
746 
748  void copy(const MhOptionsValues& src);
749 
750  // We pass the the passed environment to get access to the MPI ranks etc for
751  // sanity checks
752  void checkOptions(const BaseEnvironment * env);
753 
754  friend std::ostream & operator<<(std::ostream & os,
755  const MhOptionsValues & obj);
756 
757 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
761 #endif
762 };
763 
779 {
780 public:
782 
783  MetropolisHastingsSGOptions(const BaseEnvironment& env, const char* prefix);
785 
787 
788  MetropolisHastingsSGOptions(const BaseEnvironment& env, const char* prefix, const MhOptionsValues& alternativeOptionsValues);
789 
792 
796 
798 
799  void scanOptionsValues();
801 
803  void print (std::ostream& os) const;
805 
808 
809 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
814 #endif
815  std::string m_prefix;
816 
817 private:
818 #ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
819  void defineMyOptions (boost::program_options::options_description& optionsDesc) const;
821 
823  void getMyOptionValues(boost::program_options::options_description& optionsDesc);
824 #endif // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
825 
827 #ifndef QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
829 #endif // QUESO_DISABLE_BOOST_PROGRAM_OPTIONS
830 
831  std::string m_option_help;
832 
836 
837  std::string m_option_totallyMute;
842  std::string m_option_listOfDisabledParameters; // gpmsa2
854 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
856 #endif
864 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
866 #endif
882 
884  std::string m_option_am_eta;
886  std::string m_option_am_epsilon;
887 
890 
894  std::string m_option_algorithm;
895  std::string m_option_tk;
897 };
898 
899 std::ostream& operator<<(std::ostream& os, const MetropolisHastingsSGOptions& obj);
900 
901 } // End namespace QUESO
902 
903 #endif // UQ_MH_SG_OPTIONS_H
bool m_drDuringAmNonAdaptiveInt
Do delayed rejection during the initial non-adaptive part of sampling?
std::string m_option_initialProposalCovMatrix_dataInputFileType
Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileType. Option name is m_prefix...
std::string m_option_am_keepInitialMatrix
Option name for MhOptionsValues::m_amKeepInitialMatrix. Option name is m_prefix + &quot;mh_am_keepInitialM...
std::string m_rawChainDataOutputFileName
If not &quot;.&quot;, filename to write the Markov chain to.
void scanOptionsValues()
It scans the option values from the options input file.
bool m_putOutOfBoundsInChain
Flag to tell QUESO how chains should be upon generating a proposal that is out of the problem domain...
friend std::ostream & operator<<(std::ostream &os, const MhOptionsValues &obj)
bool m_amKeepInitialMatrix
This option is a no-op. The default is false.
std::unique_ptr< T > Type
Definition: ScopedPtr.h:76
std::string m_option_rawChain_measureRunTimes
Option name for MhOptionsValues::m_rawChainMeasureRunTimes. Option name is m_prefix + &quot;mh_rawChain_me...
std::string m_option_rawChain_size
Option name for MhOptionsValues::m_rawChainSize. Option name is m_prefix + &quot;mh_rawChain_size&quot;.
std::string m_rawChainDataOutputFileType
The filetype of m_rawChainDataOutputFileName.
std::string m_tk
Which transition kernel to use for MCMC. Default is &quot;random_walk&quot;.
std::string m_option_updateInterval
Option name for MhOptionsValues::m_updateInterval. Option name is m_prefix + &quot;mh_updateInterval&quot;.
void checkOptions(const BaseEnvironment *env)
MhOptionsValues & operator=(const MhOptionsValues &rhs)
Assignment operator; it copies rhs to this.
std::string m_initialProposalCovMatrixDataInputFileName
If not &quot;.&quot;, reads the contents of the file as the initial proposal covariance matrix.
std::string m_option_rawChain_generateExtra
Option name for MhOptionsValues::m_rawChainGenerateExtra. Option name is m_prefix + &quot;mh_rawChain_gene...
std::string m_option_rawChain_dataOutputFileType
Option name for MhOptionsValues::m_rawChainDataOutputFileType. Option name is m_prefix + &quot;mh_rawChain...
bool m_totallyMute
If true, zero output is written to files. Default is false.
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:198
unsigned int m_amInitialNonAdaptInterval
The number of initial samples to do without adapting the proposal covariance matrix.
std::string m_initialPositionDataInputFileName
If not &quot;.&quot;, reads the contents of the file and uses that to start the MCMC. Default is &quot;...
std::string m_option_tk_useLocalHessian
Option name for MhOptionsValues::m_tkUseLocalHessian. Option name is m_prefix + &quot;mh_tk_useLocalHessia...
std::string m_option_algorithm
Option name for MhOptionsValues::m_algorithm. Option name is m_prefix + &quot;mh_algorithm&quot;.
A templated class that stores statistical options (optionally read from an input file) ...
std::string m_option_rawChain_dataInputFileType
Option name for MhOptionsValues::m_rawChainDataInputFileType. Option name is m_prefix + &quot;mh_rawChain_...
std::string m_option_filteredChain_generate
Option name for MhOptionsValues::m_filteredChainGenerate. Option name is m_prefix + &quot;mh_filteredChain...
unsigned int m_BrooksGelmanLag
The lag with which to compute the Brooks-Gelman convergence statistic.
std::string m_option_initialProposalCovMatrix_dataInputFileName
Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileName. Option name is m_prefix...
std::string m_option_putOutOfBoundsInChain
Option name for MhOptionsValues::m_putOutOfBoundsInChain. Option name is m_prefix + &quot;mh_putOutOfBound...
std::string m_option_am_adaptedMatrices_dataOutputFileType
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileType. Option name is m_prefix + &quot;mh...
This class reads the options for the Metropolis-Hastings generator of samples from an input file...
std::string m_option_listOfDisabledParameters
Option name for MhOptionsValues::m_parameterDisabledSet. Option name is m_prefix + &quot;mh_listOfDisabled...
SsOptionsValues m_alternativeRawSsOptionsValues
std::ostream & operator<<(std::ostream &os, const SequenceStatisticalOptions &obj)
std::string m_option_rawChain_dataOutputFileName
Option name for MhOptionsValues::m_rawChainDataOutputFileName. Option name is m_prefix + &quot;mh_rawChain...
std::string m_option_outputLogTarget
Option name for MhOptionsValues::m_outputLogTarget. Option name is m_prefix + &quot;mh_outputLogTarget&quot;.
unsigned int m_enableBrooksGelmanConvMonitor
The frequency with which to compute the Brooks-Gelman convergence statistic.
std::string m_option_BrooksGelmanLag
Option name for MhOptionsValues::m_BrooksGelmanLag. Option name is m_prefix + &quot;mh_BrooksGelmanLag&quot;.
bool m_rawChainMeasureRunTimes
If true, measures timings spent in various chain computions and writes them to the output file...
void print(std::ostream &os) const
It prints the option values.
std::string m_rawChainDataInputFileType
The filetype of m_rawChainDataInputFileName. Only &quot;m&quot; (matlab) is currently supported. Default is &quot;m&quot;.
bool m_tkUseLocalHessian
Flag to tell QUESO whether or not to use Hessian information for the proposal covariance matrix...
bool m_filteredChainGenerate
Toggle the option to save a filtered chain.
std::set< unsigned int > m_rawChainDataOutputAllowedSet
The set of MPI ranks that will write Markov chain output to a file. See also m_rawChainDataOutputAllo...
virtual ~MhOptionsValues()
Destructor.
std::string m_option_filteredChain_lag
Option name for MhOptionsValues::m_filteredChainLag. Option name is m_prefix + &quot;mh_filteredChain_lag&quot;...
std::string m_option_help
Option name for MhOptionsValues::m_help. Option name is m_prefix + &quot;mh_help&quot;.
std::string m_option_filteredChain_dataOutputFileType
Option name for MhOptionsValues::m_filteredChainDataOutputFileType. Option name is m_prefix + &quot;mh_fil...
std::string m_option_initialPosition_dataInputFileType
Option name for MhOptionsValues::m_initialPositionDataInputFileType. Option name is m_prefix + &quot;mh_in...
std::string m_option_rawChain_displayPeriod
Option name for MhOptionsValues::m_rawChainDisplayPeriod. Option name is m_prefix + &quot;mh_rawChain_disp...
MhOptionsValues()
Default constructor.
std::string m_option_dataOutputAllowedSet
Option name for MhOptionsValues::m_dataOutputAllowedSet. Option name is m_prefix + &quot;mh_dataOutputAllo...
std::string m_option_rawChain_dataInputFileName
Option name for MhOptionsValues::m_rawChainDataInputFileName. Option name is m_prefix + &quot;mh_rawChain_...
std::string m_amAdaptedMatricesDataOutputFileName
If not &quot;.&quot;, this is the file to write adapted proposal covariance matrices to. Default is &quot;...
std::string m_amAdaptedMatricesDataOutputFileType
The filetype of m_amAdaptedMatricesDataOutputFileName. Only &quot;m&quot; (matlab) is currently supported...
bool m_filteredChainDataOutputAllowAll
Toggle for whether or not to allow all processes to write filtered Markov chain output to a file...
bool m_displayCandidates
Toggle to tell QUESO whether or not to write proposal (candidate) state to output file...
MetropolisHastingsSGOptions(const BaseEnvironment &env, const char *prefix)
Constructor: reads options from the input file.
std::string m_option_am_epsilon
Option name for MhOptionsValues::m_amEpsilon. Option name is m_prefix + &quot;mh_am_epsilon&quot;.
std::set< unsigned int > m_parameterDisabledSet
Set of parameters that don&#39;t get sampled.
std::string m_option_filteredChain_dataOutputAllowAll
Option name for MhOptionsValues::m_filteredChainDataOutputAllowAll. Option name is m_prefix + &quot;mh_fil...
This class provides options for the Metropolis-Hastings generator of samples if no input file is avai...
std::string m_option_tk_useNewtonComponent
Option name for MhOptionsValues::m_tkUseNewtonComponent. Option name is m_prefix + &quot;mh_tk_useNewtonCo...
std::string m_help
If non-empty string, print options and values to the output file.
std::string m_option_doLogitTransform
Option name for MhOptionsValues::m_doLogitTransform. Option name is m_prefix + &quot;mh_doLogitTransform&quot;...
std::string m_option_rawChain_dataOutputPeriod
Option name for MhOptionsValues::m_rawChainDataOutputPeriod. Option name is m_prefix + &quot;mh_rawChain_d...
std::string m_prefix
Prefix for input file option names. Prepends all options for this class.
unsigned int m_updateInterval
How often to call the TK&#39;s updateTK method. Default is 1.
SequenceStatisticalOptions * m_rawChainStatisticalOptionsObj
MhOptionsValues m_ov
This class is where the actual options are stored.
std::string m_option_dataOutputFileName
Option name for MhOptionsValues::m_dataOutputFileName. Option name is m_prefix + &quot;mh_dataOutputFileNa...
std::string m_option_am_eta
Option name for MhOptionsValues::m_amEta. Option name is m_prefix + &quot;mh_am_eta&quot;.
std::string m_initialProposalCovMatrixDataInputFileType
The filetype of m_initialProposalCovMatrixDataInputFileName. Only &quot;m&quot; (matlab) is currently supported...
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
bool m_tkUseNewtonComponent
This option is a no-op. Default is true.
bool m_outputLogLikelihood
Flag for deciding whether or not to dump log likelihood values in output. Default is true...
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
The set of MPI ranks that will write filtered Markov chain output to a file. See also m_filteredChain...
std::string m_dataOutputFileName
The base name of output files where the chain (and related information) will be written.
std::string m_option_am_eta
See MhOptionsValues::m_amEta.
SsOptionsValues m_alternativeFilteredSsOptionsValues
std::string m_initialPositionDataInputFileType
The filetype of m_initialPositionDataInputFileName. Only &quot;m&quot; (matlab) is currently supported...
std::string m_rawChainDataInputFileName
Filename for reading an already-produced Markov chain.
std::string m_filteredChainDataOutputFileType
The filetype of m_filteredChainDataOutputFileName. Only &quot;m&quot; (matlab) is currently supported...
std::string m_option_am_epsilon
See MhOptionsValues::m_amEpsilon.
std::string m_option_am_adaptedMatrices_dataOutputPeriod
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod. Option name is m_prefix + &quot;mh_a...
std::string m_option_outputLogLikelihood
Option name for MhOptionsValues::m_outputLogLikelihood. Option name is m_prefix + &quot;mh_outputLogLikeli...
bool m_doLogitTransform
Flag for deciding whether or not to do logit transform of bounded domains Default is true...
std::string m_option_filteredChain_dataOutputAllowedSet
Option name for MhOptionsValues::m_filteredChainDataOutputAllowedSet. Option name is m_prefix + &quot;mh_f...
This class provides options for each level of the Multilevel sequence generator if no input file is a...
void getMyOptionValues(boost::program_options::options_description &optionsDesc)
Gets the sequence options defined to the Metropolis-Hastings algorithm.
std::string m_option_filteredChain_discardedPortion
Option name for MhOptionsValues::m_filteredChainDiscardedPortion. Option name is m_prefix + &quot;mh_filte...
bool m_rawChainGenerateExtra
If true, extra chain information is computed/stored.
unsigned int m_amAdaptInterval
The frequency at which to adapt the proposal covariance matrix.
std::string m_option_displayCandidates
Option name for MhOptionsValues::m_displayCandidates. Option name is m_prefix + &quot;mh_displayCandidates...
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
unsigned int m_rawChainDataOutputPeriod
The frequency with which to write chain output. Defaults to 0.
std::string m_option_dataOutputAllowAll
Option name for MhOptionsValues::m_dataOutputAllowAll. Option name is m_prefix + &quot;mh_dataOutputAllowA...
std::string m_option_initialPosition_dataInputFileName
Option name for MhOptionsValues::m_initialPositionDataInputFileName. Option name is m_prefix + &quot;mh_in...
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
This option is a no-op. The default is the empty set.
std::string m_option_dr_listOfScalesForExtraStages
Option name for MhOptionsValues::m_drScalesForExtraStages. Option name is m_prefix + &quot;mh_dr_listOfSca...
std::string m_option_am_adaptedMatrices_dataOutputAllowAll
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll. Option name is m_prefix + &quot;mh...
std::string m_option_filteredChain_computeStats
Option name for MhOptionsValues::m_filteredChainComputeStats. Option name is m_prefix + &quot;mh_filteredC...
ScopedPtr< BoostInputOptionsParser >::Type m_parser
unsigned int m_filteredChainLag
Set the lag for the filtered chain. Default is 1.
std::string m_algorithm
Which algorithm to use for the MCMC. Default is &quot;random_walk&quot;.
std::string m_filteredChainDataOutputFileName
If not &quot;.&quot;, file name to save the filtered chain to. Default is &quot;.&quot;.
std::string m_option_dr_maxNumExtraStages
Option name for MhOptionsValues::m_drMaxNumExtraStages. Option name is m_prefix + &quot;mh_dr_maxNumExtraS...
std::set< unsigned int > m_dataOutputAllowedSet
The set of MPI ranks that can write output. See m_dataOutputAllowAll.
bool m_rawChainDataOutputAllowAll
Toggle for whether or not to allow all processes to write Markov chain output to a file...
std::string m_option_am_adaptedMatrices_dataOutputFileName
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileName. Option name is m_prefix + &quot;mh...
unsigned int m_rawChainSize
The size of the chain (number of posterior samples) to generate. Default is 100.
std::string m_option_totallyMute
Option name for MhOptionsValues::m_totallyMute. Option name is m_prefix + &quot;mh_totallyMute&quot;.
unsigned int m_drMaxNumExtraStages
The number of delayed rejection stages to do. Default is 0.
ScopedPtr< boost::program_options::options_description >::Type m_optionsDesc
bool m_amAdaptedMatricesDataOutputAllowAll
This option is a no-op. The default is false.
unsigned int m_amAdaptedMatricesDataOutputPeriod
The frequency (after m_amInitialNonAdaptInterval samples are done) of printing the last adapted propo...
void defineMyOptions(boost::program_options::options_description &optionsDesc) const
Defines the options for the Metropolis-Hastings generator of samples as the default options...
bool m_outputLogTarget
Flag for deciding whether or not to dump log target values in output Default is true.
std::string m_option_rawChain_computeStats
Option name for MhOptionsValues::m_rawChainComputeStats. Option name is m_prefix + &quot;mh_rawChain_compu...
std::vector< double > m_drScalesForExtraStages
The vector of scale factors for the proposal covariance matrix to use for delayed rejection...
unsigned int m_rawChainDisplayPeriod
The frequency with which to output diagnostic information.
bool m_filteredChainComputeStats
Toggle to tell QUESO whether or not to compute statistics on the filtered chain. Default is false...
SequenceStatisticalOptions * m_filteredChainStatisticalOptionsObj
std::string m_option_am_adaptedMatrices_dataOutputAllowedSet
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet. Option name is m_prefix + &quot;...
bool m_rawChainComputeStats
Flag to tell QUESO whether or not to compute chain statistics. Default is false.
bool m_dataOutputAllowAll
If true, all processes write output and m_dataOutputAllowedSet is ignored.
std::string m_option_dr_duringAmNonAdaptiveInt
Option name for MhOptionsValues::m_drDuringAmNonAdaptiveInt. Option name is m_prefix + &quot;mh_dr_duringA...
void copy(const MhOptionsValues &src)
Copies the option values from src to this.
std::string m_option_rawChain_dataOutputAllowedSet
Option name for MhOptionsValues::m_rawChainDataOutputAllowedSet. Option name is m_prefix + &quot;mh_rawCha...
std::string m_option_enableBrooksGelmanConvMonitor
Option name for MhOptionsValues::m_enableBrooksGelmanConvMonitor. Option name is m_prefix + &quot;mh_enabl...
std::string m_option_am_adaptInterval
Option name for MhOptionsValues::m_amAdaptInterval. Option name is m_prefix + &quot;mh_am_adaptInterval&quot;.
std::string m_option_rawChain_dataOutputAllowAll
Option name for MhOptionsValues::m_rawChainDataOutputAllowAll. Option name is m_prefix + &quot;mh_rawChain...
std::string m_option_tk
Option name for MhOptionsValues::m_tk. Option name is m_prefix + &quot;mh_tk&quot;.
std::string m_option_am_initialNonAdaptInterval
Option name for MhOptionsValues::m_amInitialNonAdaptInterval. Option name is m_prefix + &quot;mh_am_initia...
std::string m_option_filteredChain_dataOutputFileName
Option name for MhOptionsValues::m_filteredChainDataOutputFileName. Option name is m_prefix + &quot;mh_fil...
double m_filteredChainDiscardedPortion
What initial fraction of the filtered chain is discarded.
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.

Generated on Tue Jun 5 2018 19:48:55 for queso-0.57.1 by  doxygen 1.8.5