queso-0.50.1
Public Attributes | Private Member Functions | List of all members
QUESO::MhOptionsValues Class Reference

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 ()
 Default constructor. More...
 
 MhOptionsValues (const MhOptionsValues &src)
 Copy constructor. More...
 
 ~MhOptionsValues ()
 Destructor. More...
 
Set methods
MhOptionsValuesoperator= (const MhOptionsValues &rhs)
 Assignment operator; it copies rhs to this. More...
 

Public Attributes

std::string m_dataOutputFileName
 
bool m_dataOutputAllowAll
 
std::set< unsigned int > m_dataOutputAllowedSet
 
bool m_totallyMute
 
std::string m_initialPositionDataInputFileName
 
std::string m_initialPositionDataInputFileType
 
std::string m_initialProposalCovMatrixDataInputFileName
 
std::string m_initialProposalCovMatrixDataInputFileType
 
std::set< unsigned int > m_parameterDisabledSet
 
std::string m_rawChainDataInputFileName
 
std::string m_rawChainDataInputFileType
 
unsigned int m_rawChainSize
 
bool m_rawChainGenerateExtra
 
unsigned int m_rawChainDisplayPeriod
 
bool m_rawChainMeasureRunTimes
 
unsigned int m_rawChainDataOutputPeriod
 
std::string m_rawChainDataOutputFileName
 
std::string m_rawChainDataOutputFileType
 
bool m_rawChainDataOutputAllowAll
 
std::set< unsigned int > m_rawChainDataOutputAllowedSet
 
bool m_filteredChainGenerate
 
double m_filteredChainDiscardedPortion
 
unsigned int m_filteredChainLag
 
std::string m_filteredChainDataOutputFileName
 
std::string m_filteredChainDataOutputFileType
 
bool m_filteredChainDataOutputAllowAll
 
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
 
bool m_displayCandidates
 
bool m_putOutOfBoundsInChain
 
bool m_tkUseLocalHessian
 
bool m_tkUseNewtonComponent
 
unsigned int m_drMaxNumExtraStages
 
std::vector< double > m_drScalesForExtraStages
 
bool m_drDuringAmNonAdaptiveInt
 
bool m_amKeepInitialMatrix
 
unsigned int m_amInitialNonAdaptInterval
 
unsigned int m_amAdaptInterval
 
unsigned int m_amAdaptedMatricesDataOutputPeriod
 
std::string m_amAdaptedMatricesDataOutputFileName
 
std::string m_amAdaptedMatricesDataOutputFileType
 
bool m_amAdaptedMatricesDataOutputAllowAll
 
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
 
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
 
unsigned int m_BrooksGelmanLag
 

Private Member Functions

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

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 104 of file MetropolisHastingsSGOptions.h.

Constructor & Destructor Documentation

QUESO::MhOptionsValues::MhOptionsValues ( )

Default constructor.

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

Definition at line 35 of file MetropolisHastingsSGOptions.C.

41  :
44 //m_dataOutputAllowedSet (),
50 //m_parameterDisabledSet (),
61 //m_rawChainDataOutputAllowedSet (),
62 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
63  m_rawChainComputeStats (UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV),
64 #endif
71 //m_filteredChainDataOutputAllowedSet (),
72 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
73  m_filteredChainComputeStats (UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV),
74 #endif
89 //m_amAdaptedMatricesDataOutputAllowedSet (),
94 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
95  ,
96  m_alternativeRawSsOptionsValues (),
97  m_alternativeFilteredSsOptionsValues ()
98 #endif
99 {
100 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
101  if (alternativeRawSsOptionsValues ) m_alternativeRawSsOptionsValues = *alternativeRawSsOptionsValues;
102  if (alternativeFilteredSsOptionsValues) m_alternativeFilteredSsOptionsValues = *alternativeFilteredSsOptionsValues;
103 #endif
104 }
#define UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
#define UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
#define UQ_MH_SG_AM_ETA_ODV
#define UQ_MH_SG_BROOKS_GELMAN_LAG
#define UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_AM_EPSILON_ODV
std::string m_initialProposalCovMatrixDataInputFileName
#define UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV
#define UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
std::string m_initialProposalCovMatrixDataInputFileType
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
#define UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
#define UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
std::vector< double > m_drScalesForExtraStages
#define UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
#define UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_DISPLAY_CANDIDATES_ODV
#define UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_SIZE_ODV
#define UQ_MH_SG_AM_ADAPT_INTERVAL_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_TOTALLY_MUTE_ODV
#define UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV
QUESO::MhOptionsValues::MhOptionsValues ( const MhOptionsValues src)

Copy constructor.

It assigns the same options values from src to this.

Definition at line 106 of file MetropolisHastingsSGOptions.C.

References copy().

107 {
108  this->copy(src);
109 }
void copy(const MhOptionsValues &src)
Copies the option values from src to this.
QUESO::MhOptionsValues::~MhOptionsValues ( )

Destructor.

Definition at line 111 of file MetropolisHastingsSGOptions.C.

112 {
113 }

Member Function Documentation

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

Copies the option values from src to this.

Definition at line 123 of file MetropolisHastingsSGOptions.C.

References 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_drDuringAmNonAdaptiveInt, m_drMaxNumExtraStages, m_drScalesForExtraStages, m_enableBrooksGelmanConvMonitor, m_filteredChainDataOutputAllowAll, m_filteredChainDataOutputAllowedSet, m_filteredChainDataOutputFileName, m_filteredChainDataOutputFileType, m_filteredChainDiscardedPortion, m_filteredChainGenerate, m_filteredChainLag, m_initialPositionDataInputFileName, m_initialPositionDataInputFileType, m_initialProposalCovMatrixDataInputFileName, m_initialProposalCovMatrixDataInputFileType, m_parameterDisabledSet, m_putOutOfBoundsInChain, m_rawChainDataInputFileName, m_rawChainDataInputFileType, m_rawChainDataOutputAllowAll, m_rawChainDataOutputAllowedSet, m_rawChainDataOutputFileName, m_rawChainDataOutputFileType, m_rawChainDataOutputPeriod, m_rawChainDisplayPeriod, m_rawChainGenerateExtra, m_rawChainMeasureRunTimes, m_rawChainSize, m_tkUseLocalHessian, m_tkUseNewtonComponent, and m_totallyMute.

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

124 {
125  m_dataOutputFileName = src.m_dataOutputFileName;
126  m_dataOutputAllowAll = src.m_dataOutputAllowAll;
127  m_dataOutputAllowedSet = src.m_dataOutputAllowedSet;
128  m_totallyMute = src.m_totallyMute;
129  m_initialPositionDataInputFileName = src.m_initialPositionDataInputFileName;
130  m_initialPositionDataInputFileType = src.m_initialPositionDataInputFileType;
131  m_initialProposalCovMatrixDataInputFileName = src.m_initialProposalCovMatrixDataInputFileName;
132  m_initialProposalCovMatrixDataInputFileType = src.m_initialProposalCovMatrixDataInputFileType;
133  m_parameterDisabledSet = src.m_parameterDisabledSet;
134  m_rawChainDataInputFileName = src.m_rawChainDataInputFileName;
135  m_rawChainDataInputFileType = src.m_rawChainDataInputFileType;
136  m_rawChainSize = src.m_rawChainSize;
137  m_rawChainGenerateExtra = src.m_rawChainGenerateExtra;
138  m_rawChainDisplayPeriod = src.m_rawChainDisplayPeriod;
139  m_rawChainMeasureRunTimes = src.m_rawChainMeasureRunTimes;
140  m_rawChainDataOutputPeriod = src.m_rawChainDataOutputPeriod;
141  m_rawChainDataOutputFileName = src.m_rawChainDataOutputFileName;
142  m_rawChainDataOutputFileType = src.m_rawChainDataOutputFileType;
143  m_rawChainDataOutputAllowAll = src.m_rawChainDataOutputAllowAll;
144  m_rawChainDataOutputAllowedSet = src.m_rawChainDataOutputAllowedSet;
145 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
146  m_rawChainComputeStats = src.m_rawChainComputeStats;
147 #endif
148 //m_rawChainStatisticalOptionsObj = src.m_rawChainStatisticalOptionsObj; // dakota
149 //m_rawChainStatOptsInstantiated = src.m_rawChainStatOptsInstantiated; // dakota
150  m_filteredChainGenerate = src.m_filteredChainGenerate;
151  m_filteredChainDiscardedPortion = src.m_filteredChainDiscardedPortion;
152  m_filteredChainLag = src.m_filteredChainLag;
153  m_filteredChainDataOutputFileName = src.m_filteredChainDataOutputFileName;
154  m_filteredChainDataOutputFileType = src.m_filteredChainDataOutputFileType;
155  m_filteredChainDataOutputAllowAll = src.m_filteredChainDataOutputAllowAll;
156  m_filteredChainDataOutputAllowedSet = src.m_filteredChainDataOutputAllowedSet;
157 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
158  m_filteredChainComputeStats = src.m_filteredChainComputeStats;
159 #endif
160 //m_filteredChainStatisticalOptionsObj = src.m_filteredChainStatisticalOptionsObj; // dakota
161 //m_filteredChainStatOptsInstantiated = src.m_filteredChainStatOptsInstantiated; // dakota
162  m_displayCandidates = src.m_displayCandidates;
163  m_putOutOfBoundsInChain = src.m_putOutOfBoundsInChain;
164  m_tkUseLocalHessian = src.m_tkUseLocalHessian;
165  m_tkUseNewtonComponent = src.m_tkUseNewtonComponent;
166  m_drMaxNumExtraStages = src.m_drMaxNumExtraStages;
167  m_drScalesForExtraStages = src.m_drScalesForExtraStages;
168  m_drDuringAmNonAdaptiveInt = src.m_drDuringAmNonAdaptiveInt;
169  m_amKeepInitialMatrix = src.m_amKeepInitialMatrix;
170  m_amInitialNonAdaptInterval = src.m_amInitialNonAdaptInterval;
171  m_amAdaptInterval = src.m_amAdaptInterval;
172  m_amAdaptedMatricesDataOutputPeriod = src.m_amAdaptedMatricesDataOutputPeriod;
173  m_amAdaptedMatricesDataOutputFileName = src.m_amAdaptedMatricesDataOutputFileName;
174  m_amAdaptedMatricesDataOutputFileType = src.m_amAdaptedMatricesDataOutputFileType;
175  m_amAdaptedMatricesDataOutputAllowAll = src.m_amAdaptedMatricesDataOutputAllowAll;
176  m_amAdaptedMatricesDataOutputAllowedSet = src.m_amAdaptedMatricesDataOutputAllowedSet;
177  m_amEta = src.m_amEta;
178  m_amEpsilon = src.m_amEpsilon;
179  m_enableBrooksGelmanConvMonitor = src.m_enableBrooksGelmanConvMonitor;
180  m_BrooksGelmanLag = src.m_BrooksGelmanLag;
181 
182 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
183  m_alternativeRawSsOptionsValues = src.m_alternativeRawSsOptionsValues;
184  m_alternativeFilteredSsOptionsValues = src.m_alternativeFilteredSsOptionsValues;
185 #endif
186  return;
187 }
std::set< unsigned int > m_parameterDisabledSet
std::string m_initialProposalCovMatrixDataInputFileName
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
std::set< unsigned int > m_rawChainDataOutputAllowedSet
std::string m_initialProposalCovMatrixDataInputFileType
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
std::vector< double > m_drScalesForExtraStages
std::set< unsigned int > m_dataOutputAllowedSet
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
MhOptionsValues & QUESO::MhOptionsValues::operator= ( const MhOptionsValues rhs)

Assignment operator; it copies rhs to this.

Definition at line 116 of file MetropolisHastingsSGOptions.C.

References copy().

117 {
118  this->copy(rhs);
119  return *this;
120 }
void copy(const MhOptionsValues &src)
Copies the option values from src to this.

Member Data Documentation

bool QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll
std::set<unsigned int> QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet
std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileName
std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileType
unsigned int QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod
unsigned int QUESO::MhOptionsValues::m_amAdaptInterval
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.

Definition at line 206 of file MetropolisHastingsSGOptions.h.

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

Definition at line 196 of file MetropolisHastingsSGOptions.h.

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

unsigned int QUESO::MhOptionsValues::m_amInitialNonAdaptInterval
bool QUESO::MhOptionsValues::m_amKeepInitialMatrix
unsigned int QUESO::MhOptionsValues::m_BrooksGelmanLag
bool QUESO::MhOptionsValues::m_dataOutputAllowAll
std::set<unsigned int> QUESO::MhOptionsValues::m_dataOutputAllowedSet
std::string QUESO::MhOptionsValues::m_dataOutputFileName
bool QUESO::MhOptionsValues::m_displayCandidates
bool QUESO::MhOptionsValues::m_drDuringAmNonAdaptiveInt
unsigned int QUESO::MhOptionsValues::m_drMaxNumExtraStages
std::vector<double> QUESO::MhOptionsValues::m_drScalesForExtraStages
unsigned int QUESO::MhOptionsValues::m_enableBrooksGelmanConvMonitor
bool QUESO::MhOptionsValues::m_filteredChainDataOutputAllowAll
std::set<unsigned int> QUESO::MhOptionsValues::m_filteredChainDataOutputAllowedSet
std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileName
std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileType
double QUESO::MhOptionsValues::m_filteredChainDiscardedPortion
bool QUESO::MhOptionsValues::m_filteredChainGenerate
unsigned int QUESO::MhOptionsValues::m_filteredChainLag
std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileName
std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileType
std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileName
std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileType
std::set<unsigned int> QUESO::MhOptionsValues::m_parameterDisabledSet
bool QUESO::MhOptionsValues::m_putOutOfBoundsInChain
std::string QUESO::MhOptionsValues::m_rawChainDataInputFileName
std::string QUESO::MhOptionsValues::m_rawChainDataInputFileType
bool QUESO::MhOptionsValues::m_rawChainDataOutputAllowAll
std::set<unsigned int> QUESO::MhOptionsValues::m_rawChainDataOutputAllowedSet
std::string QUESO::MhOptionsValues::m_rawChainDataOutputFileName
std::string QUESO::MhOptionsValues::m_rawChainDataOutputFileType
unsigned int QUESO::MhOptionsValues::m_rawChainDataOutputPeriod
unsigned int QUESO::MhOptionsValues::m_rawChainDisplayPeriod
bool QUESO::MhOptionsValues::m_rawChainGenerateExtra
bool QUESO::MhOptionsValues::m_rawChainMeasureRunTimes
unsigned int QUESO::MhOptionsValues::m_rawChainSize
bool QUESO::MhOptionsValues::m_tkUseLocalHessian
bool QUESO::MhOptionsValues::m_tkUseNewtonComponent
bool QUESO::MhOptionsValues::m_totallyMute

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

Generated on Thu Apr 23 2015 19:18:37 for queso-0.50.1 by  doxygen 1.8.5