queso-0.50.1
MetropolisHastingsSGOptions.C
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) 2008,2009,2010,2011,2012,2013 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 #include <queso/MetropolisHastingsSGOptions.h>
26 #include <queso/Miscellaneous.h>
27 
28 // -------------------------------------------------
29 // MhOptionsValues --------------------------
30 // -------------------------------------------------
31 
32 namespace QUESO {
33 
34 // Default constructor -----------------------------
35 MhOptionsValues::MhOptionsValues(
36 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
37  const SsOptionsValues* alternativeRawSsOptionsValues,
38  const SsOptionsValues* alternativeFilteredSsOptionsValues
39 #endif
40  )
41  :
42  m_dataOutputFileName (UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV),
43  m_dataOutputAllowAll (UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV),
44 //m_dataOutputAllowedSet (),
45  m_totallyMute (UQ_MH_SG_TOTALLY_MUTE_ODV),
46  m_initialPositionDataInputFileName (UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV),
47  m_initialPositionDataInputFileType (UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV),
48  m_initialProposalCovMatrixDataInputFileName(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV),
49  m_initialProposalCovMatrixDataInputFileType(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV),
50 //m_parameterDisabledSet (),
51  m_rawChainDataInputFileName (UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV),
52  m_rawChainDataInputFileType (UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV),
53  m_rawChainSize (UQ_MH_SG_RAW_CHAIN_SIZE_ODV),
54  m_rawChainGenerateExtra (UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV),
55  m_rawChainDisplayPeriod (UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV),
56  m_rawChainMeasureRunTimes (UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV),
57  m_rawChainDataOutputPeriod (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV),
58  m_rawChainDataOutputFileName (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV),
59  m_rawChainDataOutputFileType (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV),
60  m_rawChainDataOutputAllowAll (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV),
61 //m_rawChainDataOutputAllowedSet (),
62 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
63  m_rawChainComputeStats (UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV),
64 #endif
65  m_filteredChainGenerate (UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV),
66  m_filteredChainDiscardedPortion (UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV),
67  m_filteredChainLag (UQ_MH_SG_FILTERED_CHAIN_LAG_ODV),
68  m_filteredChainDataOutputFileName (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV),
69  m_filteredChainDataOutputFileType (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV),
70  m_filteredChainDataOutputAllowAll (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV),
71 //m_filteredChainDataOutputAllowedSet (),
72 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
73  m_filteredChainComputeStats (UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV),
74 #endif
75  m_displayCandidates (UQ_MH_SG_DISPLAY_CANDIDATES_ODV),
76  m_putOutOfBoundsInChain (UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV),
77  m_tkUseLocalHessian (UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV),
78  m_tkUseNewtonComponent (UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV),
79  m_drMaxNumExtraStages (UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV),
80  m_drScalesForExtraStages (0),
81  m_drDuringAmNonAdaptiveInt (UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV),
82  m_amKeepInitialMatrix (UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV),
83  m_amInitialNonAdaptInterval (UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV),
84  m_amAdaptInterval (UQ_MH_SG_AM_ADAPT_INTERVAL_ODV),
85  m_amAdaptedMatricesDataOutputPeriod (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV),
86  m_amAdaptedMatricesDataOutputFileName (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV),
87  m_amAdaptedMatricesDataOutputFileType (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV),
88  m_amAdaptedMatricesDataOutputAllowAll (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV),
89 //m_amAdaptedMatricesDataOutputAllowedSet (),
90  m_amEta (UQ_MH_SG_AM_ETA_ODV),
91  m_amEpsilon (UQ_MH_SG_AM_EPSILON_ODV),
92  m_enableBrooksGelmanConvMonitor (UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR),
93  m_BrooksGelmanLag (UQ_MH_SG_BROOKS_GELMAN_LAG)
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 }
105 // Copy constructor----------------------------------
106 MhOptionsValues::MhOptionsValues(const MhOptionsValues& src)
107 {
108  this->copy(src);
109 }
110 // Destructor ---------------------------------------
111 MhOptionsValues::~MhOptionsValues()
112 {
113 }
114 // Set methods --------------------------------------
115 MhOptionsValues&
116 MhOptionsValues::operator=(const MhOptionsValues& rhs)
117 {
118  this->copy(rhs);
119  return *this;
120 }
121 // Private methods-----------------------------------
122 void
123 MhOptionsValues::copy(const MhOptionsValues& src)
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 }
188 
189 //---------------------------------------------------
190 // MetropolisHastingsSGOptions ---------------
191 //---------------------------------------------------
192 
193 // Default constructor -----------------------------
194 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
195  const BaseEnvironment& env,
196  const char* prefix)
197  :
198 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
199  m_ov (NULL,NULL), // dakota
200  m_rawChainStatisticalOptionsObj (NULL),
201  m_rawChainStatOptsInstantiated (false),
202  m_filteredChainStatisticalOptionsObj (NULL),
203  m_filteredChainStatOptsInstantiated (false),
204 #else
205  m_ov (),
206 #endif
207  m_prefix ((std::string)(prefix) + "mh_"),
208  m_env (env),
209  m_optionsDesc (new po::options_description("Bayesian Metropolis-Hastings options")),
210  m_option_help (m_prefix + "help" ),
211  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
212  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
213  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
214  m_option_totallyMute (m_prefix + "totallyMute" ),
215  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
216  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
217  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
218  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
219  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
220  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
221  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
222  m_option_rawChain_size (m_prefix + "rawChain_size" ),
223  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
224  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
225  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
226  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
227  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
228  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
229  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
230  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
231 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
232  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
233 #endif
234  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
235  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
236  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
237  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
238  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
239  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
240  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
241 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
242  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
243 #endif
244  m_option_displayCandidates (m_prefix + "displayCandidates" ),
245  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
246  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
247  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
248  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
249  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
250  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
251  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
252  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
253  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
254  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
255  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
256  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
257  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
258  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
259  m_option_am_eta (m_prefix + "am_eta" ),
260  m_option_am_epsilon (m_prefix + "am_epsilon" ),
261  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
262  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" )
263 {
264  UQ_FATAL_TEST_MACRO(m_env.optionsInputFileName() == "",
265  m_env.worldRank(),
266  "MetropolisHastingsSGOptions::constructor(1)",
267  "this constructor is incompatible with the absence of an options input file");
268 }
269 // Constructor 2------------------------------------
270 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
271  const BaseEnvironment& env,
272  const char* prefix,
273  const MhOptionsValues& alternativeOptionsValues)
274  :
275  m_ov (alternativeOptionsValues),
276 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
277  m_rawChainStatisticalOptionsObj (NULL),
278  m_rawChainStatOptsInstantiated (false),
279  m_filteredChainStatisticalOptionsObj (NULL),
280  m_filteredChainStatOptsInstantiated (false),
281 #endif
282  m_prefix ((std::string)(prefix) + "mh_"),
283  m_env (env),
284  m_optionsDesc (NULL),
285  m_option_help (m_prefix + "help" ),
286  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
287  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
288  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
289  m_option_totallyMute (m_prefix + "totallyMute" ),
290  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
291  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
292  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
293  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
294  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
295  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
296  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
297  m_option_rawChain_size (m_prefix + "rawChain_size" ),
298  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
299  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
300  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
301  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
302  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
303  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
304  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
305  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
306 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
307  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
308 #endif
309  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
310  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
311  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
312  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
313  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
314  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
315  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
316 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
317  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
318 #endif
319  m_option_displayCandidates (m_prefix + "displayCandidates" ),
320  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
321  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
322  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
323  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
324  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
325  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
326  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
327  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
328  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
329  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
330  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
331  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
332  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
333  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
334  m_option_am_eta (m_prefix + "am_eta" ),
335  m_option_am_epsilon (m_prefix + "am_epsilon" ),
336  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
337  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" )
338 {
339  UQ_FATAL_TEST_MACRO(m_env.optionsInputFileName() != "",
340  m_env.worldRank(),
341  "MetropolisHastingsSGOptions::constructor(2)",
342  "this constructor is incompatible with the existence of an options input file");
343 
344  if ((m_env.subDisplayFile() != NULL ) &&
345  (m_ov.m_totallyMute == false)) {
346  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::constructor(2)"
347  << ": after setting values of options with prefix '" << m_prefix
348  << "', state of object is:"
349  << "\n" << *this
350  << std::endl;
351  }
352 
353 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
354  if (m_ov.m_rawChainComputeStats) {
355  m_rawChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "rawChain_",m_ov.m_alternativeRawSsOptionsValues);
356  m_rawChainStatOptsInstantiated = true;
357  }
358  if (m_ov.m_filteredChainComputeStats) {
359  m_filteredChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "filteredChain_",m_ov.m_alternativeFilteredSsOptionsValues);
360  m_filteredChainStatOptsInstantiated = true;
361  }
362 #endif
363 }
364 // Copy constructor---------------------------------
365 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
366  const MLSamplingLevelOptions& mlOptions)
367  :
368 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
369  m_ov (NULL,NULL), // dakota
370  m_rawChainStatisticalOptionsObj (NULL),
371  m_rawChainStatOptsInstantiated (false),
372  m_filteredChainStatisticalOptionsObj (NULL),
373  m_filteredChainStatOptsInstantiated (false),
374 #else
375  m_ov (),
376 #endif
377  m_prefix (mlOptions.m_prefix),
378  m_env (mlOptions.env()),
379  m_optionsDesc (NULL),
380  m_option_help (m_prefix + "help" ),
381  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
382  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
383  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
384  m_option_totallyMute (m_prefix + "totallyMute" ),
385  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
386  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
387  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
388  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
389  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
390  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
391  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
392  m_option_rawChain_size (m_prefix + "rawChain_size" ),
393  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
394  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
395  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
396  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
397  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
398  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
399  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
400  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
401 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
402  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
403 #endif
404  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
405  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
406  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
407  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
408  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
409  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
410  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
411 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
412  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
413 #endif
414  m_option_displayCandidates (m_prefix + "displayCandidates" ),
415  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
416  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
417  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
418  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
419  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
420  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
421  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
422  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
423  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
424  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
425  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
426  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
427  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
428  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
429  m_option_am_eta (m_prefix + "am_eta" ),
430  m_option_am_epsilon (m_prefix + "am_epsilon" ),
431  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
432  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" )
433 {
434  m_ov.m_dataOutputFileName = mlOptions.m_dataOutputFileName;
435  m_ov.m_dataOutputAllowAll = mlOptions.m_dataOutputAllowAll;
436  m_ov.m_dataOutputAllowedSet = mlOptions.m_dataOutputAllowedSet;
437  m_ov.m_totallyMute = mlOptions.m_totallyMute;
438  m_ov.m_initialPositionDataInputFileName = mlOptions.m_initialPositionDataInputFileName;
439  m_ov.m_initialPositionDataInputFileType = mlOptions.m_initialPositionDataInputFileType;
440  m_ov.m_initialProposalCovMatrixDataInputFileName = mlOptions.m_initialProposalCovMatrixDataInputFileName;
441  m_ov.m_initialProposalCovMatrixDataInputFileType = mlOptions.m_initialProposalCovMatrixDataInputFileType;
442  m_ov.m_parameterDisabledSet = mlOptions.m_parameterDisabledSet;
443  m_ov.m_rawChainDataInputFileName = mlOptions.m_rawChainDataInputFileName;
444  m_ov.m_rawChainDataInputFileType = mlOptions.m_rawChainDataInputFileType;
445  m_ov.m_rawChainSize = mlOptions.m_rawChainSize;
446  m_ov.m_rawChainGenerateExtra = mlOptions.m_rawChainGenerateExtra;
447  m_ov.m_rawChainDisplayPeriod = mlOptions.m_rawChainDisplayPeriod;
448  m_ov.m_rawChainMeasureRunTimes = mlOptions.m_rawChainMeasureRunTimes;
449  m_ov.m_rawChainDataOutputPeriod = mlOptions.m_rawChainDataOutputPeriod;
450  m_ov.m_rawChainDataOutputFileName = mlOptions.m_rawChainDataOutputFileName;
451  m_ov.m_rawChainDataOutputFileType = mlOptions.m_rawChainDataOutputFileType;
452  m_ov.m_rawChainDataOutputAllowAll = mlOptions.m_rawChainDataOutputAllowAll;
453  m_ov.m_rawChainDataOutputAllowedSet = mlOptions.m_rawChainDataOutputAllowedSet;
454 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
455  m_ov.m_rawChainComputeStats = mlOptions.m_rawChainComputeStats;
456 #endif
457  m_ov.m_filteredChainGenerate = mlOptions.m_filteredChainGenerate;
458  m_ov.m_filteredChainDiscardedPortion = mlOptions.m_filteredChainDiscardedPortion;
459  m_ov.m_filteredChainLag = mlOptions.m_filteredChainLag;
460  m_ov.m_filteredChainDataOutputFileName = mlOptions.m_filteredChainDataOutputFileName;
461  m_ov.m_filteredChainDataOutputFileType = mlOptions.m_filteredChainDataOutputFileType;
462  m_ov.m_filteredChainDataOutputAllowAll = mlOptions.m_filteredChainDataOutputAllowAll;
463  m_ov.m_filteredChainDataOutputAllowedSet = mlOptions.m_filteredChainDataOutputAllowedSet;
464 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
465  m_ov.m_filteredChainComputeStats = mlOptions.m_filteredChainComputeStats;
466 #endif
467  m_ov.m_displayCandidates = mlOptions.m_displayCandidates;
468  m_ov.m_putOutOfBoundsInChain = mlOptions.m_putOutOfBoundsInChain;
469  m_ov.m_tkUseLocalHessian = mlOptions.m_tkUseLocalHessian;
470  m_ov.m_tkUseNewtonComponent = mlOptions.m_tkUseNewtonComponent;
471  m_ov.m_drMaxNumExtraStages = mlOptions.m_drMaxNumExtraStages;
472  m_ov.m_drScalesForExtraStages = mlOptions.m_drScalesForExtraStages;
473  m_ov.m_drDuringAmNonAdaptiveInt = mlOptions.m_drDuringAmNonAdaptiveInt;
474  m_ov.m_amKeepInitialMatrix = mlOptions.m_amKeepInitialMatrix;
475  m_ov.m_amInitialNonAdaptInterval = mlOptions.m_amInitialNonAdaptInterval;
476  m_ov.m_amAdaptInterval = mlOptions.m_amAdaptInterval;
477  m_ov.m_amAdaptedMatricesDataOutputPeriod = mlOptions.m_amAdaptedMatricesDataOutputPeriod;
478  m_ov.m_amAdaptedMatricesDataOutputFileName = mlOptions.m_amAdaptedMatricesDataOutputFileName;
479  m_ov.m_amAdaptedMatricesDataOutputFileType = mlOptions.m_amAdaptedMatricesDataOutputFileType;
480  m_ov.m_amAdaptedMatricesDataOutputAllowAll = mlOptions.m_amAdaptedMatricesDataOutputAllowAll;
481  m_ov.m_amAdaptedMatricesDataOutputAllowedSet = mlOptions.m_amAdaptedMatricesDataOutputAllowedSet;
482  m_ov.m_amEta = mlOptions.m_amEta;
483  m_ov.m_amEpsilon = mlOptions.m_amEpsilon;
484  m_ov.m_enableBrooksGelmanConvMonitor = UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR;
485  m_ov.m_BrooksGelmanLag = UQ_MH_SG_BROOKS_GELMAN_LAG;
486 
487 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
488 //m_ov.m_alternativeRawSsOptionsValues = mlOptions.; // dakota
489 //m_ov.m_alternativeFilteredSsOptionsValues = mlOptions.; // dakota
490 #endif
491 
492 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
493  m_rawChainStatisticalOptionsObj = mlOptions.m_rawChainStatisticalOptionsObj; // dakota
494  m_rawChainStatOptsInstantiated = false;
495  m_filteredChainStatisticalOptionsObj = mlOptions.m_filteredChainStatisticalOptionsObj; // dakota
496  m_filteredChainStatOptsInstantiated = false;
497 #endif
498  if ((m_env.subDisplayFile() != NULL ) &&
499  (m_ov.m_totallyMute == false)) {
500  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::constructor(3)"
501  << ": after copying values of options with prefix '" << m_prefix
502  << "', state of object is:"
503  << "\n" << *this
504  << std::endl;
505  }
506 }
507 // Destructor --------------------------------------
508 MetropolisHastingsSGOptions::~MetropolisHastingsSGOptions()
509 {
510 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
511  if (m_filteredChainStatOptsInstantiated) delete m_filteredChainStatisticalOptionsObj;
512  if (m_rawChainStatOptsInstantiated ) delete m_rawChainStatisticalOptionsObj;
513 #endif
514  if (m_optionsDesc ) delete m_optionsDesc;
515 }
516 
517 // I/O methods -------------------------------------
518 void
519 MetropolisHastingsSGOptions::scanOptionsValues()
520 {
521  UQ_FATAL_TEST_MACRO(m_optionsDesc == NULL,
522  m_env.worldRank(),
523  "MetropolisHastingsSGOptions::scanOptionsValues()",
524  "m_optionsDesc variable is NULL");
525 
526  defineMyOptions (*m_optionsDesc);
527  m_env.scanInputFileForMyOptions(*m_optionsDesc);
528  getMyOptionValues (*m_optionsDesc);
529 
530  if ((m_env.subDisplayFile() != NULL) &&
531  (m_ov.m_totallyMute == false )) {
532  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::scanOptionsValues()"
533  << ": after reading values of options with prefix '" << m_prefix
534  << "', state of object is:"
535  << "\n" << *this
536  << std::endl;
537  }
538 
539 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
540  if (m_ov.m_rawChainComputeStats) {
541  m_rawChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "rawChain_");
542  m_rawChainStatOptsInstantiated = true;
543  }
544  if (m_ov.m_filteredChainComputeStats) {
545  m_filteredChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "filteredChain_");
546  m_filteredChainStatOptsInstantiated = true;
547  }
548 #endif
549 
550  return;
551 }
552 // -------------------------------------------------
553 void
554 MetropolisHastingsSGOptions::print(std::ostream& os) const
555 {
556  os << m_option_dataOutputFileName << " = " << m_ov.m_dataOutputFileName
557  << "\n" << m_option_dataOutputAllowAll << " = " << m_ov.m_dataOutputAllowAll
558  << "\n" << m_option_dataOutputAllowedSet << " = ";
559  for (std::set<unsigned int>::iterator setIt = m_ov.m_dataOutputAllowedSet.begin(); setIt != m_ov.m_dataOutputAllowedSet.end(); ++setIt) {
560  os << *setIt << " ";
561  }
562  os << "\n" << m_option_totallyMute << " = " << m_ov.m_totallyMute
563  << "\n" << m_option_initialPosition_dataInputFileName << " = " << m_ov.m_initialPositionDataInputFileName
564  << "\n" << m_option_initialPosition_dataInputFileType << " = " << m_ov.m_initialPositionDataInputFileType
565  << "\n" << m_option_initialProposalCovMatrix_dataInputFileName << " = " << m_ov.m_initialProposalCovMatrixDataInputFileName
566  << "\n" << m_option_initialProposalCovMatrix_dataInputFileType << " = " << m_ov.m_initialProposalCovMatrixDataInputFileType
567  << "\n" << m_option_listOfDisabledParameters << " = ";
568  for (std::set<unsigned int>::iterator setIt = m_ov.m_parameterDisabledSet.begin(); setIt != m_ov.m_parameterDisabledSet.end(); ++setIt) {
569  os << *setIt << " ";
570  }
571  os << "\n" << m_option_rawChain_dataInputFileName << " = " << m_ov.m_rawChainDataInputFileName
572  << "\n" << m_option_rawChain_dataInputFileType << " = " << m_ov.m_rawChainDataInputFileType
573  << "\n" << m_option_rawChain_size << " = " << m_ov.m_rawChainSize
574  << "\n" << m_option_rawChain_generateExtra << " = " << m_ov.m_rawChainGenerateExtra
575  << "\n" << m_option_rawChain_displayPeriod << " = " << m_ov.m_rawChainDisplayPeriod
576  << "\n" << m_option_rawChain_measureRunTimes << " = " << m_ov.m_rawChainMeasureRunTimes
577  << "\n" << m_option_rawChain_dataOutputPeriod << " = " << m_ov.m_rawChainDataOutputPeriod
578  << "\n" << m_option_rawChain_dataOutputFileName << " = " << m_ov.m_rawChainDataOutputFileName
579  << "\n" << m_option_rawChain_dataOutputFileType << " = " << m_ov.m_rawChainDataOutputFileType
580  << "\n" << m_option_rawChain_dataOutputAllowAll << " = " << m_ov.m_rawChainDataOutputAllowAll
581  << "\n" << m_option_rawChain_dataOutputAllowedSet << " = ";
582  for (std::set<unsigned int>::iterator setIt = m_ov.m_rawChainDataOutputAllowedSet.begin(); setIt != m_ov.m_rawChainDataOutputAllowedSet.end(); ++setIt) {
583  os << *setIt << " ";
584  }
585  os
586 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
587  << "\n" << m_option_rawChain_computeStats << " = " << m_ov.m_rawChainComputeStats
588 #endif
589  << "\n" << m_option_filteredChain_generate << " = " << m_ov.m_filteredChainGenerate
590  << "\n" << m_option_filteredChain_discardedPortion << " = " << m_ov.m_filteredChainDiscardedPortion
591  << "\n" << m_option_filteredChain_lag << " = " << m_ov.m_filteredChainLag
592  << "\n" << m_option_filteredChain_dataOutputFileName << " = " << m_ov.m_filteredChainDataOutputFileName
593  << "\n" << m_option_filteredChain_dataOutputFileType << " = " << m_ov.m_filteredChainDataOutputFileType
594  << "\n" << m_option_filteredChain_dataOutputAllowAll << " = " << m_ov.m_filteredChainDataOutputAllowAll
595  << "\n" << m_option_filteredChain_dataOutputAllowedSet << " = ";
596  for (std::set<unsigned int>::iterator setIt = m_ov.m_filteredChainDataOutputAllowedSet.begin(); setIt != m_ov.m_filteredChainDataOutputAllowedSet.end(); ++setIt) {
597  os << *setIt << " ";
598  }
599  os
600 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
601  << "\n" << m_option_filteredChain_computeStats << " = " << m_ov.m_filteredChainComputeStats
602 #endif
603  << "\n" << m_option_displayCandidates << " = " << m_ov.m_displayCandidates
604  << "\n" << m_option_putOutOfBoundsInChain << " = " << m_ov.m_putOutOfBoundsInChain
605  << "\n" << m_option_tk_useLocalHessian << " = " << m_ov.m_tkUseLocalHessian
606  << "\n" << m_option_tk_useNewtonComponent << " = " << m_ov.m_tkUseNewtonComponent
607  << "\n" << m_option_dr_maxNumExtraStages << " = " << m_ov.m_drMaxNumExtraStages
608  << "\n" << m_option_dr_listOfScalesForExtraStages << " = ";
609  for (unsigned int i = 0; i < m_ov.m_drScalesForExtraStages.size(); ++i) {
610  os << m_ov.m_drScalesForExtraStages[i] << " ";
611  }
612  os << "\n" << m_option_dr_duringAmNonAdaptiveInt << " = " << m_ov.m_drDuringAmNonAdaptiveInt
613  << "\n" << m_option_am_keepInitialMatrix << " = " << m_ov.m_amKeepInitialMatrix
614  << "\n" << m_option_am_initialNonAdaptInterval << " = " << m_ov.m_amInitialNonAdaptInterval
615  << "\n" << m_option_am_adaptInterval << " = " << m_ov.m_amAdaptInterval
616  << "\n" << m_option_am_adaptedMatrices_dataOutputPeriod << " = " << m_ov.m_amAdaptedMatricesDataOutputPeriod
617  << "\n" << m_option_am_adaptedMatrices_dataOutputFileName << " = " << m_ov.m_amAdaptedMatricesDataOutputFileName
618  << "\n" << m_option_am_adaptedMatrices_dataOutputFileType << " = " << m_ov.m_amAdaptedMatricesDataOutputFileType
619  << "\n" << m_option_am_adaptedMatrices_dataOutputAllowAll << " = " << m_ov.m_amAdaptedMatricesDataOutputAllowAll
620  << "\n" << m_option_am_adaptedMatrices_dataOutputAllowedSet << " = ";
621  for (std::set<unsigned int>::iterator setIt = m_ov.m_amAdaptedMatricesDataOutputAllowedSet.begin(); setIt != m_ov.m_amAdaptedMatricesDataOutputAllowedSet.end(); ++setIt) {
622  os << *setIt << " ";
623  }
624  os << "\n" << m_option_am_eta << " = " << m_ov.m_amEta
625  << "\n" << m_option_am_epsilon << " = " << m_ov.m_amEpsilon
626  << "\n" << m_option_enableBrooksGelmanConvMonitor << " = " << m_ov.m_enableBrooksGelmanConvMonitor
627  << "\n" << m_option_BrooksGelmanLag << " = " << m_ov.m_BrooksGelmanLag
628  << std::endl;
629 
630  return;
631 }
632 
633 // Private methods----------------------------------
634 void
635 MetropolisHastingsSGOptions::defineMyOptions(po::options_description& optionsDesc) const
636 {
637  optionsDesc.add_options()
638  (m_option_help.c_str(), "produce help msg for Bayesian Metropolis-Hastings" )
639  (m_option_dataOutputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV ), "name of generic output file" )
640  (m_option_dataOutputAllowAll.c_str(), po::value<bool >()->default_value(UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV ), "allow all subEnvs write to a generic output file" )
641  (m_option_dataOutputAllowedSet.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV ), "subEnvs that will write to generic output file" )
642  (m_option_totallyMute.c_str(), po::value<bool >()->default_value(UQ_MH_SG_TOTALLY_MUTE_ODV ), "totally mute (no printout msg)" )
643  (m_option_initialPosition_dataInputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV ), "name of input file for raw chain " )
644  (m_option_initialPosition_dataInputFileType.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV ), "type of input file for raw chain " )
645  (m_option_initialProposalCovMatrix_dataInputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV), "name of input file for raw chain " )
646  (m_option_initialProposalCovMatrix_dataInputFileType.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV), "type of input file for raw chain " )
647  (m_option_listOfDisabledParameters.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV ), "list of disabled parameters" )
648  (m_option_rawChain_dataInputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV ), "name of input file for raw chain " )
649  (m_option_rawChain_dataInputFileType.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV ), "type of input file for raw chain " )
650  (m_option_rawChain_size.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_RAW_CHAIN_SIZE_ODV ), "size of raw chain" )
651  (m_option_rawChain_generateExtra.c_str(), po::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV ), "generate extra information about raw chain" )
652  (m_option_rawChain_displayPeriod.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV ), "period of msg display during raw chain generation" )
653  (m_option_rawChain_measureRunTimes.c_str(), po::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV ), "measure run times" )
654  (m_option_rawChain_dataOutputPeriod.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV ), "period of msg display during raw chain generation" )
655  (m_option_rawChain_dataOutputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV ), "name of output file for raw chain " )
656  (m_option_rawChain_dataOutputFileType.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV ), "type of output file for raw chain " )
657  (m_option_rawChain_dataOutputAllowAll.c_str(), po::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV ), "allow all subEnvs to write raw chain to an output file" )
658  (m_option_rawChain_dataOutputAllowedSet.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ), "subEnvs that will write raw chain to output file" )
659 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
660  (m_option_rawChain_computeStats.c_str(), po::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV ), "compute statistics on raw chain" )
661 #endif
662  (m_option_filteredChain_generate.c_str(), po::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV ), "generate filtered chain" )
663  (m_option_filteredChain_discardedPortion.c_str(), po::value<double >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV ), "initial discarded portion for chain filtering" )
664  (m_option_filteredChain_lag.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_FILTERED_CHAIN_LAG_ODV ), "spacing for chain filtering" )
665  (m_option_filteredChain_dataOutputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV ), "name of output file for filtered chain" )
666  (m_option_filteredChain_dataOutputFileType.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV ), "type of output file for filtered chain" )
667  (m_option_filteredChain_dataOutputAllowAll.c_str(), po::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV ), "allow all subEnvs to write filt chain to an output file" )
668  (m_option_filteredChain_dataOutputAllowedSet.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ), "subEnvs that will write filt chain to output file" )
669 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
670  (m_option_filteredChain_computeStats.c_str(), po::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV ), "compute statistics on filtered chain" )
671 #endif
672  (m_option_displayCandidates.c_str(), po::value<bool >()->default_value(UQ_MH_SG_DISPLAY_CANDIDATES_ODV ), "display candidates in the core MH algorithm" )
673  (m_option_putOutOfBoundsInChain.c_str(), po::value<bool >()->default_value(UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV ), "put 'out of bound' candidates in chain as well" )
674  (m_option_tk_useLocalHessian.c_str(), po::value<bool >()->default_value(UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV ), "'proposal' use local Hessian" )
675  (m_option_tk_useNewtonComponent.c_str(), po::value<bool >()->default_value(UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV ), "'proposal' use Newton component" )
676  (m_option_dr_maxNumExtraStages.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV ), "'dr' maximum number of extra stages" )
677  (m_option_dr_listOfScalesForExtraStages.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV ), "'dr' scales for prop cov matrices from 2nd stage on" )
678  (m_option_dr_duringAmNonAdaptiveInt.c_str(), po::value<bool >()->default_value(UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV ), "'dr' used during 'am' non adaptive interval" )
679  (m_option_am_keepInitialMatrix.c_str(), po::value<bool >()->default_value(UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV ), "'am' keep initial (given) matrix" )
680  (m_option_am_initialNonAdaptInterval.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV ), "'am' initial non adaptation interval" )
681  (m_option_am_adaptInterval.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_AM_ADAPT_INTERVAL_ODV ), "'am' adaptation interval" )
682  (m_option_am_adaptedMatrices_dataOutputPeriod.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV ), "period for outputting 'am' adapted matrices" )
683  (m_option_am_adaptedMatrices_dataOutputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV ), "name of output file for 'am' adapted matrices" )
684  (m_option_am_adaptedMatrices_dataOutputFileType.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV ), "type of output file for 'am' adapted matrices" )
685  (m_option_am_adaptedMatrices_dataOutputAllowAll.c_str(), po::value<bool >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV ), "type of output file for 'am' adapted matrices" )
686  (m_option_am_adaptedMatrices_dataOutputAllowedSet.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV ), "type of output file for 'am' adapted matrices" )
687  (m_option_am_eta.c_str(), po::value<double >()->default_value(UQ_MH_SG_AM_ETA_ODV ), "'am' eta" )
688  (m_option_am_epsilon.c_str(), po::value<double >()->default_value(UQ_MH_SG_AM_EPSILON_ODV ), "'am' epsilon" )
689  (m_option_enableBrooksGelmanConvMonitor.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR ), "assess convergence using Brooks-Gelman metric" )
690  (m_option_BrooksGelmanLag.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_BROOKS_GELMAN_LAG ), "number of chain positions before starting to compute metric")
691  ;
692 
693  return;
694 }
695 // -------------------------------------------------
696 void
697 MetropolisHastingsSGOptions::getMyOptionValues(po::options_description& optionsDesc)
698 {
699  if (m_env.allOptionsMap().count(m_option_help)) {
700  if ((m_env.subDisplayFile()) &&
701  (m_ov.m_totallyMute == false)) {
702  *m_env.subDisplayFile() << optionsDesc
703  << std::endl;
704  }
705  }
706 
707  if (m_env.allOptionsMap().count(m_option_dataOutputFileName)) {
708  m_ov.m_dataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dataOutputFileName]).as<std::string>();
709  }
710 
711  if (m_env.allOptionsMap().count(m_option_dataOutputAllowAll.c_str())) {
712  m_ov.m_dataOutputAllowAll = m_env.allOptionsMap()[m_option_dataOutputAllowAll].as<bool>();
713  }
714 
715  if (m_ov.m_dataOutputAllowAll) {
716  m_ov.m_dataOutputAllowedSet.insert(m_env.subId());
717  }
718  else if (m_env.allOptionsMap().count(m_option_dataOutputAllowedSet)) {
719  m_ov.m_dataOutputAllowedSet.clear();
720  std::vector<double> tmpAllow(0,0.);
721  std::string inputString = m_env.allOptionsMap()[m_option_dataOutputAllowedSet].as<std::string>();
722  MiscReadDoublesFromString(inputString,tmpAllow);
723 
724  if (tmpAllow.size() > 0) {
725  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
726  m_ov.m_dataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
727  }
728  }
729  }
730 
731  if (m_env.allOptionsMap().count(m_option_totallyMute)) {
732  m_ov.m_totallyMute = ((const po::variable_value&) m_env.allOptionsMap()[m_option_totallyMute]).as<bool>();
733  }
734 
735  if (m_env.allOptionsMap().count(m_option_initialPosition_dataInputFileName)) {
736  m_ov.m_initialPositionDataInputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialPosition_dataInputFileName]).as<std::string>();
737  }
738 
739  if (m_env.allOptionsMap().count(m_option_initialPosition_dataInputFileType)) {
740  m_ov.m_initialPositionDataInputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialPosition_dataInputFileType]).as<std::string>();
741  }
742 
743  if (m_env.allOptionsMap().count(m_option_initialProposalCovMatrix_dataInputFileName)) {
744  m_ov.m_initialProposalCovMatrixDataInputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialProposalCovMatrix_dataInputFileName]).as<std::string>();
745  }
746 
747  if (m_env.allOptionsMap().count(m_option_initialProposalCovMatrix_dataInputFileType)) {
748  m_ov.m_initialProposalCovMatrixDataInputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialProposalCovMatrix_dataInputFileType]).as<std::string>();
749  }
750 
751  if (m_env.allOptionsMap().count(m_option_listOfDisabledParameters)) {
752  m_ov.m_parameterDisabledSet.clear();
753  std::vector<double> tmpAllow(0,0.);
754  std::string inputString = m_env.allOptionsMap()[m_option_listOfDisabledParameters].as<std::string>();
755  MiscReadDoublesFromString(inputString,tmpAllow);
756  if (tmpAllow.size() > 0) {
757  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
758  m_ov.m_parameterDisabledSet.insert((unsigned int) tmpAllow[i]);
759  }
760  }
761  }
762 
763  if (m_env.allOptionsMap().count(m_option_rawChain_dataInputFileName)) {
764  m_ov.m_rawChainDataInputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataInputFileName]).as<std::string>();
765  }
766 
767  if (m_env.allOptionsMap().count(m_option_rawChain_dataInputFileType)) {
768  m_ov.m_rawChainDataInputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataInputFileType]).as<std::string>();
769  }
770 
771  if (m_env.allOptionsMap().count(m_option_rawChain_size)) {
772  m_ov.m_rawChainSize = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_size]).as<unsigned int>();
773  }
774 
775  if (m_env.allOptionsMap().count(m_option_rawChain_displayPeriod)) {
776  m_ov.m_rawChainDisplayPeriod = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_displayPeriod]).as<unsigned int>();
777  }
778 
779  if (m_env.allOptionsMap().count(m_option_rawChain_measureRunTimes)) {
780  m_ov.m_rawChainMeasureRunTimes = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_measureRunTimes]).as<bool>();
781  }
782 
783  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputPeriod)) {
784  m_ov.m_rawChainDataOutputPeriod = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputPeriod]).as<unsigned int>();
785  }
786 
787  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputFileName)) {
788  m_ov.m_rawChainDataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputFileName]).as<std::string>();
789  }
790 
791  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputFileType)) {
792  m_ov.m_rawChainDataOutputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputFileType]).as<std::string>();
793  }
794 
795  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputAllowAll.c_str())) {
796  m_ov.m_rawChainDataOutputAllowAll = m_env.allOptionsMap()[m_option_rawChain_dataOutputAllowAll].as<bool>();
797  }
798 
799  if (m_ov.m_rawChainDataOutputAllowAll) {
800  m_ov.m_rawChainDataOutputAllowedSet.insert(m_env.subId());
801  }
802  else if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputAllowedSet)) {
803  m_ov.m_rawChainDataOutputAllowedSet.clear();
804  std::vector<double> tmpAllow(0,0.);
805  std::string inputString = m_env.allOptionsMap()[m_option_rawChain_dataOutputAllowedSet].as<std::string>();
806  MiscReadDoublesFromString(inputString,tmpAllow);
807 
808  if (tmpAllow.size() > 0) {
809  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
810  m_ov.m_rawChainDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
811  }
812  }
813  }
814 
815 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
816  if (m_env.allOptionsMap().count(m_option_rawChain_computeStats)) {
817  m_ov.m_rawChainComputeStats = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_computeStats]).as<bool>();
818  }
819 #endif
820  if (m_env.allOptionsMap().count(m_option_rawChain_generateExtra)) {
821  m_ov.m_rawChainGenerateExtra = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_generateExtra]).as<bool>();
822  }
823 
824  if (m_env.allOptionsMap().count(m_option_filteredChain_generate)) {
825  m_ov.m_filteredChainGenerate = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_generate]).as<bool>();
826  }
827 
828  if (m_env.allOptionsMap().count(m_option_filteredChain_discardedPortion)) {
829  m_ov.m_filteredChainDiscardedPortion = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_discardedPortion]).as<double>();
830  }
831 
832  if (m_env.allOptionsMap().count(m_option_filteredChain_lag)) {
833  m_ov.m_filteredChainLag = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_lag]).as<unsigned int>();
834  }
835  if ((m_ov.m_filteredChainGenerate == true) &&
836  (m_ov.m_filteredChainLag < 2 )) {
837  std::cerr << "WARNING In MetropolisHastingsSG<P_V,P_M>::getMyOptionsValues()"
838  << ", worldRank " << m_env.worldRank()
839  << ", fullRank " << m_env.fullRank()
840  << ", subEnvironment " << m_env.subId()
841  << ", subRank " << m_env.subRank()
842  << ", inter0Rank " << m_env.inter0Rank()
843  << ": forcing the value of '" << m_option_filteredChain_lag
844  << "' from " << m_ov.m_filteredChainLag
845  << " to " << 2
846  << std::endl;
847  m_ov.m_filteredChainLag = 2;
848  }
849 
850  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputFileName)) {
851  m_ov.m_filteredChainDataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_dataOutputFileName]).as<std::string>();
852  }
853 
854  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputFileType)) {
855  m_ov.m_filteredChainDataOutputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_dataOutputFileType]).as<std::string>();
856  }
857 
858  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputAllowAll.c_str())) {
859  m_ov.m_filteredChainDataOutputAllowAll = m_env.allOptionsMap()[m_option_filteredChain_dataOutputAllowAll].as<bool>();
860  }
861 
862  if (m_ov.m_filteredChainDataOutputAllowAll) {
863  m_ov.m_filteredChainDataOutputAllowedSet.insert(m_env.subId());
864  }
865  else if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputAllowedSet)) {
866  m_ov.m_filteredChainDataOutputAllowedSet.clear();
867  std::vector<double> tmpAllow(0,0.);
868  std::string inputString = m_env.allOptionsMap()[m_option_filteredChain_dataOutputAllowedSet].as<std::string>();
869  MiscReadDoublesFromString(inputString,tmpAllow);
870 
871  if (tmpAllow.size() > 0) {
872  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
873  m_ov.m_filteredChainDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
874  }
875  }
876  }
877 
878 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
879  if (m_env.allOptionsMap().count(m_option_filteredChain_computeStats)) {
880  m_ov.m_filteredChainComputeStats = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_computeStats]).as<bool>();
881  }
882 #endif
883  if (m_env.allOptionsMap().count(m_option_displayCandidates)) {
884  m_ov.m_displayCandidates = ((const po::variable_value&) m_env.allOptionsMap()[m_option_displayCandidates]).as<bool>();
885  }
886 
887  if (m_env.allOptionsMap().count(m_option_putOutOfBoundsInChain)) {
888  m_ov.m_putOutOfBoundsInChain = ((const po::variable_value&) m_env.allOptionsMap()[m_option_putOutOfBoundsInChain]).as<bool>();
889  }
890 
891  if (m_env.allOptionsMap().count(m_option_tk_useLocalHessian)) {
892  m_ov.m_tkUseLocalHessian = ((const po::variable_value&) m_env.allOptionsMap()[m_option_tk_useLocalHessian]).as<bool>();
893  }
894 
895  if (m_env.allOptionsMap().count(m_option_tk_useNewtonComponent)) {
896  m_ov.m_tkUseNewtonComponent = ((const po::variable_value&) m_env.allOptionsMap()[m_option_tk_useNewtonComponent]).as<bool>();
897  }
898 
899  if (m_env.allOptionsMap().count(m_option_dr_maxNumExtraStages)) {
900  m_ov.m_drMaxNumExtraStages = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dr_maxNumExtraStages]).as<unsigned int>();
901  }
902 
903  std::vector<double> tmpScales(0,0.);
904  if (m_env.allOptionsMap().count(m_option_dr_listOfScalesForExtraStages)) {
905  std::string inputString = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dr_listOfScalesForExtraStages]).as<std::string>();
906  MiscReadDoublesFromString(inputString,tmpScales);
907  //if (m_env.subDisplayFile()) {
908  // *m_env.subDisplayFile() << "In MetropolisHastingsSG<P_V,P_M>::getMyOptionValues(): scales =";
909  // for (unsigned int i = 0; i < tmpScales.size(); ++i) {
910  // *m_env.subDisplayFile() << " " << tmpScales[i];
911  // }
912  // *m_env.subDisplayFile() << std::endl;
913  //}
914  }
915 
916  if (m_ov.m_drMaxNumExtraStages > 0) {
917  double scale = 1.0;
918  unsigned int tmpSize = tmpScales.size();
919 
920  m_ov.m_drScalesForExtraStages.clear();
921  m_ov.m_drScalesForExtraStages.resize(m_ov.m_drMaxNumExtraStages,1.);
922  for (unsigned int i = 0; i < m_ov.m_drMaxNumExtraStages; ++i) {
923  if (i < tmpSize) scale = tmpScales[i];
924  m_ov.m_drScalesForExtraStages[i] = scale;
925  }
926  //updateTK();
927  }
928 
929  if (m_env.allOptionsMap().count(m_option_dr_duringAmNonAdaptiveInt)) {
930  m_ov.m_drDuringAmNonAdaptiveInt = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dr_duringAmNonAdaptiveInt]).as<bool>();
931  }
932 
933  if (m_env.allOptionsMap().count(m_option_am_keepInitialMatrix)) {
934  m_ov.m_amKeepInitialMatrix = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_keepInitialMatrix]).as<bool>();
935  }
936 
937  if (m_env.allOptionsMap().count(m_option_am_initialNonAdaptInterval)) {
938  m_ov.m_amInitialNonAdaptInterval = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_initialNonAdaptInterval]).as<unsigned int>();
939  }
940 
941  if (m_env.allOptionsMap().count(m_option_am_adaptInterval)) {
942  m_ov.m_amAdaptInterval = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptInterval]).as<unsigned int>();
943  }
944 
945  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputPeriod)) {
946  m_ov.m_amAdaptedMatricesDataOutputPeriod = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputPeriod]).as<unsigned int>();
947  }
948 
949  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputFileName)) {
950  m_ov.m_amAdaptedMatricesDataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputFileName]).as<std::string>();
951  }
952 
953  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputFileType)) {
954  m_ov.m_amAdaptedMatricesDataOutputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputFileType]).as<std::string>();
955  }
956 
957  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputAllowAll.c_str())) {
958  m_ov.m_amAdaptedMatricesDataOutputAllowAll = m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputAllowAll].as<bool>();
959  }
960 
961  if (m_ov.m_amAdaptedMatricesDataOutputAllowAll) {
962  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.insert(m_env.subId());
963  }
964  else if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputAllowedSet)) {
965  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.clear();
966  std::vector<double> tmpAllow(0,0.);
967  std::string inputString = m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputAllowedSet].as<std::string>();
968  MiscReadDoublesFromString(inputString,tmpAllow);
969 
970  if (tmpAllow.size() > 0) {
971  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
972  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
973  }
974  }
975  }
976 
977  if (m_env.allOptionsMap().count(m_option_am_eta)) {
978  m_ov.m_amEta = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_eta]).as<double>();
979  }
980 
981  if (m_env.allOptionsMap().count(m_option_am_epsilon)) {
982  m_ov.m_amEpsilon = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_epsilon]).as<double>();
983  }
984 
985  if (m_env.allOptionsMap().count(m_option_enableBrooksGelmanConvMonitor)) {
986  m_ov.m_enableBrooksGelmanConvMonitor = ((const po::variable_value&) m_env.allOptionsMap()[m_option_enableBrooksGelmanConvMonitor]).as<unsigned int>();
987  }
988 
989  if (m_env.allOptionsMap().count(m_option_BrooksGelmanLag)) {
990  m_ov.m_BrooksGelmanLag = ((const po::variable_value&) m_env.allOptionsMap()[m_option_BrooksGelmanLag]).as<unsigned int>();
991  }
992 
993  return;
994 }
995 
996 // --------------------------------------------------
997 // Operator declared outside class definition ------
998 // --------------------------------------------------
999 
1000 std::ostream& operator<<(std::ostream& os, const MetropolisHastingsSGOptions& obj)
1001 {
1002  obj.print(os);
1003 
1004  return os;
1005 }
1006 
1007 } // End namespace QUESO
UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV
#define UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV
Definition: MetropolisHastingsSGOptions.h:77
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputFileType
std::string m_rawChainDataOutputFileType
Type of output file for raw chain.
Definition: MLSamplingLevelOptions.h:240
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputFileName
std::string m_amAdaptedMatricesDataOutputFileName
Name of output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:318
QUESO::MLSamplingLevelOptions::m_initialProposalCovMatrixDataInputFileType
std::string m_initialProposalCovMatrixDataInputFileType
Type of input file for initial proposal covariance matrix.
Definition: MLSamplingLevelOptions.h:206
UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:39
QUESO::MLSamplingLevelOptions::m_filteredChainGenerate
bool m_filteredChainGenerate
Whether or not to generate filtered chain.
Definition: MLSamplingLevelOptions.h:256
UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
Definition: MetropolisHastingsSGOptions.h:63
QUESO::BaseEnvironment::subRank
int subRank() const
Access function for sub-rank.
Definition: Environment.C:263
UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
#define UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
Definition: MetropolisHastingsSGOptions.h:51
UQ_MH_SG_AM_ETA_ODV
#define UQ_MH_SG_AM_ETA_ODV
Definition: MetropolisHastingsSGOptions.h:87
UQ_MH_SG_BROOKS_GELMAN_LAG
#define UQ_MH_SG_BROOKS_GELMAN_LAG
Definition: MetropolisHastingsSGOptions.h:90
UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
#define UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
Definition: MetropolisHastingsSGOptions.h:53
QUESO::MLSamplingLevelOptions::m_amAdaptInterval
unsigned int m_amAdaptInterval
&#39;am&#39; adaptation interval.
Definition: MLSamplingLevelOptions.h:312
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:65
UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:44
QUESO::MLSamplingLevelOptions::m_putOutOfBoundsInChain
bool m_putOutOfBoundsInChain
Put &#39;out of bound&#39; candidates in chain as well.
Definition: MLSamplingLevelOptions.h:287
QUESO::MhOptionsValues::m_parameterDisabledSet
std::set< unsigned int > m_parameterDisabledSet
Definition: MetropolisHastingsSGOptions.h:144
QUESO::MLSamplingLevelOptions::m_rawChainSize
unsigned int m_rawChainSize
Size of raw chain.
Definition: MLSamplingLevelOptions.h:222
QUESO::BaseEnvironment::inter0Rank
int inter0Rank() const
Returns the process inter0 rank.
Definition: Environment.C:289
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputAllowAll
bool m_amAdaptedMatricesDataOutputAllowAll
Whether or not subEnvs will write to output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:324
QUESO::MLSamplingLevelOptions::m_filteredChainDiscardedPortion
double m_filteredChainDiscardedPortion
Initial discarded portion for chain filtering.
Definition: MLSamplingLevelOptions.h:259
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:235
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputFileType
std::string m_amAdaptedMatricesDataOutputFileType
Type of output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:321
UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:46
UQ_MH_SG_AM_EPSILON_ODV
#define UQ_MH_SG_AM_EPSILON_ODV
Definition: MetropolisHastingsSGOptions.h:88
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:305
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:58
QUESO::MetropolisHastingsSGOptions::scanOptionsValues
void scanOptionsValues()
It scans the option values from the options input file.
Definition: MetropolisHastingsSGOptions.C:519
QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileName
std::string m_initialProposalCovMatrixDataInputFileName
Definition: MetropolisHastingsSGOptions.h:142
UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV
#define UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV
Definition: MetropolisHastingsSGOptions.h:73
QUESO::MetropolisHastingsSGOptions::print
void print(std::ostream &os) const
It prints the option values.
Definition: MetropolisHastingsSGOptions.C:554
QUESO::MLSamplingLevelOptions::m_amInitialNonAdaptInterval
unsigned int m_amInitialNonAdaptInterval
&#39;am&#39; initial non adaptation interval
Definition: MLSamplingLevelOptions.h:309
QUESO::MLSamplingLevelOptions::m_filteredChainLag
unsigned int m_filteredChainLag
Spacing for chain filtering.
Definition: MLSamplingLevelOptions.h:262
UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
#define UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
Definition: MetropolisHastingsSGOptions.h:89
UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:45
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:86
QUESO::MetropolisHastingsSGOptions::defineMyOptions
void defineMyOptions(po::options_description &optionsDesc) const
Defines the options for the Metropolis-Hastings generator of samples as the default options...
Definition: MetropolisHastingsSGOptions.C:635
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:85
UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:40
QUESO::BaseEnvironment::allOptionsMap
po::variables_map & allOptionsMap() const
Definition: Environment.C:368
QUESO::BaseEnvironment
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:187
QUESO::MLSamplingLevelOptions::m_dataOutputAllowAll
bool m_dataOutputAllowAll
subEnvs that will write to generic output file.
Definition: MLSamplingLevelOptions.h:157
QUESO::MLSamplingLevelOptions::m_tkUseLocalHessian
bool m_tkUseLocalHessian
Whether or not &#39;proposal&#39; uses local Hessian.
Definition: MLSamplingLevelOptions.h:290
QUESO::MetropolisHastingsSGOptions::getMyOptionValues
void getMyOptionValues(po::options_description &optionsDesc)
Gets the sequence options defined to the Metropolis-Hastings algorithm.
Definition: MetropolisHastingsSGOptions.C:697
UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV
#define UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV
Definition: MetropolisHastingsSGOptions.h:76
UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:49
QUESO::MhOptionsValues::m_amEta
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
Definition: MetropolisHastingsSGOptions.h:196
QUESO::MhOptionsValues::m_rawChainDataOutputAllowedSet
std::set< unsigned int > m_rawChainDataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:155
QUESO::MLSamplingLevelOptions::m_drMaxNumExtraStages
unsigned int m_drMaxNumExtraStages
&#39;dr&#39; maximum number of extra stages.
Definition: MLSamplingLevelOptions.h:296
QUESO::MLSamplingLevelOptions::m_dataOutputFileName
std::string m_dataOutputFileName
Name of generic output file.
Definition: MLSamplingLevelOptions.h:154
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:66
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputPeriod
unsigned int m_rawChainDataOutputPeriod
Period of message display during raw chain generation.
Definition: MLSamplingLevelOptions.h:234
QUESO::MetropolisHastingsSGOptions::m_option_am_epsilon
std::string m_option_am_epsilon
See MhOptionsValues::m_amEpsilon.
Definition: MetropolisHastingsSGOptions.h:340
QUESO::MLSamplingLevelOptions::m_rawChainDataInputFileType
std::string m_rawChainDataInputFileType
Type of input file for raw chain.
Definition: MLSamplingLevelOptions.h:219
QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileType
std::string m_initialProposalCovMatrixDataInputFileType
Definition: MetropolisHastingsSGOptions.h:143
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:84
UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
#define UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:52
QUESO::BaseEnvironment::optionsInputFileName
std::string optionsInputFileName() const
Access to the attribute m_optionsInputFileName, which stores the name of the input file passed by the...
Definition: Environment.C:341
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputAllowedSet
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
subEnvs that will write to output file for filtered chain.
Definition: MLSamplingLevelOptions.h:274
UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
#define UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
Definition: MetropolisHastingsSGOptions.h:62
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:68
QUESO::MhOptionsValues::m_filteredChainDataOutputAllowedSet
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:166
UQ_FATAL_TEST_MACRO
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
Definition: Defines.h:222
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputAllowedSet
std::set< unsigned int > m_rawChainDataOutputAllowedSet
subEnvs that will write to output file for raw chain.
Definition: MLSamplingLevelOptions.h:246
QUESO::MLSamplingLevelOptions::m_parameterDisabledSet
std::set< unsigned int > m_parameterDisabledSet
Definition: MLSamplingLevelOptions.h:209
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputAllowedSet
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
subEnvs that will write to output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:327
QUESO::MLSamplingLevelOptions::m_rawChainDisplayPeriod
unsigned int m_rawChainDisplayPeriod
Period of message display during raw chain generation.
Definition: MLSamplingLevelOptions.h:228
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputFileType
std::string m_filteredChainDataOutputFileType
Type of output file for filtered chain.
Definition: MLSamplingLevelOptions.h:268
UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV
#define UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV
Definition: MetropolisHastingsSGOptions.h:78
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputPeriod
unsigned int m_amAdaptedMatricesDataOutputPeriod
Period for outputing &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:315
QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions
MetropolisHastingsSGOptions(const BaseEnvironment &env, const char *prefix)
Constructor: reads options from the input file.
Definition: MetropolisHastingsSGOptions.C:194
QUESO::MLSamplingLevelOptions::m_drScalesForExtraStages
std::vector< double > m_drScalesForExtraStages
&#39;dr&#39; list of scales for proposal covariance matrices from 2nd stage on.
Definition: MLSamplingLevelOptions.h:299
QUESO::MLSamplingLevelOptions::m_initialPositionDataInputFileName
std::string m_initialPositionDataInputFileName
Name of input file for initial position.
Definition: MLSamplingLevelOptions.h:197
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:55
QUESO::MLSamplingLevelOptions::m_initialPositionDataInputFileType
std::string m_initialPositionDataInputFileType
Type of input file for initial position.
Definition: MLSamplingLevelOptions.h:200
QUESO::MLSamplingLevelOptions::m_amKeepInitialMatrix
bool m_amKeepInitialMatrix
Whether or not &#39;am&#39; will keep initial (given) matrix.
Definition: MLSamplingLevelOptions.h:306
QUESO::MhOptionsValues::m_drScalesForExtraStages
std::vector< double > m_drScalesForExtraStages
Definition: MetropolisHastingsSGOptions.h:176
QUESO::MhOptionsValues::operator=
MhOptionsValues & operator=(const MhOptionsValues &rhs)
Assignment operator; it copies rhs to this.
Definition: MetropolisHastingsSGOptions.C:116
QUESO::MLSamplingLevelOptions::m_tkUseNewtonComponent
bool m_tkUseNewtonComponent
Whether or not &#39;proposal&#39; uses Newton component.
Definition: MLSamplingLevelOptions.h:293
UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
#define UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
Definition: MetropolisHastingsSGOptions.h:74
UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:38
QUESO::MLSamplingLevelOptions::m_rawChainMeasureRunTimes
bool m_rawChainMeasureRunTimes
Whether or not to measure run times.
Definition: MLSamplingLevelOptions.h:231
QUESO::BaseEnvironment::fullRank
int fullRank() const
Returns the process full rank.
Definition: Environment.C:241
QUESO::MhOptionsValues::MhOptionsValues
MhOptionsValues()
Default constructor.
Definition: MetropolisHastingsSGOptions.C:35
QUESO::MLSamplingLevelOptions::m_displayCandidates
bool m_displayCandidates
Display candidates generated in the core MH algorithm.
Definition: MLSamplingLevelOptions.h:284
QUESO::MhOptionsValues::copy
void copy(const MhOptionsValues &src)
Copies the option values from src to this.
Definition: MetropolisHastingsSGOptions.C:123
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:54
QUESO::MLSamplingLevelOptions
This class provides options for each level of the Multilevel sequence generator if no input file is a...
Definition: MLSamplingLevelOptions.h:113
QUESO::MLSamplingLevelOptions::m_drDuringAmNonAdaptiveInt
bool m_drDuringAmNonAdaptiveInt
Whether or not &#39;dr&#39; is used during &#39;am&#39; non adaptive interval.
Definition: MLSamplingLevelOptions.h:303
UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:48
UQ_MH_SG_DISPLAY_CANDIDATES_ODV
#define UQ_MH_SG_DISPLAY_CANDIDATES_ODV
Definition: MetropolisHastingsSGOptions.h:72
QUESO::MhOptionsValues::m_dataOutputAllowedSet
std::set< unsigned int > m_dataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:137
QUESO::MLSamplingLevelOptions::m_totallyMute
bool m_totallyMute
Whether or not to be totally mute (no printout message).
Definition: MLSamplingLevelOptions.h:194
UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
#define UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
Definition: MetropolisHastingsSGOptions.h:64
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:67
UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV
#define UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV
Definition: MetropolisHastingsSGOptions.h:47
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:57
UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
#define UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
Definition: MetropolisHastingsSGOptions.h:80
QUESO::MhOptionsValues
This class provides options for the Metropolis-Hastings generator of samples if no input file is avai...
Definition: MetropolisHastingsSGOptions.h:104
QUESO::operator<<
std::ostream & operator<<(std::ostream &os, const BaseEnvironment &obj)
QUESO::MhOptionsValues::m_amEpsilon
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
Definition: MetropolisHastingsSGOptions.h:206
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:56
QUESO::MLSamplingLevelOptions::m_initialProposalCovMatrixDataInputFileName
std::string m_initialProposalCovMatrixDataInputFileName
Name of input file for initial proposal covariance matrix.
Definition: MLSamplingLevelOptions.h:203
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputAllowAll
bool m_filteredChainDataOutputAllowAll
Whether or not subEnvs will write to output file for filtered chain.
Definition: MLSamplingLevelOptions.h:271
UQ_MH_SG_RAW_CHAIN_SIZE_ODV
#define UQ_MH_SG_RAW_CHAIN_SIZE_ODV
Definition: MetropolisHastingsSGOptions.h:50
QUESO::MLSamplingLevelOptions::m_rawChainDataInputFileName
std::string m_rawChainDataInputFileName
Name of input file for raw chain.
Definition: MLSamplingLevelOptions.h:215
UQ_MH_SG_AM_ADAPT_INTERVAL_ODV
#define UQ_MH_SG_AM_ADAPT_INTERVAL_ODV
Definition: MetropolisHastingsSGOptions.h:81
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputFileName
std::string m_rawChainDataOutputFileName
Name of output file for raw chain.
Definition: MLSamplingLevelOptions.h:237
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputAllowAll
bool m_rawChainDataOutputAllowAll
Whether or not subEnvs will write to output file for raw chain.
Definition: MLSamplingLevelOptions.h:243
QUESO::MetropolisHastingsSGOptions::m_ov
MhOptionsValues m_ov
This class is where the actual options are stored.
Definition: MetropolisHastingsSGOptions.h:265
QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:185
QUESO::BaseEnvironment::subId
unsigned int subId() const
Access function to the number of each sub-environment Id: m_subId.
Definition: Environment.C:329
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:83
UQ_MH_SG_TOTALLY_MUTE_ODV
#define UQ_MH_SG_TOTALLY_MUTE_ODV
Definition: MetropolisHastingsSGOptions.h:42
QUESO::MLSamplingLevelOptions::m_amEta
double m_amEta
&#39;am&#39; eta.
Definition: MLSamplingLevelOptions.h:333
UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
#define UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
Definition: MetropolisHastingsSGOptions.h:79
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:82
UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
#define UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
Definition: MetropolisHastingsSGOptions.h:75
QUESO::MLSamplingLevelOptions::m_amEpsilon
double m_amEpsilon
&#39;am&#39; epsilon.
Definition: MLSamplingLevelOptions.h:336
QUESO::MLSamplingLevelOptions::m_rawChainGenerateExtra
bool m_rawChainGenerateExtra
Generate extra information about raw chain.
Definition: MLSamplingLevelOptions.h:225
QUESO::MiscReadDoublesFromString
void MiscReadDoublesFromString(const std::string &inputString, std::vector< double > &outputDoubles)
Definition: Miscellaneous.C:39
QUESO::MetropolisHastingsSGOptions::m_option_am_eta
std::string m_option_am_eta
See MhOptionsValues::m_amEta.
Definition: MetropolisHastingsSGOptions.h:338
UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:43
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputFileName
std::string m_filteredChainDataOutputFileName
Name of output file for filtered chain.
Definition: MLSamplingLevelOptions.h:265
QUESO::MLSamplingLevelOptions::m_dataOutputAllowedSet
std::set< unsigned int > m_dataOutputAllowedSet
subEnvs that will write to generic output file.
Definition: MLSamplingLevelOptions.h:160
QUESO::BaseEnvironment::scanInputFileForMyOptions
void scanInputFileForMyOptions(const po::options_description &optionsDesc) const
This method scans the input file provided by the user to QUESO.
Definition: Environment.C:378
QUESO::MetropolisHastingsSGOptions
This class reads the options for the Metropolis-Hastings generator of samples from an input file...
Definition: MetropolisHastingsSGOptions.h:236
Generated on Thu Apr 23 2015 19:18:34 for queso-0.50.1 by  doxygen 1.8.5