queso-0.51.1
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
 
bool m_outputLogLikelihood
 Flag for deciding whether or not to dump log likelihood values in output. More...
 
bool m_outputLogTarget
 Flag for deciding whether or not to dump log target values in output. More...
 
bool m_doLogitTransform
 Flag for deciding whether or not to do logit transform of bounded domains. More...
 

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 110 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 (),
97 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
98  ,
99  m_alternativeRawSsOptionsValues (),
100  m_alternativeFilteredSsOptionsValues ()
101 #endif
102 {
103 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
104  if (alternativeRawSsOptionsValues ) m_alternativeRawSsOptionsValues = *alternativeRawSsOptionsValues;
105  if (alternativeFilteredSsOptionsValues) m_alternativeFilteredSsOptionsValues = *alternativeFilteredSsOptionsValues;
106 #endif
107 }
#define UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
#define UQ_MH_SG_RAW_CHAIN_SIZE_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV
bool m_doLogitTransform
Flag for deciding whether or not to do logit transform of bounded domains.
bool m_outputLogTarget
Flag for deciding whether or not to dump log target values in output.
#define UQ_MH_SG_OUTPUT_LOG_TARGET
#define UQ_MH_SG_DISPLAY_CANDIDATES_ODV
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
#define UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV
#define UQ_MH_SG_AM_ADAPT_INTERVAL_ODV
#define UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV
#define UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
#define UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
#define UQ_MH_SG_DO_LOGIT_TRANSFORM
std::vector< double > m_drScalesForExtraStages
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV
bool m_outputLogLikelihood
Flag for deciding whether or not to dump log likelihood values in output.
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_AM_EPSILON_ODV
#define UQ_MH_SG_BROOKS_GELMAN_LAG
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
#define UQ_MH_SG_TOTALLY_MUTE_ODV
std::string m_initialProposalCovMatrixDataInputFileName
#define UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
#define UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
#define UQ_MH_SG_AM_ETA_ODV
std::string m_initialProposalCovMatrixDataInputFileType
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
#define UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
QUESO::MhOptionsValues::MhOptionsValues ( const MhOptionsValues src)

Copy constructor.

It assigns the same options values from src to this.

Definition at line 109 of file MetropolisHastingsSGOptions.C.

References copy().

110 {
111  this->copy(src);
112 }
void copy(const MhOptionsValues &src)
Copies the option values from src to this.
QUESO::MhOptionsValues::~MhOptionsValues ( )

Destructor.

Definition at line 114 of file MetropolisHastingsSGOptions.C.

115 {
116 }

Member Function Documentation

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

Copies the option values from src to this.

Definition at line 126 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_doLogitTransform, 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_outputLogLikelihood, m_outputLogTarget, 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=().

127 {
128  m_dataOutputFileName = src.m_dataOutputFileName;
129  m_dataOutputAllowAll = src.m_dataOutputAllowAll;
130  m_dataOutputAllowedSet = src.m_dataOutputAllowedSet;
131  m_totallyMute = src.m_totallyMute;
132  m_initialPositionDataInputFileName = src.m_initialPositionDataInputFileName;
133  m_initialPositionDataInputFileType = src.m_initialPositionDataInputFileType;
134  m_initialProposalCovMatrixDataInputFileName = src.m_initialProposalCovMatrixDataInputFileName;
135  m_initialProposalCovMatrixDataInputFileType = src.m_initialProposalCovMatrixDataInputFileType;
136  m_parameterDisabledSet = src.m_parameterDisabledSet;
137  m_rawChainDataInputFileName = src.m_rawChainDataInputFileName;
138  m_rawChainDataInputFileType = src.m_rawChainDataInputFileType;
139  m_rawChainSize = src.m_rawChainSize;
140  m_rawChainGenerateExtra = src.m_rawChainGenerateExtra;
141  m_rawChainDisplayPeriod = src.m_rawChainDisplayPeriod;
142  m_rawChainMeasureRunTimes = src.m_rawChainMeasureRunTimes;
143  m_rawChainDataOutputPeriod = src.m_rawChainDataOutputPeriod;
144  m_rawChainDataOutputFileName = src.m_rawChainDataOutputFileName;
145  m_rawChainDataOutputFileType = src.m_rawChainDataOutputFileType;
146  m_rawChainDataOutputAllowAll = src.m_rawChainDataOutputAllowAll;
147  m_rawChainDataOutputAllowedSet = src.m_rawChainDataOutputAllowedSet;
148 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
149  m_rawChainComputeStats = src.m_rawChainComputeStats;
150 #endif
151 //m_rawChainStatisticalOptionsObj = src.m_rawChainStatisticalOptionsObj; // dakota
152 //m_rawChainStatOptsInstantiated = src.m_rawChainStatOptsInstantiated; // dakota
153  m_filteredChainGenerate = src.m_filteredChainGenerate;
154  m_filteredChainDiscardedPortion = src.m_filteredChainDiscardedPortion;
155  m_filteredChainLag = src.m_filteredChainLag;
156  m_filteredChainDataOutputFileName = src.m_filteredChainDataOutputFileName;
157  m_filteredChainDataOutputFileType = src.m_filteredChainDataOutputFileType;
158  m_filteredChainDataOutputAllowAll = src.m_filteredChainDataOutputAllowAll;
159  m_filteredChainDataOutputAllowedSet = src.m_filteredChainDataOutputAllowedSet;
160 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
161  m_filteredChainComputeStats = src.m_filteredChainComputeStats;
162 #endif
163 //m_filteredChainStatisticalOptionsObj = src.m_filteredChainStatisticalOptionsObj; // dakota
164 //m_filteredChainStatOptsInstantiated = src.m_filteredChainStatOptsInstantiated; // dakota
165  m_displayCandidates = src.m_displayCandidates;
166  m_putOutOfBoundsInChain = src.m_putOutOfBoundsInChain;
167  m_tkUseLocalHessian = src.m_tkUseLocalHessian;
168  m_tkUseNewtonComponent = src.m_tkUseNewtonComponent;
169  m_drMaxNumExtraStages = src.m_drMaxNumExtraStages;
170  m_drScalesForExtraStages = src.m_drScalesForExtraStages;
171  m_drDuringAmNonAdaptiveInt = src.m_drDuringAmNonAdaptiveInt;
172  m_amKeepInitialMatrix = src.m_amKeepInitialMatrix;
173  m_amInitialNonAdaptInterval = src.m_amInitialNonAdaptInterval;
174  m_amAdaptInterval = src.m_amAdaptInterval;
175  m_amAdaptedMatricesDataOutputPeriod = src.m_amAdaptedMatricesDataOutputPeriod;
176  m_amAdaptedMatricesDataOutputFileName = src.m_amAdaptedMatricesDataOutputFileName;
177  m_amAdaptedMatricesDataOutputFileType = src.m_amAdaptedMatricesDataOutputFileType;
178  m_amAdaptedMatricesDataOutputAllowAll = src.m_amAdaptedMatricesDataOutputAllowAll;
179  m_amAdaptedMatricesDataOutputAllowedSet = src.m_amAdaptedMatricesDataOutputAllowedSet;
180  m_amEta = src.m_amEta;
181  m_amEpsilon = src.m_amEpsilon;
182  m_enableBrooksGelmanConvMonitor = src.m_enableBrooksGelmanConvMonitor;
183  m_BrooksGelmanLag = src.m_BrooksGelmanLag;
184  m_outputLogLikelihood = src.m_outputLogLikelihood;
185  m_outputLogTarget = src.m_outputLogTarget;
186  m_doLogitTransform = src.m_doLogitTransform;
187 
188 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
189  m_alternativeRawSsOptionsValues = src.m_alternativeRawSsOptionsValues;
190  m_alternativeFilteredSsOptionsValues = src.m_alternativeFilteredSsOptionsValues;
191 #endif
192  return;
193 }
bool m_doLogitTransform
Flag for deciding whether or not to do logit transform of bounded domains.
bool m_outputLogTarget
Flag for deciding whether or not to dump log target values in output.
std::set< unsigned int > m_dataOutputAllowedSet
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
std::vector< double > m_drScalesForExtraStages
std::set< unsigned int > m_parameterDisabledSet
bool m_outputLogLikelihood
Flag for deciding whether or not to dump log likelihood values in output.
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
std::string m_initialProposalCovMatrixDataInputFileName
std::set< unsigned int > m_rawChainDataOutputAllowedSet
std::string m_initialProposalCovMatrixDataInputFileType
MhOptionsValues & QUESO::MhOptionsValues::operator= ( const MhOptionsValues rhs)

Assignment operator; it copies rhs to this.

Definition at line 119 of file MetropolisHastingsSGOptions.C.

References copy().

120 {
121  this->copy(rhs);
122  return *this;
123 }
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 212 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 202 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_doLogitTransform
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
bool QUESO::MhOptionsValues::m_outputLogLikelihood
bool QUESO::MhOptionsValues::m_outputLogTarget
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 19:26:18 for queso-0.51.1 by  doxygen 1.8.5