queso-0.51.1
MetropolisHastingsSGOptions.C
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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 //
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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,
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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  m_outputLogLikelihood (UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD),
95  m_outputLogTarget (UQ_MH_SG_OUTPUT_LOG_TARGET),
96  m_doLogitTransform (UQ_MH_SG_DO_LOGIT_TRANSFORM)
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 }
108 // Copy constructor----------------------------------
109 MhOptionsValues::MhOptionsValues(const MhOptionsValues& src)
110 {
111  this->copy(src);
112 }
113 // Destructor ---------------------------------------
114 MhOptionsValues::~MhOptionsValues()
115 {
116 }
117 // Set methods --------------------------------------
118 MhOptionsValues&
119 MhOptionsValues::operator=(const MhOptionsValues& rhs)
120 {
121  this->copy(rhs);
122  return *this;
123 }
124 // Private methods-----------------------------------
125 void
126 MhOptionsValues::copy(const MhOptionsValues& src)
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 }
194 
195 //---------------------------------------------------
196 // MetropolisHastingsSGOptions ---------------
197 //---------------------------------------------------
198 
199 // Default constructor -----------------------------
200 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
201  const BaseEnvironment& env,
202  const char* prefix)
203  :
204 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
205  m_ov (NULL,NULL), // dakota
206  m_rawChainStatisticalOptionsObj (NULL),
207  m_rawChainStatOptsInstantiated (false),
208  m_filteredChainStatisticalOptionsObj (NULL),
209  m_filteredChainStatOptsInstantiated (false),
210 #else
211  m_ov (),
212 #endif
213  m_prefix ((std::string)(prefix) + "mh_"),
214  m_env (env),
215  m_optionsDesc (new po::options_description("Bayesian Metropolis-Hastings options")),
216  m_option_help (m_prefix + "help" ),
217  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
218  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
219  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
220  m_option_totallyMute (m_prefix + "totallyMute" ),
221  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
222  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
223  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
224  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
225  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
226  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
227  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
228  m_option_rawChain_size (m_prefix + "rawChain_size" ),
229  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
230  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
231  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
232  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
233  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
234  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
235  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
236  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
237 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
238  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
239 #endif
240  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
241  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
242  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
243  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
244  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
245  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
246  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
247 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
248  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
249 #endif
250  m_option_displayCandidates (m_prefix + "displayCandidates" ),
251  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
252  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
253  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
254  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
255  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
256  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
257  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
258  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
259  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
260  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
261  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
262  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
263  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
264  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
265  m_option_am_eta (m_prefix + "am_eta" ),
266  m_option_am_epsilon (m_prefix + "am_epsilon" ),
267  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
268  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
269  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
270  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
271  m_option_doLogitTransform (m_prefix + "doLogitTransform" )
272 {
273  UQ_FATAL_TEST_MACRO(m_env.optionsInputFileName() == "",
274  m_env.worldRank(),
275  "MetropolisHastingsSGOptions::constructor(1)",
276  "this constructor is incompatible with the absence of an options input file");
277 }
278 // Constructor 2------------------------------------
279 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
280  const BaseEnvironment& env,
281  const char* prefix,
282  const MhOptionsValues& alternativeOptionsValues)
283  :
284  m_ov (alternativeOptionsValues),
285 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
286  m_rawChainStatisticalOptionsObj (NULL),
287  m_rawChainStatOptsInstantiated (false),
288  m_filteredChainStatisticalOptionsObj (NULL),
289  m_filteredChainStatOptsInstantiated (false),
290 #endif
291  m_prefix ((std::string)(prefix) + "mh_"),
292  m_env (env),
293  m_optionsDesc (NULL),
294  m_option_help (m_prefix + "help" ),
295  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
296  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
297  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
298  m_option_totallyMute (m_prefix + "totallyMute" ),
299  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
300  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
301  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
302  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
303  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
304  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
305  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
306  m_option_rawChain_size (m_prefix + "rawChain_size" ),
307  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
308  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
309  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
310  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
311  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
312  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
313  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
314  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
315 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
316  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
317 #endif
318  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
319  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
320  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
321  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
322  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
323  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
324  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
325 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
326  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
327 #endif
328  m_option_displayCandidates (m_prefix + "displayCandidates" ),
329  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
330  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
331  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
332  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
333  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
334  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
335  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
336  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
337  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
338  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
339  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
340  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
341  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
342  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
343  m_option_am_eta (m_prefix + "am_eta" ),
344  m_option_am_epsilon (m_prefix + "am_epsilon" ),
345  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
346  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
347  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
348  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
349  m_option_doLogitTransform (m_prefix + "doLogitTransform" )
350 {
351  UQ_FATAL_TEST_MACRO(m_env.optionsInputFileName() != "",
352  m_env.worldRank(),
353  "MetropolisHastingsSGOptions::constructor(2)",
354  "this constructor is incompatible with the existence of an options input file");
355 
356  if ((m_env.subDisplayFile() != NULL ) &&
357  (m_ov.m_totallyMute == false)) {
358  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::constructor(2)"
359  << ": after setting values of options with prefix '" << m_prefix
360  << "', state of object is:"
361  << "\n" << *this
362  << std::endl;
363  }
364 
365 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
366  if (m_ov.m_rawChainComputeStats) {
367  m_rawChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "rawChain_",m_ov.m_alternativeRawSsOptionsValues);
368  m_rawChainStatOptsInstantiated = true;
369  }
370  if (m_ov.m_filteredChainComputeStats) {
371  m_filteredChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "filteredChain_",m_ov.m_alternativeFilteredSsOptionsValues);
372  m_filteredChainStatOptsInstantiated = true;
373  }
374 #endif
375 }
376 // Copy constructor---------------------------------
377 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
378  const MLSamplingLevelOptions& mlOptions)
379  :
380 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
381  m_ov (NULL,NULL), // dakota
382  m_rawChainStatisticalOptionsObj (NULL),
383  m_rawChainStatOptsInstantiated (false),
384  m_filteredChainStatisticalOptionsObj (NULL),
385  m_filteredChainStatOptsInstantiated (false),
386 #else
387  m_ov (),
388 #endif
389  m_prefix (mlOptions.m_prefix),
390  m_env (mlOptions.env()),
391  m_optionsDesc (NULL),
392  m_option_help (m_prefix + "help" ),
393  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
394  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
395  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
396  m_option_totallyMute (m_prefix + "totallyMute" ),
397  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
398  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
399  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
400  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
401  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
402  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
403  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
404  m_option_rawChain_size (m_prefix + "rawChain_size" ),
405  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
406  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
407  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
408  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
409  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
410  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
411  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
412  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
413 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
414  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
415 #endif
416  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
417  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
418  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
419  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
420  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
421  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
422  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
423 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
424  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
425 #endif
426  m_option_displayCandidates (m_prefix + "displayCandidates" ),
427  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
428  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
429  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
430  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
431  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
432  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
433  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
434  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
435  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
436  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
437  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
438  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
439  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
440  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
441  m_option_am_eta (m_prefix + "am_eta" ),
442  m_option_am_epsilon (m_prefix + "am_epsilon" ),
443  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
444  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
445  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
446  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
447  m_option_doLogitTransform (m_prefix + "doLogitTransform" )
448 {
449  m_ov.m_dataOutputFileName = mlOptions.m_dataOutputFileName;
450  m_ov.m_dataOutputAllowAll = mlOptions.m_dataOutputAllowAll;
451  m_ov.m_dataOutputAllowedSet = mlOptions.m_dataOutputAllowedSet;
452  m_ov.m_totallyMute = mlOptions.m_totallyMute;
453  m_ov.m_initialPositionDataInputFileName = mlOptions.m_initialPositionDataInputFileName;
454  m_ov.m_initialPositionDataInputFileType = mlOptions.m_initialPositionDataInputFileType;
455  m_ov.m_initialProposalCovMatrixDataInputFileName = mlOptions.m_initialProposalCovMatrixDataInputFileName;
456  m_ov.m_initialProposalCovMatrixDataInputFileType = mlOptions.m_initialProposalCovMatrixDataInputFileType;
457  m_ov.m_parameterDisabledSet = mlOptions.m_parameterDisabledSet;
458  m_ov.m_rawChainDataInputFileName = mlOptions.m_rawChainDataInputFileName;
459  m_ov.m_rawChainDataInputFileType = mlOptions.m_rawChainDataInputFileType;
460  m_ov.m_rawChainSize = mlOptions.m_rawChainSize;
461  m_ov.m_rawChainGenerateExtra = mlOptions.m_rawChainGenerateExtra;
462  m_ov.m_rawChainDisplayPeriod = mlOptions.m_rawChainDisplayPeriod;
463  m_ov.m_rawChainMeasureRunTimes = mlOptions.m_rawChainMeasureRunTimes;
464  m_ov.m_rawChainDataOutputPeriod = mlOptions.m_rawChainDataOutputPeriod;
465  m_ov.m_rawChainDataOutputFileName = mlOptions.m_rawChainDataOutputFileName;
466  m_ov.m_rawChainDataOutputFileType = mlOptions.m_rawChainDataOutputFileType;
467  m_ov.m_rawChainDataOutputAllowAll = mlOptions.m_rawChainDataOutputAllowAll;
468  m_ov.m_rawChainDataOutputAllowedSet = mlOptions.m_rawChainDataOutputAllowedSet;
469 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
470  m_ov.m_rawChainComputeStats = mlOptions.m_rawChainComputeStats;
471 #endif
472  m_ov.m_filteredChainGenerate = mlOptions.m_filteredChainGenerate;
473  m_ov.m_filteredChainDiscardedPortion = mlOptions.m_filteredChainDiscardedPortion;
474  m_ov.m_filteredChainLag = mlOptions.m_filteredChainLag;
475  m_ov.m_filteredChainDataOutputFileName = mlOptions.m_filteredChainDataOutputFileName;
476  m_ov.m_filteredChainDataOutputFileType = mlOptions.m_filteredChainDataOutputFileType;
477  m_ov.m_filteredChainDataOutputAllowAll = mlOptions.m_filteredChainDataOutputAllowAll;
478  m_ov.m_filteredChainDataOutputAllowedSet = mlOptions.m_filteredChainDataOutputAllowedSet;
479 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
480  m_ov.m_filteredChainComputeStats = mlOptions.m_filteredChainComputeStats;
481 #endif
482  m_ov.m_displayCandidates = mlOptions.m_displayCandidates;
483  m_ov.m_putOutOfBoundsInChain = mlOptions.m_putOutOfBoundsInChain;
484  m_ov.m_tkUseLocalHessian = mlOptions.m_tkUseLocalHessian;
485  m_ov.m_tkUseNewtonComponent = mlOptions.m_tkUseNewtonComponent;
486  m_ov.m_drMaxNumExtraStages = mlOptions.m_drMaxNumExtraStages;
487  m_ov.m_drScalesForExtraStages = mlOptions.m_drScalesForExtraStages;
488  m_ov.m_drDuringAmNonAdaptiveInt = mlOptions.m_drDuringAmNonAdaptiveInt;
489  m_ov.m_amKeepInitialMatrix = mlOptions.m_amKeepInitialMatrix;
490  m_ov.m_amInitialNonAdaptInterval = mlOptions.m_amInitialNonAdaptInterval;
491  m_ov.m_amAdaptInterval = mlOptions.m_amAdaptInterval;
492  m_ov.m_amAdaptedMatricesDataOutputPeriod = mlOptions.m_amAdaptedMatricesDataOutputPeriod;
493  m_ov.m_amAdaptedMatricesDataOutputFileName = mlOptions.m_amAdaptedMatricesDataOutputFileName;
494  m_ov.m_amAdaptedMatricesDataOutputFileType = mlOptions.m_amAdaptedMatricesDataOutputFileType;
495  m_ov.m_amAdaptedMatricesDataOutputAllowAll = mlOptions.m_amAdaptedMatricesDataOutputAllowAll;
496  m_ov.m_amAdaptedMatricesDataOutputAllowedSet = mlOptions.m_amAdaptedMatricesDataOutputAllowedSet;
497  m_ov.m_amEta = mlOptions.m_amEta;
498  m_ov.m_amEpsilon = mlOptions.m_amEpsilon;
499  m_ov.m_enableBrooksGelmanConvMonitor = UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR;
500  m_ov.m_BrooksGelmanLag = UQ_MH_SG_BROOKS_GELMAN_LAG;
501  m_ov.m_outputLogLikelihood = UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD;
502  m_ov.m_outputLogTarget = UQ_MH_SG_OUTPUT_LOG_TARGET;
503  m_ov.m_doLogitTransform = mlOptions.m_doLogitTransform;
504 
505 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
506 //m_ov.m_alternativeRawSsOptionsValues = mlOptions.; // dakota
507 //m_ov.m_alternativeFilteredSsOptionsValues = mlOptions.; // dakota
508 #endif
509 
510 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
511  m_rawChainStatisticalOptionsObj = mlOptions.m_rawChainStatisticalOptionsObj; // dakota
512  m_rawChainStatOptsInstantiated = false;
513  m_filteredChainStatisticalOptionsObj = mlOptions.m_filteredChainStatisticalOptionsObj; // dakota
514  m_filteredChainStatOptsInstantiated = false;
515 #endif
516  if ((m_env.subDisplayFile() != NULL ) &&
517  (m_ov.m_totallyMute == false)) {
518  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::constructor(3)"
519  << ": after copying values of options with prefix '" << m_prefix
520  << "', state of object is:"
521  << "\n" << *this
522  << std::endl;
523  }
524 }
525 // Destructor --------------------------------------
526 MetropolisHastingsSGOptions::~MetropolisHastingsSGOptions()
527 {
528 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
529  if (m_filteredChainStatOptsInstantiated) delete m_filteredChainStatisticalOptionsObj;
530  if (m_rawChainStatOptsInstantiated ) delete m_rawChainStatisticalOptionsObj;
531 #endif
532  if (m_optionsDesc ) delete m_optionsDesc;
533 }
534 
535 // I/O methods -------------------------------------
536 void
537 MetropolisHastingsSGOptions::scanOptionsValues()
538 {
539  UQ_FATAL_TEST_MACRO(m_optionsDesc == NULL,
540  m_env.worldRank(),
541  "MetropolisHastingsSGOptions::scanOptionsValues()",
542  "m_optionsDesc variable is NULL");
543 
544  defineMyOptions (*m_optionsDesc);
545  m_env.scanInputFileForMyOptions(*m_optionsDesc);
546  getMyOptionValues (*m_optionsDesc);
547 
548  if ((m_env.subDisplayFile() != NULL) &&
549  (m_ov.m_totallyMute == false )) {
550  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::scanOptionsValues()"
551  << ": after reading values of options with prefix '" << m_prefix
552  << "', state of object is:"
553  << "\n" << *this
554  << std::endl;
555  }
556 
557 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
558  if (m_ov.m_rawChainComputeStats) {
559  m_rawChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "rawChain_");
560  m_rawChainStatOptsInstantiated = true;
561  }
562  if (m_ov.m_filteredChainComputeStats) {
563  m_filteredChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "filteredChain_");
564  m_filteredChainStatOptsInstantiated = true;
565  }
566 #endif
567 
568  return;
569 }
570 // -------------------------------------------------
571 void
572 MetropolisHastingsSGOptions::print(std::ostream& os) const
573 {
574  os << m_option_dataOutputFileName << " = " << m_ov.m_dataOutputFileName
575  << "\n" << m_option_dataOutputAllowAll << " = " << m_ov.m_dataOutputAllowAll
576  << "\n" << m_option_dataOutputAllowedSet << " = ";
577  for (std::set<unsigned int>::iterator setIt = m_ov.m_dataOutputAllowedSet.begin(); setIt != m_ov.m_dataOutputAllowedSet.end(); ++setIt) {
578  os << *setIt << " ";
579  }
580  os << "\n" << m_option_totallyMute << " = " << m_ov.m_totallyMute
581  << "\n" << m_option_initialPosition_dataInputFileName << " = " << m_ov.m_initialPositionDataInputFileName
582  << "\n" << m_option_initialPosition_dataInputFileType << " = " << m_ov.m_initialPositionDataInputFileType
583  << "\n" << m_option_initialProposalCovMatrix_dataInputFileName << " = " << m_ov.m_initialProposalCovMatrixDataInputFileName
584  << "\n" << m_option_initialProposalCovMatrix_dataInputFileType << " = " << m_ov.m_initialProposalCovMatrixDataInputFileType
585  << "\n" << m_option_listOfDisabledParameters << " = ";
586  for (std::set<unsigned int>::iterator setIt = m_ov.m_parameterDisabledSet.begin(); setIt != m_ov.m_parameterDisabledSet.end(); ++setIt) {
587  os << *setIt << " ";
588  }
589  os << "\n" << m_option_rawChain_dataInputFileName << " = " << m_ov.m_rawChainDataInputFileName
590  << "\n" << m_option_rawChain_dataInputFileType << " = " << m_ov.m_rawChainDataInputFileType
591  << "\n" << m_option_rawChain_size << " = " << m_ov.m_rawChainSize
592  << "\n" << m_option_rawChain_generateExtra << " = " << m_ov.m_rawChainGenerateExtra
593  << "\n" << m_option_rawChain_displayPeriod << " = " << m_ov.m_rawChainDisplayPeriod
594  << "\n" << m_option_rawChain_measureRunTimes << " = " << m_ov.m_rawChainMeasureRunTimes
595  << "\n" << m_option_rawChain_dataOutputPeriod << " = " << m_ov.m_rawChainDataOutputPeriod
596  << "\n" << m_option_rawChain_dataOutputFileName << " = " << m_ov.m_rawChainDataOutputFileName
597  << "\n" << m_option_rawChain_dataOutputFileType << " = " << m_ov.m_rawChainDataOutputFileType
598  << "\n" << m_option_rawChain_dataOutputAllowAll << " = " << m_ov.m_rawChainDataOutputAllowAll
599  << "\n" << m_option_rawChain_dataOutputAllowedSet << " = ";
600  for (std::set<unsigned int>::iterator setIt = m_ov.m_rawChainDataOutputAllowedSet.begin(); setIt != m_ov.m_rawChainDataOutputAllowedSet.end(); ++setIt) {
601  os << *setIt << " ";
602  }
603  os
604 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
605  << "\n" << m_option_rawChain_computeStats << " = " << m_ov.m_rawChainComputeStats
606 #endif
607  << "\n" << m_option_filteredChain_generate << " = " << m_ov.m_filteredChainGenerate
608  << "\n" << m_option_filteredChain_discardedPortion << " = " << m_ov.m_filteredChainDiscardedPortion
609  << "\n" << m_option_filteredChain_lag << " = " << m_ov.m_filteredChainLag
610  << "\n" << m_option_filteredChain_dataOutputFileName << " = " << m_ov.m_filteredChainDataOutputFileName
611  << "\n" << m_option_filteredChain_dataOutputFileType << " = " << m_ov.m_filteredChainDataOutputFileType
612  << "\n" << m_option_filteredChain_dataOutputAllowAll << " = " << m_ov.m_filteredChainDataOutputAllowAll
613  << "\n" << m_option_filteredChain_dataOutputAllowedSet << " = ";
614  for (std::set<unsigned int>::iterator setIt = m_ov.m_filteredChainDataOutputAllowedSet.begin(); setIt != m_ov.m_filteredChainDataOutputAllowedSet.end(); ++setIt) {
615  os << *setIt << " ";
616  }
617  os
618 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
619  << "\n" << m_option_filteredChain_computeStats << " = " << m_ov.m_filteredChainComputeStats
620 #endif
621  << "\n" << m_option_displayCandidates << " = " << m_ov.m_displayCandidates
622  << "\n" << m_option_putOutOfBoundsInChain << " = " << m_ov.m_putOutOfBoundsInChain
623  << "\n" << m_option_tk_useLocalHessian << " = " << m_ov.m_tkUseLocalHessian
624  << "\n" << m_option_tk_useNewtonComponent << " = " << m_ov.m_tkUseNewtonComponent
625  << "\n" << m_option_dr_maxNumExtraStages << " = " << m_ov.m_drMaxNumExtraStages
626  << "\n" << m_option_dr_listOfScalesForExtraStages << " = ";
627  for (unsigned int i = 0; i < m_ov.m_drScalesForExtraStages.size(); ++i) {
628  os << m_ov.m_drScalesForExtraStages[i] << " ";
629  }
630  os << "\n" << m_option_dr_duringAmNonAdaptiveInt << " = " << m_ov.m_drDuringAmNonAdaptiveInt
631  << "\n" << m_option_am_keepInitialMatrix << " = " << m_ov.m_amKeepInitialMatrix
632  << "\n" << m_option_am_initialNonAdaptInterval << " = " << m_ov.m_amInitialNonAdaptInterval
633  << "\n" << m_option_am_adaptInterval << " = " << m_ov.m_amAdaptInterval
634  << "\n" << m_option_am_adaptedMatrices_dataOutputPeriod << " = " << m_ov.m_amAdaptedMatricesDataOutputPeriod
635  << "\n" << m_option_am_adaptedMatrices_dataOutputFileName << " = " << m_ov.m_amAdaptedMatricesDataOutputFileName
636  << "\n" << m_option_am_adaptedMatrices_dataOutputFileType << " = " << m_ov.m_amAdaptedMatricesDataOutputFileType
637  << "\n" << m_option_am_adaptedMatrices_dataOutputAllowAll << " = " << m_ov.m_amAdaptedMatricesDataOutputAllowAll
638  << "\n" << m_option_am_adaptedMatrices_dataOutputAllowedSet << " = ";
639  for (std::set<unsigned int>::iterator setIt = m_ov.m_amAdaptedMatricesDataOutputAllowedSet.begin(); setIt != m_ov.m_amAdaptedMatricesDataOutputAllowedSet.end(); ++setIt) {
640  os << *setIt << " ";
641  }
642  os << "\n" << m_option_am_eta << " = " << m_ov.m_amEta
643  << "\n" << m_option_am_epsilon << " = " << m_ov.m_amEpsilon
644  << "\n" << m_option_enableBrooksGelmanConvMonitor << " = " << m_ov.m_enableBrooksGelmanConvMonitor
645  << "\n" << m_option_BrooksGelmanLag << " = " << m_ov.m_BrooksGelmanLag
646  << "\n" << m_option_outputLogLikelihood << " = " << m_ov.m_outputLogLikelihood
647  << "\n" << m_option_outputLogTarget << " = " << m_ov.m_outputLogTarget
648  << "\n" << m_option_doLogitTransform << " = " << m_ov.m_doLogitTransform
649  << std::endl;
650 
651  return;
652 }
653 
654 // Private methods----------------------------------
655 void
656 MetropolisHastingsSGOptions::defineMyOptions(po::options_description& optionsDesc) const
657 {
658  optionsDesc.add_options()
659  (m_option_help.c_str(), "produce help msg for Bayesian Metropolis-Hastings" )
660  (m_option_dataOutputFileName.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV ), "name of generic output file" )
661  (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" )
662  (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" )
663  (m_option_totallyMute.c_str(), po::value<bool >()->default_value(UQ_MH_SG_TOTALLY_MUTE_ODV ), "totally mute (no printout msg)" )
664  (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 " )
665  (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 " )
666  (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 " )
667  (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 " )
668  (m_option_listOfDisabledParameters.c_str(), po::value<std::string >()->default_value(UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV ), "list of disabled parameters" )
669  (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 " )
670  (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 " )
671  (m_option_rawChain_size.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_RAW_CHAIN_SIZE_ODV ), "size of raw chain" )
672  (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" )
673  (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" )
674  (m_option_rawChain_measureRunTimes.c_str(), po::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV ), "measure run times" )
675  (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" )
676  (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 " )
677  (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 " )
678  (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" )
679  (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" )
680 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
681  (m_option_rawChain_computeStats.c_str(), po::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV ), "compute statistics on raw chain" )
682 #endif
683  (m_option_filteredChain_generate.c_str(), po::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV ), "generate filtered chain" )
684  (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" )
685  (m_option_filteredChain_lag.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_FILTERED_CHAIN_LAG_ODV ), "spacing for chain filtering" )
686  (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" )
687  (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" )
688  (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" )
689  (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" )
690 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
691  (m_option_filteredChain_computeStats.c_str(), po::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV ), "compute statistics on filtered chain" )
692 #endif
693  (m_option_displayCandidates.c_str(), po::value<bool >()->default_value(UQ_MH_SG_DISPLAY_CANDIDATES_ODV ), "display candidates in the core MH algorithm" )
694  (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" )
695  (m_option_tk_useLocalHessian.c_str(), po::value<bool >()->default_value(UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV ), "'proposal' use local Hessian" )
696  (m_option_tk_useNewtonComponent.c_str(), po::value<bool >()->default_value(UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV ), "'proposal' use Newton component" )
697  (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" )
698  (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" )
699  (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" )
700  (m_option_am_keepInitialMatrix.c_str(), po::value<bool >()->default_value(UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV ), "'am' keep initial (given) matrix" )
701  (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" )
702  (m_option_am_adaptInterval.c_str(), po::value<unsigned int>()->default_value(UQ_MH_SG_AM_ADAPT_INTERVAL_ODV ), "'am' adaptation interval" )
703  (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" )
704  (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" )
705  (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" )
706  (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" )
707  (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" )
708  (m_option_am_eta.c_str(), po::value<double >()->default_value(UQ_MH_SG_AM_ETA_ODV ), "'am' eta" )
709  (m_option_am_epsilon.c_str(), po::value<double >()->default_value(UQ_MH_SG_AM_EPSILON_ODV ), "'am' epsilon" )
710  (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" )
711  (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")
712  (m_option_outputLogLikelihood.c_str(), po::value<bool >()->default_value(UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD ), "flag to toggle output of log likelihood values" )
713  (m_option_outputLogTarget.c_str(), po::value<bool >()->default_value(UQ_MH_SG_OUTPUT_LOG_TARGET ), "flag to toggle output of log target values" )
714  (m_option_doLogitTransform.c_str(), po::value<bool >()->default_value(UQ_MH_SG_DO_LOGIT_TRANSFORM ), "flag to toggle logit transform for bounded domains" )
715  ;
716 
717  return;
718 }
719 // -------------------------------------------------
720 void
721 MetropolisHastingsSGOptions::getMyOptionValues(po::options_description& optionsDesc)
722 {
723  if (m_env.allOptionsMap().count(m_option_help)) {
724  if ((m_env.subDisplayFile()) &&
725  (m_ov.m_totallyMute == false)) {
726  *m_env.subDisplayFile() << optionsDesc
727  << std::endl;
728  }
729  }
730 
731  if (m_env.allOptionsMap().count(m_option_dataOutputFileName)) {
732  m_ov.m_dataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dataOutputFileName]).as<std::string>();
733  }
734 
735  if (m_env.allOptionsMap().count(m_option_dataOutputAllowAll.c_str())) {
736  m_ov.m_dataOutputAllowAll = m_env.allOptionsMap()[m_option_dataOutputAllowAll].as<bool>();
737  }
738 
739  if (m_ov.m_dataOutputAllowAll) {
740  m_ov.m_dataOutputAllowedSet.insert(m_env.subId());
741  }
742  else if (m_env.allOptionsMap().count(m_option_dataOutputAllowedSet)) {
743  m_ov.m_dataOutputAllowedSet.clear();
744  std::vector<double> tmpAllow(0,0.);
745  std::string inputString = m_env.allOptionsMap()[m_option_dataOutputAllowedSet].as<std::string>();
746  MiscReadDoublesFromString(inputString,tmpAllow);
747 
748  if (tmpAllow.size() > 0) {
749  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
750  m_ov.m_dataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
751  }
752  }
753  }
754 
755  if (m_env.allOptionsMap().count(m_option_totallyMute)) {
756  m_ov.m_totallyMute = ((const po::variable_value&) m_env.allOptionsMap()[m_option_totallyMute]).as<bool>();
757  }
758 
759  if (m_env.allOptionsMap().count(m_option_initialPosition_dataInputFileName)) {
760  m_ov.m_initialPositionDataInputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialPosition_dataInputFileName]).as<std::string>();
761  }
762 
763  if (m_env.allOptionsMap().count(m_option_initialPosition_dataInputFileType)) {
764  m_ov.m_initialPositionDataInputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialPosition_dataInputFileType]).as<std::string>();
765  }
766 
767  if (m_env.allOptionsMap().count(m_option_initialProposalCovMatrix_dataInputFileName)) {
768  m_ov.m_initialProposalCovMatrixDataInputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialProposalCovMatrix_dataInputFileName]).as<std::string>();
769  }
770 
771  if (m_env.allOptionsMap().count(m_option_initialProposalCovMatrix_dataInputFileType)) {
772  m_ov.m_initialProposalCovMatrixDataInputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_initialProposalCovMatrix_dataInputFileType]).as<std::string>();
773  }
774 
775  if (m_env.allOptionsMap().count(m_option_listOfDisabledParameters)) {
776  m_ov.m_parameterDisabledSet.clear();
777  std::vector<double> tmpAllow(0,0.);
778  std::string inputString = m_env.allOptionsMap()[m_option_listOfDisabledParameters].as<std::string>();
779  MiscReadDoublesFromString(inputString,tmpAllow);
780  if (tmpAllow.size() > 0) {
781  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
782  m_ov.m_parameterDisabledSet.insert((unsigned int) tmpAllow[i]);
783  }
784  }
785  }
786 
787  if (m_env.allOptionsMap().count(m_option_rawChain_dataInputFileName)) {
788  m_ov.m_rawChainDataInputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataInputFileName]).as<std::string>();
789  }
790 
791  if (m_env.allOptionsMap().count(m_option_rawChain_dataInputFileType)) {
792  m_ov.m_rawChainDataInputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataInputFileType]).as<std::string>();
793  }
794 
795  if (m_env.allOptionsMap().count(m_option_rawChain_size)) {
796  m_ov.m_rawChainSize = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_size]).as<unsigned int>();
797  }
798 
799  if (m_env.allOptionsMap().count(m_option_rawChain_displayPeriod)) {
800  m_ov.m_rawChainDisplayPeriod = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_displayPeriod]).as<unsigned int>();
801  }
802 
803  if (m_env.allOptionsMap().count(m_option_rawChain_measureRunTimes)) {
804  m_ov.m_rawChainMeasureRunTimes = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_measureRunTimes]).as<bool>();
805  }
806 
807  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputPeriod)) {
808  m_ov.m_rawChainDataOutputPeriod = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputPeriod]).as<unsigned int>();
809  }
810 
811  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputFileName)) {
812  m_ov.m_rawChainDataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputFileName]).as<std::string>();
813  }
814 
815  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputFileType)) {
816  m_ov.m_rawChainDataOutputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputFileType]).as<std::string>();
817  }
818 
819  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputAllowAll.c_str())) {
820  m_ov.m_rawChainDataOutputAllowAll = m_env.allOptionsMap()[m_option_rawChain_dataOutputAllowAll].as<bool>();
821  }
822 
823  if (m_ov.m_rawChainDataOutputAllowAll) {
824  m_ov.m_rawChainDataOutputAllowedSet.insert(m_env.subId());
825  }
826  else if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputAllowedSet)) {
827  m_ov.m_rawChainDataOutputAllowedSet.clear();
828  std::vector<double> tmpAllow(0,0.);
829  std::string inputString = m_env.allOptionsMap()[m_option_rawChain_dataOutputAllowedSet].as<std::string>();
830  MiscReadDoublesFromString(inputString,tmpAllow);
831 
832  if (tmpAllow.size() > 0) {
833  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
834  m_ov.m_rawChainDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
835  }
836  }
837  }
838 
839 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
840  if (m_env.allOptionsMap().count(m_option_rawChain_computeStats)) {
841  m_ov.m_rawChainComputeStats = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_computeStats]).as<bool>();
842  }
843 #endif
844  if (m_env.allOptionsMap().count(m_option_rawChain_generateExtra)) {
845  m_ov.m_rawChainGenerateExtra = ((const po::variable_value&) m_env.allOptionsMap()[m_option_rawChain_generateExtra]).as<bool>();
846  }
847 
848  if (m_env.allOptionsMap().count(m_option_filteredChain_generate)) {
849  m_ov.m_filteredChainGenerate = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_generate]).as<bool>();
850  }
851 
852  if (m_env.allOptionsMap().count(m_option_filteredChain_discardedPortion)) {
853  m_ov.m_filteredChainDiscardedPortion = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_discardedPortion]).as<double>();
854  }
855 
856  if (m_env.allOptionsMap().count(m_option_filteredChain_lag)) {
857  m_ov.m_filteredChainLag = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_lag]).as<unsigned int>();
858  }
859  if ((m_ov.m_filteredChainGenerate == true) &&
860  (m_ov.m_filteredChainLag < 2 )) {
861  std::cerr << "WARNING In MetropolisHastingsSG<P_V,P_M>::getMyOptionsValues()"
862  << ", worldRank " << m_env.worldRank()
863  << ", fullRank " << m_env.fullRank()
864  << ", subEnvironment " << m_env.subId()
865  << ", subRank " << m_env.subRank()
866  << ", inter0Rank " << m_env.inter0Rank()
867  << ": forcing the value of '" << m_option_filteredChain_lag
868  << "' from " << m_ov.m_filteredChainLag
869  << " to " << 2
870  << std::endl;
871  m_ov.m_filteredChainLag = 2;
872  }
873 
874  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputFileName)) {
875  m_ov.m_filteredChainDataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_dataOutputFileName]).as<std::string>();
876  }
877 
878  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputFileType)) {
879  m_ov.m_filteredChainDataOutputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_dataOutputFileType]).as<std::string>();
880  }
881 
882  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputAllowAll.c_str())) {
883  m_ov.m_filteredChainDataOutputAllowAll = m_env.allOptionsMap()[m_option_filteredChain_dataOutputAllowAll].as<bool>();
884  }
885 
886  if (m_ov.m_filteredChainDataOutputAllowAll) {
887  m_ov.m_filteredChainDataOutputAllowedSet.insert(m_env.subId());
888  }
889  else if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputAllowedSet)) {
890  m_ov.m_filteredChainDataOutputAllowedSet.clear();
891  std::vector<double> tmpAllow(0,0.);
892  std::string inputString = m_env.allOptionsMap()[m_option_filteredChain_dataOutputAllowedSet].as<std::string>();
893  MiscReadDoublesFromString(inputString,tmpAllow);
894 
895  if (tmpAllow.size() > 0) {
896  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
897  m_ov.m_filteredChainDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
898  }
899  }
900  }
901 
902 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
903  if (m_env.allOptionsMap().count(m_option_filteredChain_computeStats)) {
904  m_ov.m_filteredChainComputeStats = ((const po::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_computeStats]).as<bool>();
905  }
906 #endif
907  if (m_env.allOptionsMap().count(m_option_displayCandidates)) {
908  m_ov.m_displayCandidates = ((const po::variable_value&) m_env.allOptionsMap()[m_option_displayCandidates]).as<bool>();
909  }
910 
911  if (m_env.allOptionsMap().count(m_option_putOutOfBoundsInChain)) {
912  m_ov.m_putOutOfBoundsInChain = ((const po::variable_value&) m_env.allOptionsMap()[m_option_putOutOfBoundsInChain]).as<bool>();
913  }
914 
915  if (m_env.allOptionsMap().count(m_option_tk_useLocalHessian)) {
916  m_ov.m_tkUseLocalHessian = ((const po::variable_value&) m_env.allOptionsMap()[m_option_tk_useLocalHessian]).as<bool>();
917  }
918 
919  if (m_env.allOptionsMap().count(m_option_tk_useNewtonComponent)) {
920  m_ov.m_tkUseNewtonComponent = ((const po::variable_value&) m_env.allOptionsMap()[m_option_tk_useNewtonComponent]).as<bool>();
921  }
922 
923  if (m_env.allOptionsMap().count(m_option_dr_maxNumExtraStages)) {
924  m_ov.m_drMaxNumExtraStages = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dr_maxNumExtraStages]).as<unsigned int>();
925  }
926 
927  std::vector<double> tmpScales(0,0.);
928  if (m_env.allOptionsMap().count(m_option_dr_listOfScalesForExtraStages)) {
929  std::string inputString = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dr_listOfScalesForExtraStages]).as<std::string>();
930  MiscReadDoublesFromString(inputString,tmpScales);
931  //if (m_env.subDisplayFile()) {
932  // *m_env.subDisplayFile() << "In MetropolisHastingsSG<P_V,P_M>::getMyOptionValues(): scales =";
933  // for (unsigned int i = 0; i < tmpScales.size(); ++i) {
934  // *m_env.subDisplayFile() << " " << tmpScales[i];
935  // }
936  // *m_env.subDisplayFile() << std::endl;
937  //}
938  }
939 
940  if (m_ov.m_drMaxNumExtraStages > 0) {
941  double scale = 1.0;
942  unsigned int tmpSize = tmpScales.size();
943 
944  m_ov.m_drScalesForExtraStages.clear();
945  m_ov.m_drScalesForExtraStages.resize(m_ov.m_drMaxNumExtraStages,1.);
946  for (unsigned int i = 0; i < m_ov.m_drMaxNumExtraStages; ++i) {
947  if (i < tmpSize) scale = tmpScales[i];
948  m_ov.m_drScalesForExtraStages[i] = scale;
949  }
950  //updateTK();
951  }
952 
953  if (m_env.allOptionsMap().count(m_option_dr_duringAmNonAdaptiveInt)) {
954  m_ov.m_drDuringAmNonAdaptiveInt = ((const po::variable_value&) m_env.allOptionsMap()[m_option_dr_duringAmNonAdaptiveInt]).as<bool>();
955  }
956 
957  if (m_env.allOptionsMap().count(m_option_am_keepInitialMatrix)) {
958  m_ov.m_amKeepInitialMatrix = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_keepInitialMatrix]).as<bool>();
959  }
960 
961  if (m_env.allOptionsMap().count(m_option_am_initialNonAdaptInterval)) {
962  m_ov.m_amInitialNonAdaptInterval = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_initialNonAdaptInterval]).as<unsigned int>();
963  }
964 
965  if (m_env.allOptionsMap().count(m_option_am_adaptInterval)) {
966  m_ov.m_amAdaptInterval = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptInterval]).as<unsigned int>();
967  }
968 
969  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputPeriod)) {
970  m_ov.m_amAdaptedMatricesDataOutputPeriod = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputPeriod]).as<unsigned int>();
971  }
972 
973  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputFileName)) {
974  m_ov.m_amAdaptedMatricesDataOutputFileName = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputFileName]).as<std::string>();
975  }
976 
977  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputFileType)) {
978  m_ov.m_amAdaptedMatricesDataOutputFileType = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputFileType]).as<std::string>();
979  }
980 
981  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputAllowAll.c_str())) {
982  m_ov.m_amAdaptedMatricesDataOutputAllowAll = m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputAllowAll].as<bool>();
983  }
984 
985  if (m_ov.m_amAdaptedMatricesDataOutputAllowAll) {
986  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.insert(m_env.subId());
987  }
988  else if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputAllowedSet)) {
989  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.clear();
990  std::vector<double> tmpAllow(0,0.);
991  std::string inputString = m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputAllowedSet].as<std::string>();
992  MiscReadDoublesFromString(inputString,tmpAllow);
993 
994  if (tmpAllow.size() > 0) {
995  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
996  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
997  }
998  }
999  }
1000 
1001  if (m_env.allOptionsMap().count(m_option_am_eta)) {
1002  m_ov.m_amEta = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_eta]).as<double>();
1003  }
1004 
1005  if (m_env.allOptionsMap().count(m_option_am_epsilon)) {
1006  m_ov.m_amEpsilon = ((const po::variable_value&) m_env.allOptionsMap()[m_option_am_epsilon]).as<double>();
1007  }
1008 
1009  if (m_env.allOptionsMap().count(m_option_enableBrooksGelmanConvMonitor)) {
1010  m_ov.m_enableBrooksGelmanConvMonitor = ((const po::variable_value&) m_env.allOptionsMap()[m_option_enableBrooksGelmanConvMonitor]).as<unsigned int>();
1011  }
1012 
1013  if (m_env.allOptionsMap().count(m_option_BrooksGelmanLag)) {
1014  m_ov.m_BrooksGelmanLag = ((const po::variable_value&) m_env.allOptionsMap()[m_option_BrooksGelmanLag]).as<unsigned int>();
1015  }
1016 
1017  if (m_env.allOptionsMap().count(m_option_outputLogLikelihood)) {
1018  m_ov.m_outputLogLikelihood = ((const po::variable_value&) m_env.allOptionsMap()[m_option_outputLogLikelihood]).as<bool>();
1019  }
1020 
1021  if (m_env.allOptionsMap().count(m_option_outputLogTarget)) {
1022  m_ov.m_outputLogTarget = ((const po::variable_value&) m_env.allOptionsMap()[m_option_outputLogTarget]).as<bool>();
1023  }
1024 
1025  if (m_env.allOptionsMap().count(m_option_doLogitTransform)) {
1026  m_ov.m_doLogitTransform = ((const po::variable_value&) m_env.allOptionsMap()[m_option_doLogitTransform]).as<bool>();
1027  }
1028 }
1029 
1030 // --------------------------------------------------
1031 // Operator declared outside class definition ------
1032 // --------------------------------------------------
1033 
1034 std::ostream& operator<<(std::ostream& os, const MetropolisHastingsSGOptions& obj)
1035 {
1036  obj.print(os);
1037 
1038  return os;
1039 }
1040 
1041 } // End namespace QUESO
QUESO::MLSamplingLevelOptions::m_totallyMute
bool m_totallyMute
Whether or not to be totally mute (no printout message).
Definition: MLSamplingLevelOptions.h:196
UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
#define UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
Definition: MetropolisHastingsSGOptions.h:64
QUESO::BaseEnvironment::subRank
int subRank() const
Access function for sub-rank.
Definition: Environment.C:263
UQ_MH_SG_RAW_CHAIN_SIZE_ODV
#define UQ_MH_SG_RAW_CHAIN_SIZE_ODV
Definition: MetropolisHastingsSGOptions.h:50
QUESO::MetropolisHastingsSGOptions::m_option_am_eta
std::string m_option_am_eta
See MhOptionsValues::m_amEta.
Definition: MetropolisHastingsSGOptions.h:353
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::operator=
MhOptionsValues & operator=(const MhOptionsValues &rhs)
Assignment operator; it copies rhs to this.
Definition: MetropolisHastingsSGOptions.C:119
QUESO::MLSamplingLevelOptions::m_tkUseLocalHessian
bool m_tkUseLocalHessian
Whether or not &#39;proposal&#39; uses local Hessian.
Definition: MLSamplingLevelOptions.h:295
UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:38
UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD
#define UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD
Definition: MetropolisHastingsSGOptions.h:91
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:656
QUESO::MLSamplingLevelOptions::m_initialProposalCovMatrixDataInputFileName
std::string m_initialProposalCovMatrixDataInputFileName
Name of input file for initial proposal covariance matrix.
Definition: MLSamplingLevelOptions.h:205
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputAllowAll
bool m_filteredChainDataOutputAllowAll
Whether or not subEnvs will write to output file for filtered chain.
Definition: MLSamplingLevelOptions.h:276
QUESO::MetropolisHastingsSGOptions
This class reads the options for the Metropolis-Hastings generator of samples from an input file...
Definition: MetropolisHastingsSGOptions.h:251
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_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_rawChainDataOutputAllowAll
bool m_rawChainDataOutputAllowAll
Whether or not subEnvs will write to output file for raw chain.
Definition: MLSamplingLevelOptions.h:248
UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
#define UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
Definition: MetropolisHastingsSGOptions.h:74
QUESO::BaseEnvironment::inter0Rank
int inter0Rank() const
Returns the process inter0 rank.
Definition: Environment.C:289
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputPeriod
unsigned int m_rawChainDataOutputPeriod
Period of message display during raw chain generation.
Definition: MLSamplingLevelOptions.h:239
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
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:235
QUESO::MLSamplingLevelOptions::m_rawChainDataInputFileType
std::string m_rawChainDataInputFileType
Type of input file for raw chain.
Definition: MLSamplingLevelOptions.h:224
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::MhOptionsValues::m_doLogitTransform
bool m_doLogitTransform
Flag for deciding whether or not to do logit transform of bounded domains.
Definition: MetropolisHastingsSGOptions.h:224
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:305
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputAllowedSet
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
subEnvs that will write to output file for filtered chain.
Definition: MLSamplingLevelOptions.h:279
QUESO::MhOptionsValues::MhOptionsValues
MhOptionsValues()
Default constructor.
Definition: MetropolisHastingsSGOptions.C:35
QUESO::MLSamplingLevelOptions::m_rawChainGenerateExtra
bool m_rawChainGenerateExtra
Generate extra information about raw chain.
Definition: MLSamplingLevelOptions.h:230
QUESO::MetropolisHastingsSGOptions::getMyOptionValues
void getMyOptionValues(po::options_description &optionsDesc)
Gets the sequence options defined to the Metropolis-Hastings algorithm.
Definition: MetropolisHastingsSGOptions.C:721
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputFileName
std::string m_filteredChainDataOutputFileName
Name of output file for filtered chain.
Definition: MLSamplingLevelOptions.h:270
QUESO::MhOptionsValues::m_outputLogTarget
bool m_outputLogTarget
Flag for deciding whether or not to dump log target values in output.
Definition: MetropolisHastingsSGOptions.h:221
QUESO::MhOptionsValues::m_dataOutputAllowedSet
std::set< unsigned int > m_dataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:143
UQ_MH_SG_OUTPUT_LOG_TARGET
#define UQ_MH_SG_OUTPUT_LOG_TARGET
Definition: MetropolisHastingsSGOptions.h:92
QUESO::MLSamplingLevelOptions::m_rawChainDisplayPeriod
unsigned int m_rawChainDisplayPeriod
Period of message display during raw chain generation.
Definition: MLSamplingLevelOptions.h:233
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::MLSamplingLevelOptions::m_rawChainDataOutputFileType
std::string m_rawChainDataOutputFileType
Type of output file for raw chain.
Definition: MLSamplingLevelOptions.h:245
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputFileType
std::string m_filteredChainDataOutputFileType
Type of output file for filtered chain.
Definition: MLSamplingLevelOptions.h:273
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputFileName
std::string m_amAdaptedMatricesDataOutputFileName
Name of output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:323
QUESO::MLSamplingLevelOptions::m_filteredChainGenerate
bool m_filteredChainGenerate
Whether or not to generate filtered chain.
Definition: MLSamplingLevelOptions.h:261
UQ_MH_SG_DISPLAY_CANDIDATES_ODV
#define UQ_MH_SG_DISPLAY_CANDIDATES_ODV
Definition: MetropolisHastingsSGOptions.h:72
QUESO::MhOptionsValues::m_amEta
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
Definition: MetropolisHastingsSGOptions.h:202
QUESO::MhOptionsValues::m_filteredChainDataOutputAllowedSet
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:172
QUESO::MetropolisHastingsSGOptions::scanOptionsValues
void scanOptionsValues()
It scans the option values from the options input file.
Definition: MetropolisHastingsSGOptions.C:537
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::BaseEnvironment
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:187
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
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
QUESO::MetropolisHastingsSGOptions::print
void print(std::ostream &os) const
It prints the option values.
Definition: MetropolisHastingsSGOptions.C:572
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
QUESO::operator<<
std::ostream & operator<<(std::ostream &os, const BaseEnvironment &obj)
UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV
#define UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV
Definition: MetropolisHastingsSGOptions.h:47
QUESO::MLSamplingLevelOptions::m_initialPositionDataInputFileType
std::string m_initialPositionDataInputFileType
Type of input file for initial position.
Definition: MLSamplingLevelOptions.h:202
QUESO::MLSamplingLevelOptions::m_amKeepInitialMatrix
bool m_amKeepInitialMatrix
Whether or not &#39;am&#39; will keep initial (given) matrix.
Definition: MLSamplingLevelOptions.h:311
QUESO::MhOptionsValues::m_amEpsilon
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
Definition: MetropolisHastingsSGOptions.h:212
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_AM_ADAPT_INTERVAL_ODV
#define UQ_MH_SG_AM_ADAPT_INTERVAL_ODV
Definition: MetropolisHastingsSGOptions.h:81
UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
#define UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
Definition: MetropolisHastingsSGOptions.h:75
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
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
QUESO::MLSamplingLevelOptions::m_rawChainSize
unsigned int m_rawChainSize
Size of raw chain.
Definition: MLSamplingLevelOptions.h:227
QUESO::MiscReadDoublesFromString
void MiscReadDoublesFromString(const std::string &inputString, std::vector< double > &outputDoubles)
Definition: Miscellaneous.C:39
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:329
QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions
MetropolisHastingsSGOptions(const BaseEnvironment &env, const char *prefix)
Constructor: reads options from the input file.
Definition: MetropolisHastingsSGOptions.C:200
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
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
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::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::MhOptionsValues::copy
void copy(const MhOptionsValues &src)
Copies the option values from src to this.
Definition: MetropolisHastingsSGOptions.C:126
UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
#define UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:52
QUESO::MetropolisHastingsSGOptions::m_option_am_epsilon
std::string m_option_am_epsilon
See MhOptionsValues::m_amEpsilon.
Definition: MetropolisHastingsSGOptions.h:355
QUESO::MLSamplingLevelOptions::m_filteredChainLag
unsigned int m_filteredChainLag
Spacing for chain filtering.
Definition: MLSamplingLevelOptions.h:267
UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
#define UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
Definition: MetropolisHastingsSGOptions.h:80
UQ_MH_SG_DO_LOGIT_TRANSFORM
#define UQ_MH_SG_DO_LOGIT_TRANSFORM
Definition: MetropolisHastingsSGOptions.h:93
QUESO::MhOptionsValues::m_drScalesForExtraStages
std::vector< double > m_drScalesForExtraStages
Definition: MetropolisHastingsSGOptions.h:182
QUESO::MhOptionsValues::m_parameterDisabledSet
std::set< unsigned int > m_parameterDisabledSet
Definition: MetropolisHastingsSGOptions.h:150
QUESO::MLSamplingLevelOptions::m_rawChainDataInputFileName
std::string m_rawChainDataInputFileName
Name of input file for raw chain.
Definition: MLSamplingLevelOptions.h:220
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
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputFileName
std::string m_rawChainDataOutputFileName
Name of output file for raw chain.
Definition: MLSamplingLevelOptions.h:242
QUESO::MhOptionsValues::m_outputLogLikelihood
bool m_outputLogLikelihood
Flag for deciding whether or not to dump log likelihood values in output.
Definition: MetropolisHastingsSGOptions.h:218
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
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_EPSILON_ODV
#define UQ_MH_SG_AM_EPSILON_ODV
Definition: MetropolisHastingsSGOptions.h:88
QUESO::MLSamplingLevelOptions::m_dataOutputAllowAll
bool m_dataOutputAllowAll
subEnvs that will write to generic output file.
Definition: MLSamplingLevelOptions.h:159
UQ_MH_SG_BROOKS_GELMAN_LAG
#define UQ_MH_SG_BROOKS_GELMAN_LAG
Definition: MetropolisHastingsSGOptions.h:90
QUESO::MLSamplingLevelOptions::m_amEta
double m_amEta
&#39;am&#39; eta.
Definition: MLSamplingLevelOptions.h:338
QUESO::BaseEnvironment::fullRank
int fullRank() const
Returns the process full rank.
Definition: Environment.C:241
QUESO::MLSamplingLevelOptions::m_amEpsilon
double m_amEpsilon
&#39;am&#39; epsilon.
Definition: MLSamplingLevelOptions.h:341
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
QUESO::MLSamplingLevelOptions::m_drMaxNumExtraStages
unsigned int m_drMaxNumExtraStages
&#39;dr&#39; maximum number of extra stages.
Definition: MLSamplingLevelOptions.h:301
QUESO::MLSamplingLevelOptions::m_dataOutputFileName
std::string m_dataOutputFileName
Name of generic output file.
Definition: MLSamplingLevelOptions.h:156
QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:191
QUESO::MLSamplingLevelOptions::m_dataOutputAllowedSet
std::set< unsigned int > m_dataOutputAllowedSet
subEnvs that will write to generic output file.
Definition: MLSamplingLevelOptions.h:162
UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
#define UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
Definition: MetropolisHastingsSGOptions.h:53
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
UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
#define UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
Definition: MetropolisHastingsSGOptions.h:79
UQ_MH_SG_TOTALLY_MUTE_ODV
#define UQ_MH_SG_TOTALLY_MUTE_ODV
Definition: MetropolisHastingsSGOptions.h:42
QUESO::MLSamplingLevelOptions::m_initialProposalCovMatrixDataInputFileType
std::string m_initialProposalCovMatrixDataInputFileType
Type of input file for initial proposal covariance matrix.
Definition: MLSamplingLevelOptions.h:208
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputAllowedSet
std::set< unsigned int > m_rawChainDataOutputAllowedSet
subEnvs that will write to output file for raw chain.
Definition: MLSamplingLevelOptions.h:251
QUESO::MLSamplingLevelOptions::m_parameterDisabledSet
std::set< unsigned int > m_parameterDisabledSet
Definition: MLSamplingLevelOptions.h:214
QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileName
std::string m_initialProposalCovMatrixDataInputFileName
Definition: MetropolisHastingsSGOptions.h:148
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
UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
#define UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
Definition: MetropolisHastingsSGOptions.h:62
UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
#define UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
Definition: MetropolisHastingsSGOptions.h:51
QUESO::MLSamplingLevelOptions::m_amAdaptInterval
unsigned int m_amAdaptInterval
&#39;am&#39; adaptation interval.
Definition: MLSamplingLevelOptions.h:317
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:332
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:54
QUESO::MhOptionsValues::m_rawChainDataOutputAllowedSet
std::set< unsigned int > m_rawChainDataOutputAllowedSet
Definition: MetropolisHastingsSGOptions.h:161
QUESO::MLSamplingLevelOptions::m_putOutOfBoundsInChain
bool m_putOutOfBoundsInChain
Put &#39;out of bound&#39; candidates in chain as well.
Definition: MLSamplingLevelOptions.h:292
UQ_FATAL_TEST_MACRO
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)
Definition: Defines.h:223
UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
#define UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
Definition: MetropolisHastingsSGOptions.h:89
UQ_MH_SG_AM_ETA_ODV
#define UQ_MH_SG_AM_ETA_ODV
Definition: MetropolisHastingsSGOptions.h:87
QUESO::MLSamplingLevelOptions::m_filteredChainDiscardedPortion
double m_filteredChainDiscardedPortion
Initial discarded portion for chain filtering.
Definition: MLSamplingLevelOptions.h:264
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputPeriod
unsigned int m_amAdaptedMatricesDataOutputPeriod
Period for outputing &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:320
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:304
QUESO::MLSamplingLevelOptions::m_initialPositionDataInputFileName
std::string m_initialPositionDataInputFileName
Name of input file for initial position.
Definition: MLSamplingLevelOptions.h:199
QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileType
std::string m_initialProposalCovMatrixDataInputFileType
Definition: MetropolisHastingsSGOptions.h:149
QUESO::BaseEnvironment::subId
unsigned int subId() const
Access function to the number of each sub-environment Id: m_subId.
Definition: Environment.C:329
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputFileType
std::string m_amAdaptedMatricesDataOutputFileType
Type of output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:326
QUESO::MhOptionsValues
This class provides options for the Metropolis-Hastings generator of samples if no input file is avai...
Definition: MetropolisHastingsSGOptions.h:110
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
QUESO::MLSamplingLevelOptions::m_tkUseNewtonComponent
bool m_tkUseNewtonComponent
Whether or not &#39;proposal&#39; uses Newton component.
Definition: MLSamplingLevelOptions.h:298
QUESO::MLSamplingLevelOptions::m_rawChainMeasureRunTimes
bool m_rawChainMeasureRunTimes
Whether or not to measure run times.
Definition: MLSamplingLevelOptions.h:236
QUESO::MLSamplingLevelOptions::m_displayCandidates
bool m_displayCandidates
Display candidates generated in the core MH algorithm.
Definition: MLSamplingLevelOptions.h:289
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
QUESO::MetropolisHastingsSGOptions::m_ov
MhOptionsValues m_ov
This class is where the actual options are stored.
Definition: MetropolisHastingsSGOptions.h:280
QUESO::MLSamplingLevelOptions::m_amInitialNonAdaptInterval
unsigned int m_amInitialNonAdaptInterval
&#39;am&#39; initial non adaptation interval
Definition: MLSamplingLevelOptions.h:314
QUESO::MLSamplingLevelOptions
This class provides options for each level of the Multilevel sequence generator if no input file is a...
Definition: MLSamplingLevelOptions.h:115
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::MLSamplingLevelOptions::m_drDuringAmNonAdaptiveInt
bool m_drDuringAmNonAdaptiveInt
Whether or not &#39;dr&#39; is used during &#39;am&#39; non adaptive interval.
Definition: MLSamplingLevelOptions.h:308
UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
Definition: MetropolisHastingsSGOptions.h:63
QUESO::MLSamplingLevelOptions::m_doLogitTransform
bool m_doLogitTransform
Whether or not a logit transform will be done for bounded domains.
Definition: MLSamplingLevelOptions.h:344
UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:39
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