queso-0.52.0
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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 | |
MhOptionsValues & | operator= (const MhOptionsValues &rhs) |
Assignment operator; it copies rhs to this . More... | |
Private Member Functions | |
void | copy (const MhOptionsValues &src) |
Copies the option values from src to this . More... | |
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.
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.
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().
QUESO::MhOptionsValues::~MhOptionsValues | ( | ) |
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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=().
MhOptionsValues & QUESO::MhOptionsValues::operator= | ( | const MhOptionsValues & | rhs | ) |
Assignment operator; it copies rhs
to this
.
Definition at line 119 of file MetropolisHastingsSGOptions.C.
References copy().
bool QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll |
Definition at line 209 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet |
Definition at line 210 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileName |
Definition at line 207 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileType |
Definition at line 208 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod |
Definition at line 206 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_amAdaptInterval |
Definition at line 205 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
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 231 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 221 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_amInitialNonAdaptInterval |
Definition at line 204 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_amKeepInitialMatrix |
Definition at line 203 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_BrooksGelmanLag |
Definition at line 234 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_dataOutputAllowAll |
Definition at line 142 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_dataOutputAllowedSet |
Definition at line 143 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_dataOutputFileName |
Definition at line 141 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_displayCandidates |
Definition at line 196 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_doLogitTransform |
Flag for deciding whether or not to do logit transform of bounded domains.
Definition at line 243 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_drDuringAmNonAdaptiveInt |
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_drMaxNumExtraStages |
Definition at line 200 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::vector<double> QUESO::MhOptionsValues::m_drScalesForExtraStages |
Definition at line 201 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_enableBrooksGelmanConvMonitor |
Definition at line 233 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_filteredChainDataOutputAllowAll |
Definition at line 190 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_filteredChainDataOutputAllowedSet |
Definition at line 191 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileName |
File name to save the filtered chain to. Default is ".".
Definition at line 188 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileType |
Definition at line 189 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
double QUESO::MhOptionsValues::m_filteredChainDiscardedPortion |
What initial fraction of the filtered chain is discarded. Default is 0.
For example, if set to 0.2 then the first 20% of the filtered chain is discarded. Useful for discarding 'burn-in'.
Definition at line 178 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_filteredChainGenerate |
Toggle the option to save a filtered chain. Default is 0 (off).
A filtered chain is one where only every k-th sample is saved. Here k is called the 'lag' and can be set through m_filteredChainLag.
Definition at line 171 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_filteredChainLag |
Set the lag for the filtered chain. Default is 1.
The lag is the number of samples to compute before saving. For example, if the lag is set to 20, then only every 20th sample is saved.
Definition at line 185 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileName |
Definition at line 146 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileType |
Definition at line 147 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileName |
Definition at line 148 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileType |
Definition at line 149 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_outputLogLikelihood |
Flag for deciding whether or not to dump log likelihood values in output.
Definition at line 237 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_outputLogTarget |
Flag for deciding whether or not to dump log target values in output.
Definition at line 240 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_parameterDisabledSet |
Definition at line 150 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_putOutOfBoundsInChain |
Definition at line 197 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataInputFileName |
Definition at line 151 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataInputFileType |
Definition at line 152 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_rawChainDataOutputAllowAll |
Definition at line 160 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_rawChainDataOutputAllowedSet |
Definition at line 161 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataOutputFileName |
Definition at line 158 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataOutputFileType |
Definition at line 159 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_rawChainDataOutputPeriod |
Definition at line 157 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_rawChainDisplayPeriod |
Definition at line 155 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_rawChainGenerateExtra |
Definition at line 154 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_rawChainMeasureRunTimes |
Definition at line 156 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_rawChainSize |
Definition at line 153 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_tkUseLocalHessian |
Definition at line 198 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_tkUseNewtonComponent |
Definition at line 199 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_totallyMute |
Definition at line 145 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSG< P_V, P_M >::MetropolisHastingsSG(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), QUESO::MetropolisHastingsSGOptions::print(), and QUESO::MetropolisHastingsSGOptions::scanOptionsValues().