This class defines the options that specify the behaviour of the MCMC sampler. More...

#include <InfiniteDimensionalMCMCSamplerOptions.h>

Collaboration diagram for QUESO::InfiniteDimensionalMCMCSamplerOptions:

Public Member Functions
	InfiniteDimensionalMCMCSamplerOptions (const BaseEnvironment &env, const char *prefix)
	Given prefix, read the input file for parameters named prefix_*. More...

virtual	~InfiniteDimensionalMCMCSamplerOptions ()
	Destructor. More...

void	print (std::ostream &os) const
	Prints `this` to `os`. More...

const BaseEnvironment &	env () const
	Returns the QUESO environment. More...

Public Attributes
std::string	m_prefix
	The prefix to look for in the input file. More...

std::string	m_dataOutputDirName
	Name of the output dir to save infinite dimensional output files to. More...

std::string	m_dataOutputFileName
	Name of the HDF5 output file to store chain statistics. More...

unsigned int	m_num_iters
	The total number of iterations to do. More...

unsigned int	m_save_freq
	The frequency at which to save the state of the chain. More...

double	m_rwmh_step
	The proposal step size. More...

Private Member Functions
void	checkOptions ()

Private Attributes
BoostInputOptionsParser *	m_parser

const BaseEnvironment &	m_env

std::string	m_option_help

std::string	m_option_dataOutputDirName

std::string	m_option_dataOutputFileName

std::string	m_option_num_iters

std::string	m_option_save_freq

std::string	m_option_rwmh_step

Friends
std::ostream &	operator<< (std::ostream &os, const InfiniteDimensionalMCMCSamplerOptions &opts)

Detailed Description

This class defines the options that specify the behaviour of the MCMC sampler.

Definition at line 40 of file InfiniteDimensionalMCMCSamplerOptions.h.

Constructor & Destructor Documentation

QUESO::InfiniteDimensionalMCMCSamplerOptions::InfiniteDimensionalMCMCSamplerOptions	(	const BaseEnvironment &	env,
		const char *	prefix
	)

Given prefix, read the input file for parameters named prefix_*.

Definition at line 37 of file InfiniteDimensionalMCMCSamplerOptions.C.

References checkOptions(), QUESO::BoostInputOptionsParser::getOption(), m_dataOutputDirName, m_dataOutputFileName, m_env, m_num_iters, m_option_dataOutputDirName, m_option_dataOutputFileName, m_option_help, m_option_num_iters, m_option_rwmh_step, m_option_save_freq, m_parser, m_rwmh_step, m_save_freq, QUESO::BaseEnvironment::optionsInputFileName(), queso_require_not_equal_to_msg, QUESO::BoostInputOptionsParser::registerOption(), QUESO::BoostInputOptionsParser::scanInputFile(), UQ_INF_DATA_OUTPUT_DIR_NAME_ODV, UQ_INF_DATA_OUTPUT_FILE_NAME_ODV, UQ_INF_NUM_ITERS_ODV, UQ_INF_RWMH_STEP_ODV, and UQ_INF_SAVE_FREQ_ODV.

   : m_prefix((std::string)(prefix) + "infmcmc_"),
     m_dataOutputDirName(UQ_INF_DATA_OUTPUT_DIR_NAME_ODV),
     m_dataOutputFileName(UQ_INF_DATA_OUTPUT_FILE_NAME_ODV),
     m_num_iters(UQ_INF_NUM_ITERS_ODV),
     m_save_freq(UQ_INF_SAVE_FREQ_ODV),
     m_rwmh_step(UQ_INF_RWMH_STEP_ODV),
     m_parser(new BoostInputOptionsParser(env.optionsInputFileName())),
     m_env(env),
     m_option_help(m_prefix + "help"),
     m_option_dataOutputDirName(m_prefix + "dataOutputDirName"),
     m_option_dataOutputFileName(m_prefix + "dataOutputFileName"),
     m_option_num_iters(m_prefix + "num_iters"),
     m_option_save_freq(m_prefix + "save_freq"),
     m_option_rwmh_step(m_prefix + "rwmh_step")
 {
   queso_require_not_equal_to_msg(m_env.optionsInputFileName(), "", "this constructor is incompatible with the abscense of an options input file");
 
   m_parser->registerOption(m_option_help, "produce help message for infinite dimensional sampler");
   m_parser->registerOption<std::string>(m_option_dataOutputDirName, UQ_INF_DATA_OUTPUT_DIR_NAME_ODV, "name of data output dir");
   m_parser->registerOption<std::string>(m_option_dataOutputFileName, UQ_INF_DATA_OUTPUT_FILE_NAME_ODV, "name of data output file (HDF5)");
   m_parser->registerOption<unsigned int>(m_option_num_iters, UQ_INF_NUM_ITERS_ODV, "number of mcmc iterations to do");
   m_parser->registerOption<unsigned int>(m_option_save_freq, UQ_INF_SAVE_FREQ_ODV, "the frequency at which to save the chain state");
   m_parser->registerOption<double      >(m_option_rwmh_step, UQ_INF_RWMH_STEP_ODV, "the step-size in the random-walk Metropolis proposal");;
 
   m_parser->scanInputFile();
 
   m_parser->getOption<std::string>(m_option_dataOutputDirName,  m_dataOutputDirName);
   m_parser->getOption<std::string>(m_option_dataOutputFileName, m_dataOutputFileName);
   m_parser->getOption<unsigned int>(m_option_num_iters,          m_num_iters);
   m_parser->getOption<unsigned int>(m_option_save_freq,          m_save_freq);
   m_parser->getOption<double     >(m_option_rwmh_step,          m_rwmh_step);
 
   checkOptions();
 }

QUESO::InfiniteDimensionalMCMCSamplerOptions::~InfiniteDimensionalMCMCSamplerOptions ( )

virtual

Destructor.

Definition at line 82 of file InfiniteDimensionalMCMCSamplerOptions.C.

83 {

84 }

Member Function Documentation

void QUESO::InfiniteDimensionalMCMCSamplerOptions::checkOptions ( )

private

Definition at line 76 of file InfiniteDimensionalMCMCSamplerOptions.C.

References m_num_iters, m_rwmh_step, m_save_freq, queso_require_equal_to_msg, and queso_require_greater_msg.

Referenced by InfiniteDimensionalMCMCSamplerOptions().

 {
   queso_require_equal_to_msg(m_num_iters % m_save_freq, 0, "save frequency must divide number of iterations");
   queso_require_greater_msg(m_rwmh_step, 0, "random-walk Metropolis step size must be positive");
 }

const BaseEnvironment & QUESO::InfiniteDimensionalMCMCSamplerOptions::env ( ) const

Returns the QUESO environment.

Definition at line 106 of file InfiniteDimensionalMCMCSamplerOptions.C.

References m_env.

 {
   return this->m_env;
 }

void QUESO::InfiniteDimensionalMCMCSamplerOptions::print ( std::ostream & os ) const

Prints this to os.

Definition at line 86 of file InfiniteDimensionalMCMCSamplerOptions.C.

References m_dataOutputDirName, m_dataOutputFileName, m_num_iters, m_option_dataOutputDirName, m_option_dataOutputFileName, m_option_num_iters, m_option_rwmh_step, m_option_save_freq, m_rwmh_step, and m_save_freq.

Referenced by QUESO::operator<<().

 {
   os << "\n" << this->m_option_dataOutputDirName << " = " << this->m_dataOutputDirName;
   os << "\n" << this->m_option_dataOutputFileName << " = " << this->m_dataOutputFileName;
   os << "\n" << this->m_option_num_iters << " = " << this->m_num_iters;
   os << "\n" << this->m_option_save_freq << " = " << this->m_save_freq;
   os << "\n" << this->m_option_rwmh_step << " = " << this->m_rwmh_step;
   os << std::endl;
   return;
 }

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	os,
		const InfiniteDimensionalMCMCSamplerOptions &	opts
	)

friend

Definition at line 97 of file InfiniteDimensionalMCMCSamplerOptions.C.

 {
   os << (*(obj.m_parser)) << std::endl;
   obj.print(os);
   return os;
 }

Member Data Documentation

std::string QUESO::InfiniteDimensionalMCMCSamplerOptions::m_dataOutputDirName

Name of the output dir to save infinite dimensional output files to.

For example, if m_dataOutputDirName is set to 'outputData/chain' then a series of folders will be created, one for each QUESO subenvironment, called 'outputData/chain0', 'outputData/chain1', etc. Inside these folders, output data from the infinite dimensional chain will be saved as an HDF5 file.

Definition at line 63 of file InfiniteDimensionalMCMCSamplerOptions.h.

Referenced by InfiniteDimensionalMCMCSamplerOptions(), and print().

std::string QUESO::InfiniteDimensionalMCMCSamplerOptions::m_dataOutputFileName

Name of the HDF5 output file to store chain statistics.

Definition at line 66 of file InfiniteDimensionalMCMCSamplerOptions.h.

Referenced by InfiniteDimensionalMCMCSamplerOptions(), and print().

const BaseEnvironment& QUESO::InfiniteDimensionalMCMCSamplerOptions::m_env

private

Definition at line 83 of file InfiniteDimensionalMCMCSamplerOptions.h.

Referenced by env(), and InfiniteDimensionalMCMCSamplerOptions().

unsigned int QUESO::InfiniteDimensionalMCMCSamplerOptions::m_num_iters

The total number of iterations to do.