Classes to allow options to be passed to a Metropolis-Hastings algorithm. More...

#include <queso/Environment.h>
#include <queso/MLSamplingLevelOptions.h>
#include <queso/SequenceStatisticalOptions.h>
#include <queso/BoostInputOptionsParser.h>

Include dependency graph for MetropolisHastingsSGOptions.h:

Go to the source code of this file.

Classes
class	QUESO::MhOptionsValues
	This class provides options for the Metropolis-Hastings generator of samples if no input file is available. More...

class	QUESO::MetropolisHastingsSGOptions
	This class reads the options for the Metropolis-Hastings generator of samples from an input file. More...

Namespaces
	boost

	boost::program_options

	QUESO

Macros
#define	UQ_NOTHING_JUST_FOR_TEST_OF_SVN_ID 1

#define	UQ_MH_SG_FILENAME_FOR_NO_FILE "."

#define	UQ_MH_SG_HELP ""

#define	UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE

#define	UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV 0

#define	UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV ""

#define	UQ_MH_SG_TOTALLY_MUTE_ODV 0

#define	UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE

#define	UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT

#define	UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE

#define	UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT

#define	UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV ""

#define	UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE

#define	UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT

#define	UQ_MH_SG_RAW_CHAIN_SIZE_ODV 100

#define	UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV 0

#define	UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV 500

#define	UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV 1

#define	UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV 0

#define	UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE

#define	UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT

#define	UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV 0

#define	UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ""

#define	UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV 0

#define	UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV 0.

#define	UQ_MH_SG_FILTERED_CHAIN_LAG_ODV 1

#define	UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE

#define	UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT

#define	UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV 0

#define	UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ""

#define	UQ_MH_SG_DISPLAY_CANDIDATES_ODV 0

#define	UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV 1

#define	UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV 0

#define	UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV 1

#define	UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV 0

#define	UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV ""

#define	UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV 1

#define	UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV 0

#define	UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV 0

#define	UQ_MH_SG_AM_ADAPT_INTERVAL_ODV 0

#define	UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV 0

#define	UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV UQ_MH_SG_FILENAME_FOR_NO_FILE

#define	UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV UQ_FILE_EXTENSION_FOR_MATLAB_FORMAT

#define	UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV 0

#define	UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV ""

#define	UQ_MH_SG_AM_ETA_ODV 1.

#define	UQ_MH_SG_AM_EPSILON_ODV 1.e-5

#define	UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR 0

#define	UQ_MH_SG_BROOKS_GELMAN_LAG 100

#define	UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD 1

#define	UQ_MH_SG_OUTPUT_LOG_TARGET 1

#define	UQ_MH_SG_DO_LOGIT_TRANSFORM 1