queso-0.54.0
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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 BaseEnvironment *env, const char *prefix) | |
Prefix constructor for input file parsing purposes. More... | |
MhOptionsValues (const MhOptionsValues &src) | |
Copy constructor. More... | |
virtual | ~MhOptionsValues () |
Destructor. More... | |
Set methods | |
MhOptionsValues & | operator= (const MhOptionsValues &rhs) |
Assignment operator; it copies rhs to this . More... | |
Public Attributes | |
std::string | m_prefix |
Prefix for input file option names. Prepends all options for this class. More... | |
std::string | m_help |
If non-empty string, print options and values to the output file. More... | |
std::string | m_dataOutputFileName |
The base name of output files where the chain (and related information) will be written. More... | |
bool | m_dataOutputAllowAll |
If true, all processes write output and m_dataOutputAllowedSet is ignored. More... | |
std::set< unsigned int > | m_dataOutputAllowedSet |
The set of MPI ranks that can write output. See m_dataOutputAllowAll. More... | |
bool | m_totallyMute |
If true, zero output is written to files. Default is false. More... | |
std::string | m_initialPositionDataInputFileName |
If not ".", reads the contents of the file and uses that to start the MCMC. Default is ".". More... | |
std::string | m_initialPositionDataInputFileType |
The filetype of m_initialPositionDataInputFileName. Only "m" (matlab) is currently supported. Default is "m". More... | |
std::string | m_initialProposalCovMatrixDataInputFileName |
If not ".", reads the contents of the file as the initial proposal covariance matrix. More... | |
std::string | m_initialProposalCovMatrixDataInputFileType |
The filetype of m_initialProposalCovMatrixDataInputFileName. Only "m" (matlab) is currently supported. Default is "m". More... | |
std::set< unsigned int > | m_parameterDisabledSet |
Set of parameters that don't get sampled. More... | |
std::string | m_rawChainDataInputFileName |
Filename for reading an already-produced Markov chain. More... | |
std::string | m_rawChainDataInputFileType |
The filetype of m_rawChainDataInputFileName. Only "m" (matlab) is currently supported. Default is "m". More... | |
unsigned int | m_rawChainSize |
The size of the chain (number of posterior samples) to generate. Default is 100. More... | |
bool | m_rawChainGenerateExtra |
If true, extra chain information is computed/stored. More... | |
unsigned int | m_rawChainDisplayPeriod |
The frequency with which to output diagnostic information. More... | |
bool | m_rawChainMeasureRunTimes |
If true, measures timings spent in various chain computions and writes them to the output file. More... | |
unsigned int | m_rawChainDataOutputPeriod |
The frequency with which to write chain output. Defaults to 0. More... | |
std::string | m_rawChainDataOutputFileName |
If not ".", filename to write the Markov chain to. More... | |
std::string | m_rawChainDataOutputFileType |
The filetype of m_rawChainDataOutputFileName. More... | |
bool | m_rawChainDataOutputAllowAll |
Toggle for whether or not to allow all processes to write Markov chain output to a file. More... | |
std::set< unsigned int > | m_rawChainDataOutputAllowedSet |
The set of MPI ranks that will write Markov chain output to a file. See also m_rawChainDataOutputAllowAll. Default is empty set. More... | |
bool | m_filteredChainGenerate |
Toggle the option to save a filtered chain. More... | |
double | m_filteredChainDiscardedPortion |
What initial fraction of the filtered chain is discarded. More... | |
unsigned int | m_filteredChainLag |
Set the lag for the filtered chain. Default is 1. More... | |
std::string | m_filteredChainDataOutputFileName |
If not ".", file name to save the filtered chain to. Default is ".". More... | |
std::string | m_filteredChainDataOutputFileType |
The filetype of m_filteredChainDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m". More... | |
bool | m_filteredChainDataOutputAllowAll |
Toggle for whether or not to allow all processes to write filtered Markov chain output to a file. More... | |
std::set< unsigned int > | m_filteredChainDataOutputAllowedSet |
The set of MPI ranks that will write filtered Markov chain output to a file. See also m_filteredChainDataOutputAllowAll. Default is empty set. More... | |
bool | m_displayCandidates |
Toggle to tell QUESO whether or not to write proposal (candidate) state to output file. Default is false. More... | |
bool | m_putOutOfBoundsInChain |
Flag to tell QUESO how chains should be upon generating a proposal that is out of the problem domain. More... | |
bool | m_tkUseLocalHessian |
Flag to tell QUESO whether or not to use Hessian information for the proposal covariance matrix. More... | |
bool | m_tkUseNewtonComponent |
This option is a no-op. Default is true. More... | |
unsigned int | m_drMaxNumExtraStages |
The number of delayed rejection stages to do. Default is 0. More... | |
std::vector< double > | m_drScalesForExtraStages |
The vector of scale factors for the proposal covariance matrix to use for delayed rejection. More... | |
bool | m_drDuringAmNonAdaptiveInt |
Do delayed rejection during the initial non-adaptive part of sampling? More... | |
bool | m_amKeepInitialMatrix |
This option is a no-op. The default is false. More... | |
unsigned int | m_amInitialNonAdaptInterval |
The number of initial samples to do without adapting the proposal covariance matrix. More... | |
unsigned int | m_amAdaptInterval |
The frequency at which to adapt the proposal covariance matrix. More... | |
unsigned int | m_amAdaptedMatricesDataOutputPeriod |
The frequency (after m_amInitialNonAdaptInterval samples are done) of printing the last adapted proposal covariance matrix. More... | |
std::string | m_amAdaptedMatricesDataOutputFileName |
If not ".", this is the file to write adapted proposal covariance matrices to. Default is ".". More... | |
std::string | m_amAdaptedMatricesDataOutputFileType |
The filetype of m_amAdaptedMatricesDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m". More... | |
bool | m_amAdaptedMatricesDataOutputAllowAll |
This option is a no-op. The default is false. More... | |
std::set< unsigned int > | m_amAdaptedMatricesDataOutputAllowedSet |
This option is a no-op. The default is the empty set. More... | |
double | m_amEta |
Proposal covariance scaling factor, usually 2.4 * 2.4 / d. More... | |
double | m_amEpsilon |
Regularisation parameter for the DRAM covariance matrix. More... | |
unsigned int | m_enableBrooksGelmanConvMonitor |
The frequency with which to compute the Brooks-Gelman convergence statistic. More... | |
unsigned int | m_BrooksGelmanLag |
The lag with which to compute the Brooks-Gelman convergence statistic. More... | |
bool | m_outputLogLikelihood |
Flag for deciding whether or not to dump log likelihood values in output. Default is true. More... | |
bool | m_outputLogTarget |
Flag for deciding whether or not to dump log target values in output Default is true. More... | |
bool | m_doLogitTransform |
Flag for deciding whether or not to do logit transform of bounded domains Default is true. More... | |
Private Member Functions | |
void | copy (const MhOptionsValues &src) |
Copies the option values from src to this . More... | |
void | checkOptions (const BaseEnvironment *env) |
Private Attributes | |
BoostInputOptionsParser * | m_parser |
std::string | m_option_help |
Option name for MhOptionsValues::m_help. Option name is m_prefix + "mh_help". More... | |
std::string | m_option_dataOutputFileName |
Option name for MhOptionsValues::m_dataOutputFileName. Option name is m_prefix + "mh_dataOutputFileName". More... | |
std::string | m_option_dataOutputAllowAll |
Option name for MhOptionsValues::m_dataOutputAllowAll. Option name is m_prefix + "mh_dataOutputAllowAll". More... | |
std::string | m_option_dataOutputAllowedSet |
Option name for MhOptionsValues::m_dataOutputAllowedSet. Option name is m_prefix + "mh_dataOutputAllowedSet". More... | |
std::string | m_option_totallyMute |
Option name for MhOptionsValues::m_totallyMute. Option name is m_prefix + "mh_totallyMute". More... | |
std::string | m_option_initialPosition_dataInputFileName |
Option name for MhOptionsValues::m_initialPositionDataInputFileName. Option name is m_prefix + "mh_initialPosition_dataInputFileName". More... | |
std::string | m_option_initialPosition_dataInputFileType |
Option name for MhOptionsValues::m_initialPositionDataInputFileType. Option name is m_prefix + "mh_initialPosition_dataInputFileType". More... | |
std::string | m_option_initialProposalCovMatrix_dataInputFileName |
Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileName. Option name is m_prefix + "mh_initialProposalCovMatrix_dataInputFileName". More... | |
std::string | m_option_initialProposalCovMatrix_dataInputFileType |
Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileType. Option name is m_prefix + "mh_initialProposalCovMatrix_dataInputFileType". More... | |
std::string | m_option_listOfDisabledParameters |
Option name for MhOptionsValues::m_parameterDisabledSet. Option name is m_prefix + "mh_listOfDisabledParameters". More... | |
std::string | m_option_rawChain_dataInputFileName |
Option name for MhOptionsValues::m_rawChainDataInputFileName. Option name is m_prefix + "mh_rawChain_dataInputFileName". More... | |
std::string | m_option_rawChain_dataInputFileType |
Option name for MhOptionsValues::m_rawChainDataInputFileType. Option name is m_prefix + "mh_rawChain_dataInputFileType". More... | |
std::string | m_option_rawChain_size |
Option name for MhOptionsValues::m_rawChainSize. Option name is m_prefix + "mh_rawChain_size". More... | |
std::string | m_option_rawChain_generateExtra |
Option name for MhOptionsValues::m_rawChainGenerateExtra. Option name is m_prefix + "mh_rawChain_generateExtra". More... | |
std::string | m_option_rawChain_displayPeriod |
Option name for MhOptionsValues::m_rawChainDisplayPeriod. Option name is m_prefix + "mh_rawChain_displayPeriod". More... | |
std::string | m_option_rawChain_measureRunTimes |
Option name for MhOptionsValues::m_rawChainMeasureRunTimes. Option name is m_prefix + "mh_rawChain_measureRunTimes". More... | |
std::string | m_option_rawChain_dataOutputPeriod |
Option name for MhOptionsValues::m_rawChainDataOutputPeriod. Option name is m_prefix + "mh_rawChain_dataOutputPeriod". More... | |
std::string | m_option_rawChain_dataOutputFileName |
Option name for MhOptionsValues::m_rawChainDataOutputFileName. Option name is m_prefix + "mh_rawChain_dataOutputFileName". More... | |
std::string | m_option_rawChain_dataOutputFileType |
Option name for MhOptionsValues::m_rawChainDataOutputFileType. Option name is m_prefix + "mh_rawChain_dataOutputFileType". More... | |
std::string | m_option_rawChain_dataOutputAllowAll |
Option name for MhOptionsValues::m_rawChainDataOutputAllowAll. Option name is m_prefix + "mh_rawChain_dataOutputAllowAll". More... | |
std::string | m_option_rawChain_dataOutputAllowedSet |
Option name for MhOptionsValues::m_rawChainDataOutputAllowedSet. Option name is m_prefix + "mh_rawChain_dataOutputAllowedSet". More... | |
std::string | m_option_filteredChain_generate |
Option name for MhOptionsValues::m_filteredChainGenerate. Option name is m_prefix + "mh_filteredChain_generate". More... | |
std::string | m_option_filteredChain_discardedPortion |
Option name for MhOptionsValues::m_filteredChainDiscardedPortion. Option name is m_prefix + "mh_filteredChain_discardedPortion". More... | |
std::string | m_option_filteredChain_lag |
Option name for MhOptionsValues::m_filteredChainLag. Option name is m_prefix + "mh_filteredChain_lag". More... | |
std::string | m_option_filteredChain_dataOutputFileName |
Option name for MhOptionsValues::m_filteredChainDataOutputFileName. Option name is m_prefix + "mh_filteredChain_dataOutputFileName". More... | |
std::string | m_option_filteredChain_dataOutputFileType |
Option name for MhOptionsValues::m_filteredChainDataOutputFileType. Option name is m_prefix + "mh_filteredChain_dataOutputFileType". More... | |
std::string | m_option_filteredChain_dataOutputAllowAll |
Option name for MhOptionsValues::m_filteredChainDataOutputAllowAll. Option name is m_prefix + "mh_filteredChain_dataOutputAllowAll". More... | |
std::string | m_option_filteredChain_dataOutputAllowedSet |
Option name for MhOptionsValues::m_filteredChainDataOutputAllowedSet. Option name is m_prefix + "mh_filteredChain_dataOutputAllowedSet". More... | |
std::string | m_option_displayCandidates |
Option name for MhOptionsValues::m_displayCandidates. Option name is m_prefix + "mh_displayCandidates". More... | |
std::string | m_option_putOutOfBoundsInChain |
Option name for MhOptionsValues::m_putOutOfBoundsInChain. Option name is m_prefix + "mh_putOutOfBoundsInChain". More... | |
std::string | m_option_tk_useLocalHessian |
Option name for MhOptionsValues::m_tkUseLocalHessian. Option name is m_prefix + "mh_tk_useLocalHessian". More... | |
std::string | m_option_tk_useNewtonComponent |
Option name for MhOptionsValues::m_tkUseNewtonComponent. Option name is m_prefix + "mh_tk_useNewtonComponent". More... | |
std::string | m_option_dr_maxNumExtraStages |
Option name for MhOptionsValues::m_drMaxNumExtraStages. Option name is m_prefix + "mh_dr_maxNumExtraStages". More... | |
std::string | m_option_dr_listOfScalesForExtraStages |
Option name for MhOptionsValues::m_drScalesForExtraStages. Option name is m_prefix + "mh_dr_listOfScalesForExtraStages". More... | |
std::string | m_option_dr_duringAmNonAdaptiveInt |
Option name for MhOptionsValues::m_drDuringAmNonAdaptiveInt. Option name is m_prefix + "mh_dr_duringAmNonAdaptiveInt". More... | |
std::string | m_option_am_keepInitialMatrix |
Option name for MhOptionsValues::m_amKeepInitialMatrix. Option name is m_prefix + "mh_am_keepInitialMatrix". More... | |
std::string | m_option_am_initialNonAdaptInterval |
Option name for MhOptionsValues::m_amInitialNonAdaptInterval. Option name is m_prefix + "mh_am_initialNonAdaptInterval". More... | |
std::string | m_option_am_adaptInterval |
Option name for MhOptionsValues::m_amAdaptInterval. Option name is m_prefix + "mh_am_adaptInterval". More... | |
std::string | m_option_am_adaptedMatrices_dataOutputPeriod |
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputPeriod". More... | |
std::string | m_option_am_adaptedMatrices_dataOutputFileName |
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileName. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputFileName". More... | |
std::string | m_option_am_adaptedMatrices_dataOutputFileType |
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileType. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputFileType". More... | |
std::string | m_option_am_adaptedMatrices_dataOutputAllowAll |
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputAllowAll". More... | |
std::string | m_option_am_adaptedMatrices_dataOutputAllowedSet |
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputAllowedSet". More... | |
std::string | m_option_am_eta |
Option name for MhOptionsValues::m_amEta. Option name is m_prefix + "mh_am_eta". More... | |
std::string | m_option_am_epsilon |
Option name for MhOptionsValues::m_amEpsilon. Option name is m_prefix + "mh_am_epsilon". More... | |
std::string | m_option_enableBrooksGelmanConvMonitor |
Option name for MhOptionsValues::m_enableBrooksGelmanConvMonitor. Option name is m_prefix + "mh_enableBrooksGelmanConvMonitor". More... | |
std::string | m_option_BrooksGelmanLag |
Option name for MhOptionsValues::m_BrooksGelmanLag. Option name is m_prefix + "mh_BrooksGelmanLag". More... | |
std::string | m_option_outputLogLikelihood |
Option name for MhOptionsValues::m_outputLogLikelihood. Option name is m_prefix + "mh_outputLogLikelihood". More... | |
std::string | m_option_outputLogTarget |
Option name for MhOptionsValues::m_outputLogTarget. Option name is m_prefix + "mh_outputLogTarget". More... | |
std::string | m_option_doLogitTransform |
Option name for MhOptionsValues::m_doLogitTransform. Option name is m_prefix + "mh_doLogitTransform". More... | |
Friends | |
std::ostream & | operator<< (std::ostream &os, const MhOptionsValues &obj) |
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 120 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 38 of file MetropolisHastingsSGOptions.C.
QUESO::MhOptionsValues::MhOptionsValues | ( | const BaseEnvironment * | env, |
const char * | prefix | ||
) |
Prefix constructor for input file parsing purposes.
Definition at line 170 of file MetropolisHastingsSGOptions.C.
References checkOptions(), QUESO::BoostInputOptionsParser::getOption(), 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_help, m_initialPositionDataInputFileName, m_initialPositionDataInputFileType, m_initialProposalCovMatrixDataInputFileName, m_initialProposalCovMatrixDataInputFileType, m_option_am_adaptedMatrices_dataOutputAllowAll, m_option_am_adaptedMatrices_dataOutputAllowedSet, m_option_am_adaptedMatrices_dataOutputFileName, m_option_am_adaptedMatrices_dataOutputFileType, m_option_am_adaptedMatrices_dataOutputPeriod, m_option_am_adaptInterval, m_option_am_epsilon, m_option_am_eta, m_option_am_initialNonAdaptInterval, m_option_am_keepInitialMatrix, m_option_BrooksGelmanLag, m_option_dataOutputAllowAll, m_option_dataOutputAllowedSet, m_option_dataOutputFileName, m_option_displayCandidates, m_option_doLogitTransform, m_option_dr_duringAmNonAdaptiveInt, m_option_dr_listOfScalesForExtraStages, m_option_dr_maxNumExtraStages, m_option_enableBrooksGelmanConvMonitor, m_option_filteredChain_dataOutputAllowAll, m_option_filteredChain_dataOutputAllowedSet, m_option_filteredChain_dataOutputFileName, m_option_filteredChain_dataOutputFileType, m_option_filteredChain_discardedPortion, m_option_filteredChain_generate, m_option_filteredChain_lag, m_option_help, m_option_initialPosition_dataInputFileName, m_option_initialPosition_dataInputFileType, m_option_initialProposalCovMatrix_dataInputFileName, m_option_initialProposalCovMatrix_dataInputFileType, m_option_listOfDisabledParameters, m_option_outputLogLikelihood, m_option_outputLogTarget, m_option_putOutOfBoundsInChain, m_option_rawChain_dataInputFileName, m_option_rawChain_dataInputFileType, m_option_rawChain_dataOutputAllowAll, m_option_rawChain_dataOutputAllowedSet, m_option_rawChain_dataOutputFileName, m_option_rawChain_dataOutputFileType, m_option_rawChain_dataOutputPeriod, m_option_rawChain_displayPeriod, m_option_rawChain_generateExtra, m_option_rawChain_measureRunTimes, m_option_rawChain_size, m_option_tk_useLocalHessian, m_option_tk_useNewtonComponent, m_option_totallyMute, m_outputLogLikelihood, m_outputLogTarget, m_parameterDisabledSet, m_parser, 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, m_totallyMute, QUESO::BoostInputOptionsParser::registerOption(), QUESO::BoostInputOptionsParser::scanInputFile(), UQ_MH_SG_AM_ADAPT_INTERVAL_ODV, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV, UQ_MH_SG_AM_EPSILON_ODV, UQ_MH_SG_AM_ETA_ODV, UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV, UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV, UQ_MH_SG_BROOKS_GELMAN_LAG, UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV, UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV, UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV, UQ_MH_SG_DISPLAY_CANDIDATES_ODV, UQ_MH_SG_DO_LOGIT_TRANSFORM, UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV, UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV, UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV, UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV, UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV, UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV, UQ_MH_SG_FILTERED_CHAIN_LAG_ODV, UQ_MH_SG_HELP, UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV, UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV, UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV, UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV, UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV, UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD, UQ_MH_SG_OUTPUT_LOG_TARGET, UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV, UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV, UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV, UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV, UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV, UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV, UQ_MH_SG_RAW_CHAIN_SIZE_ODV, UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV, UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV, and UQ_MH_SG_TOTALLY_MUTE_ODV.
QUESO::MhOptionsValues::MhOptionsValues | ( | const MhOptionsValues & | src | ) |
Copy constructor.
It assigns the same options values from src
to this
.
Definition at line 422 of file MetropolisHastingsSGOptions.C.
References copy().
|
virtual |
|
private |
Definition at line 439 of file MetropolisHastingsSGOptions.C.
References m_amAdaptedMatricesDataOutputAllowAll, m_amAdaptedMatricesDataOutputAllowedSet, m_dataOutputAllowAll, m_dataOutputAllowedSet, m_drMaxNumExtraStages, m_drScalesForExtraStages, m_filteredChainDataOutputAllowAll, m_filteredChainDataOutputAllowedSet, m_filteredChainGenerate, m_filteredChainLag, m_option_filteredChain_lag, m_rawChainDataOutputAllowAll, m_rawChainDataOutputAllowedSet, queso_require_greater_equal_msg, scale, and QUESO::BaseEnvironment::subId().
Referenced by MhOptionsValues().
|
private |
Copies the option values from src
to this
.
Definition at line 483 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 432 of file MetropolisHastingsSGOptions.C.
References copy().
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Definition at line 552 of file MetropolisHastingsSGOptions.C.
bool QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll |
This option is a no-op. The default is false.
Definition at line 537 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet |
This option is a no-op. The default is the empty set.
Definition at line 540 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileName |
If not ".", this is the file to write adapted proposal covariance matrices to. Default is ".".
If ".", the adapted proposal covariance matrices are not written to a file
Definition at line 531 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileType |
The filetype of m_amAdaptedMatricesDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m".
Definition at line 534 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod |
The frequency (after m_amInitialNonAdaptInterval samples are done) of printing the last adapted proposal covariance matrix.
Provided m_amAdaptedMatricesDataOutputFileName is not ".", the last adapted proposal covariance matrix will be written regardless of the value of this option if the current sampler iteration is exactly m_amInitialNonAdaptInterval.
Beyond m_amInitialNonAdaptInterval, the last adapted proposal covariance matrix will be printed to the output file every m_amAdaptedMatricesDataOutputPeriod samples.
If zero, no output is written.
The default is 0
Definition at line 525 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_amAdaptInterval |
The frequency at which to adapt the proposal covariance matrix.
If zero, no adaptive metropolis is done. If positive, the proposal covariance matrix will be adapted every m_amAdaptInterval samples after m_amInitialNonAdaptInterval have been done.
The default is 0
Definition at line 508 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), 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.
The default is 1.e-5
Definition at line 565 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), 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.
The default is 1.0.
Definition at line 553 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_amInitialNonAdaptInterval |
The number of initial samples to do without adapting the proposal covariance matrix.
If positive and the current sampler iteration is <= m_amInitialNonAdaptInterval, then no delayed rejection is done if m_drDuringAmNonAdaptiveInt is false and m_tkUseLocalHessian is false and m_amAdaptInterval is > 0.
The default is 0.
Definition at line 498 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_amKeepInitialMatrix |
This option is a no-op. The default is false.
Definition at line 487 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_BrooksGelmanLag |
The lag with which to compute the Brooks-Gelman convergence statistic.
The convergence statistic will be computed from sampler iteration m_BrooksGelmanLag to sampler iteration (current_sampler_iteration - m_BrooksGelmanLag).
The default is 100.
Definition at line 591 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_dataOutputAllowAll |
If true, all processes write output and m_dataOutputAllowedSet is ignored.
If false, m_dataOutputAllowedSet determines the set of MPI ranks that can write output
Default is false
Definition at line 185 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_dataOutputAllowedSet |
The set of MPI ranks that can write output. See m_dataOutputAllowAll.
Default value is the empty set
Definition at line 191 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_dataOutputFileName |
The base name of output files where the chain (and related information) will be written.
For multiple environments, the respective chains will append "_subN" where N is the environment number.
For log likelihood, log target, and log prior, a further "_loglikelihood", "_logtarget" and "_logprior" is appended respectively
Default value is "."
Definition at line 176 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_displayCandidates |
Toggle to tell QUESO whether or not to write proposal (candidate) state to output file. Default is false.
Definition at line 389 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_doLogitTransform |
Flag for deciding whether or not to do logit transform of bounded domains Default is true.
Definition at line 600 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_drDuringAmNonAdaptiveInt |
Do delayed rejection during the initial non-adaptive part of sampling?
This option interacts with the following other options:
m_tkUseLocalHessian m_amInitialNonAdaptInterval m_amAdaptInterval
The interaction is as follows. If this option is false, then as long as m_tkUseLocalHessian is false, m_amInitialNonAdaptInterval is > 0, m_amAdaptInterval is > 0, and the current sampler iteration is <= m_amInitialNonAdaptInterval NO delayed rejection is done.
If this option is true (regardless of the other above conditions) then delayed rejection is done (including the initial non-adaptive part of sampling).
The default is true.
Definition at line 484 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_drMaxNumExtraStages |
The number of delayed rejection stages to do. Default is 0.
Delayed rejection happens when a proposal is about to be rejected.
If m_drMaxNumExtraStages is zero, no delayed rejection is done.
Default is 0
Definition at line 443 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::vector<double> QUESO::MhOptionsValues::m_drScalesForExtraStages |
The vector of scale factors for the proposal covariance matrix to use for delayed rejection.
Example:
Assume the user provides "2.0 3.0 5.0" as their list of scales. This means QUESO will multiply the proposal covariance matrix for delayed rejection stage 1 by 1.0 / (2.0 * 2.0). For delayed rejection stage 2 the proposal covariance matrix will be multiplied by 1.0 / (3.0 * 3.0). And for stage 3 it will be multiplied by 1.0 / (5.0 * 5.0).
Generally, the user-provided list of scales should be increasing, but this is not checked for.
QUESO will prepend a scale of 1.0 to the user-provided list.
The default is the empty list.
Definition at line 462 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_enableBrooksGelmanConvMonitor |
The frequency with which to compute the Brooks-Gelman convergence statistic.
If zero, it is not computed.
If positive, the Brooks-Gelman convergence statistic is computed every m_enableBrooksGelmanConvMonitor samples as long as the current sampler iteration is larger than m_BrooksGelmanLag + 1. The "+ 1" is to ensure there are at least two samples with which to compute the convergence statistic.
Needs at least 2 chains (sub environments) to be computed.
The default is 0
Definition at line 581 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_filteredChainDataOutputAllowAll |
Toggle for whether or not to allow all processes to write filtered Markov chain output to a file.
If true, all processes write filtered Markov chain output and m_filteredChainDataOutputAllowedSet is ignored.
If false, m_filteredChainDataOutputAllowedSet determines the set of processor ranks that will write filtered Markov chain output to a file
Default is false
Definition at line 379 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_filteredChainDataOutputAllowedSet |
The set of MPI ranks that will write filtered Markov chain output to a file. See also m_filteredChainDataOutputAllowAll. Default is empty set.
Definition at line 382 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileName |
If not ".", file name to save the filtered chain to. Default is ".".
If ".", the filtered chain is not written to a file.
If m_totallyMute is true, then the chain is not written to a file regardless of the value of this option.
Definition at line 364 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_filteredChainDataOutputFileType |
The filetype of m_filteredChainDataOutputFileName. Only "m" (matlab) is currently supported. Default is "m".
Definition at line 367 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
double QUESO::MhOptionsValues::m_filteredChainDiscardedPortion |
What initial fraction of the filtered chain is discarded.
For example, if set to 0.2 then the first 20% of the filtered chain is discarded. Useful for discarding 'burn-in'.
Default is 0.0
Definition at line 348 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_filteredChainGenerate |
Toggle the option to save a filtered chain.
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.
Default is false
Definition at line 339 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), 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 355 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_help |
If non-empty string, print options and values to the output file.
Default is empty string
Definition at line 164 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues().
std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileName |
If not ".", reads the contents of the file and uses that to start the MCMC. Default is ".".
If ".", the input file is not read.
Definition at line 200 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_initialPositionDataInputFileType |
The filetype of m_initialPositionDataInputFileName. Only "m" (matlab) is currently supported. Default is "m".
Definition at line 203 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileName |
If not ".", reads the contents of the file as the initial proposal covariance matrix.
To use this, m_tkUseLocalHessian must be false. If it is true, and this option is ".", no input file is read and the user-provided initial proposal covariance matrix is used.
If this option is ".", no input file is read.
Default is "."
Definition at line 215 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileType |
The filetype of m_initialProposalCovMatrixDataInputFileName. Only "m" (matlab) is currently supported. Default is "m".
Definition at line 218 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
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Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputAllowAll".
Definition at line 698 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputAllowedSet".
Definition at line 700 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileName. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputFileName".
Definition at line 694 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileType. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputFileType".
Definition at line 696 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod. Option name is m_prefix + "mh_am_adaptedMatrices_dataOutputPeriod".
Definition at line 692 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amAdaptInterval. Option name is m_prefix + "mh_am_adaptInterval".
Definition at line 690 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amEpsilon. Option name is m_prefix + "mh_am_epsilon".
Definition at line 705 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amEta. Option name is m_prefix + "mh_am_eta".
Definition at line 703 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amInitialNonAdaptInterval. Option name is m_prefix + "mh_am_initialNonAdaptInterval".
Definition at line 688 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_amKeepInitialMatrix. Option name is m_prefix + "mh_am_keepInitialMatrix".
Definition at line 686 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_BrooksGelmanLag. Option name is m_prefix + "mh_BrooksGelmanLag".
Definition at line 710 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_dataOutputAllowAll. Option name is m_prefix + "mh_dataOutputAllowAll".
Definition at line 611 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_dataOutputAllowedSet. Option name is m_prefix + "mh_dataOutputAllowedSet".
Definition at line 613 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_dataOutputFileName. Option name is m_prefix + "mh_dataOutputFileName".
Definition at line 609 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_displayCandidates. Option name is m_prefix + "mh_displayCandidates".
Definition at line 672 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_doLogitTransform. Option name is m_prefix + "mh_doLogitTransform".
Definition at line 717 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_drDuringAmNonAdaptiveInt. Option name is m_prefix + "mh_dr_duringAmNonAdaptiveInt".
Definition at line 684 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_drScalesForExtraStages. Option name is m_prefix + "mh_dr_listOfScalesForExtraStages".
Definition at line 682 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_drMaxNumExtraStages. Option name is m_prefix + "mh_dr_maxNumExtraStages".
Definition at line 680 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_enableBrooksGelmanConvMonitor. Option name is m_prefix + "mh_enableBrooksGelmanConvMonitor".
Definition at line 708 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_filteredChainDataOutputAllowAll. Option name is m_prefix + "mh_filteredChain_dataOutputAllowAll".
Definition at line 664 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_filteredChainDataOutputAllowedSet. Option name is m_prefix + "mh_filteredChain_dataOutputAllowedSet".
Definition at line 666 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_filteredChainDataOutputFileName. Option name is m_prefix + "mh_filteredChain_dataOutputFileName".
Definition at line 660 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_filteredChainDataOutputFileType. Option name is m_prefix + "mh_filteredChain_dataOutputFileType".
Definition at line 662 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_filteredChainDiscardedPortion. Option name is m_prefix + "mh_filteredChain_discardedPortion".
Definition at line 656 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_filteredChainGenerate. Option name is m_prefix + "mh_filteredChain_generate".
Definition at line 654 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_filteredChainLag. Option name is m_prefix + "mh_filteredChain_lag".
Definition at line 658 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_help. Option name is m_prefix + "mh_help".
Definition at line 606 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues().
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Option name for MhOptionsValues::m_initialPositionDataInputFileName. Option name is m_prefix + "mh_initialPosition_dataInputFileName".
Definition at line 618 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_initialPositionDataInputFileType. Option name is m_prefix + "mh_initialPosition_dataInputFileType".
Definition at line 620 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileName. Option name is m_prefix + "mh_initialProposalCovMatrix_dataInputFileName".
Definition at line 622 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileType. Option name is m_prefix + "mh_initialProposalCovMatrix_dataInputFileType".
Definition at line 624 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_parameterDisabledSet. Option name is m_prefix + "mh_listOfDisabledParameters".
Definition at line 626 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_outputLogLikelihood. Option name is m_prefix + "mh_outputLogLikelihood".
Definition at line 713 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_outputLogTarget. Option name is m_prefix + "mh_outputLogTarget".
Definition at line 715 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_putOutOfBoundsInChain. Option name is m_prefix + "mh_putOutOfBoundsInChain".
Definition at line 674 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDataInputFileName. Option name is m_prefix + "mh_rawChain_dataInputFileName".
Definition at line 628 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDataInputFileType. Option name is m_prefix + "mh_rawChain_dataInputFileType".
Definition at line 630 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDataOutputAllowAll. Option name is m_prefix + "mh_rawChain_dataOutputAllowAll".
Definition at line 646 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDataOutputAllowedSet. Option name is m_prefix + "mh_rawChain_dataOutputAllowedSet".
Definition at line 648 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDataOutputFileName. Option name is m_prefix + "mh_rawChain_dataOutputFileName".
Definition at line 642 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDataOutputFileType. Option name is m_prefix + "mh_rawChain_dataOutputFileType".
Definition at line 644 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDataOutputPeriod. Option name is m_prefix + "mh_rawChain_dataOutputPeriod".
Definition at line 640 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainDisplayPeriod. Option name is m_prefix + "mh_rawChain_displayPeriod".
Definition at line 636 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainGenerateExtra. Option name is m_prefix + "mh_rawChain_generateExtra".
Definition at line 634 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainMeasureRunTimes. Option name is m_prefix + "mh_rawChain_measureRunTimes".
Definition at line 638 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_rawChainSize. Option name is m_prefix + "mh_rawChain_size".
Definition at line 632 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_tkUseLocalHessian. Option name is m_prefix + "mh_tk_useLocalHessian".
Definition at line 676 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_tkUseNewtonComponent. Option name is m_prefix + "mh_tk_useNewtonComponent".
Definition at line 678 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
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Option name for MhOptionsValues::m_totallyMute. Option name is m_prefix + "mh_totallyMute".
Definition at line 616 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
bool QUESO::MhOptionsValues::m_outputLogLikelihood |
Flag for deciding whether or not to dump log likelihood values in output. Default is true.
Definition at line 594 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_outputLogTarget |
Flag for deciding whether or not to dump log target values in output Default is true.
Definition at line 597 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_parameterDisabledSet |
Set of parameters that don't get sampled.
Default is empty set
Definition at line 224 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
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Definition at line 603 of file MetropolisHastingsSGOptions.h.
Referenced by MhOptionsValues(), and QUESO::operator<<().
std::string QUESO::MhOptionsValues::m_prefix |
Prefix for input file option names. Prepends all options for this class.
Definition at line 158 of file MetropolisHastingsSGOptions.h.
bool QUESO::MhOptionsValues::m_putOutOfBoundsInChain |
Flag to tell QUESO how chains should be upon generating a proposal that is out of the problem domain.
If true, the chain will reject any proposal states outside of the problem domain and the chain will advance to the next iteration, staying where it is.
If false, the chain will not do an accept-reject on a proposed state that is out of bounds. Instead, QUESO will regenerate proposal until it is in the domain. Only when a proposal is in the problem domain does QUESO do an accept-reject step.
The default is true
Definition at line 404 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataInputFileName |
Filename for reading an already-produced Markov chain.
If ".", generates the Markov chain without reading anything. If not ".", this is the name of the file to read a Markov chain from instead of generating a chain. Filtering and MLE/MAP computations are still done.
Default is "."
Definition at line 235 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataInputFileType |
The filetype of m_rawChainDataInputFileName. Only "m" (matlab) is currently supported. Default is "m".
Definition at line 238 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_rawChainDataOutputAllowAll |
Toggle for whether or not to allow all processes to write Markov chain output to a file.
If true, all processes write Markov chain output and m_rawChainDataOutputAllowedSet is ignored.
If false, m_rawChainDataOutputAllowedSet determines the set of processor ranks that will write Markov chain output to a file
Default is false
Definition at line 323 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::set<unsigned int> QUESO::MhOptionsValues::m_rawChainDataOutputAllowedSet |
The set of MPI ranks that will write Markov chain output to a file. See also m_rawChainDataOutputAllowAll. Default is empty set.
Definition at line 326 of file MetropolisHastingsSGOptions.h.
Referenced by checkOptions(), copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataOutputFileName |
If not ".", filename to write the Markov chain to.
If ".", the chain is not written to a file.
If m_totallyMute is true, the chain is not written regardless of the value of this option.
Default is "."
Definition at line 291 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
std::string QUESO::MhOptionsValues::m_rawChainDataOutputFileType |
The filetype of m_rawChainDataOutputFileName.
Only "m" (matlab) and "txt" are currently supported.
If "m", the raw chain data that is written will be matlab-friendly. I.e., arrays will be set up with the correct dimensions. The first dimension is the sample dimension and the second dimension (for high-dimensional statistical inverse problems) is the parameter dimension.
If "txt", none of the matlab-specific information is written to the file. Instead, space-delimited column data is written. The first line specifies the dimensions of the saved array data. The first dimension is the sample dimension and the second dimension is the parameter dimension. For example, if the first line written is "12 34" then the following 12 lines are samples that live in a 34-dimensional space.
Default is "m"
Definition at line 311 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_rawChainDataOutputPeriod |
The frequency with which to write chain output. Defaults to 0.
Definition at line 280 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_rawChainDisplayPeriod |
The frequency with which to output diagnostic information.
Diagnostics are current sample iteration and current rejection percentage.
Must be an integer.
Default is 500
Definition at line 260 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_rawChainGenerateExtra |
If true, extra chain information is computed/stored.
The extra information written is: log target, acceptance ratio, number of rejected samples.
Default is false
Definition at line 250 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_rawChainMeasureRunTimes |
If true, measures timings spent in various chain computions and writes them to the output file.
The measurements are:
time spent computing proposal time spent computing target time spent computing metropolis time spent computing hastings acceptance ratio time spent computing delayed rejection average time spent computing target total delayed rejection run time total adaptive metropolis run time
Default is true
Definition at line 277 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
unsigned int QUESO::MhOptionsValues::m_rawChainSize |
The size of the chain (number of posterior samples) to generate. Default is 100.
Definition at line 241 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_tkUseLocalHessian |
Flag to tell QUESO whether or not to use Hessian information for the proposal covariance matrix.
The interaction with delayed rejection:
If m_drDuringAmNonAdaptiveInt is false and m_tkUseLocalHessian is false and m_amInitialNonAdaptInterval > 0 and m_amAdaptInterval is > 0 and the current sampler iteration is <= m_amInitialNonAdaptInterval, then no delayed rejection is done.
The above is hard to parse, it essentially means that, unless you ask for it, no delayed rejection is dont in the initial phase of sampling when no adaptive Metropolis is happening.
The interaction with adaptive Metropolis:
If m_tkUseLocalHessian is true, no adaptive Metropolis is done. If it's false, then we also need that m_amInitialNonAdaptInterval > 0 and m_amAdaptInterval > 0 otherwise no adaptive Metropolis is done.
The default is false.
DM: I think m_tkUseLocalHessian == true is not supported, since we have no algorithms that leverage Hessian information right now.
Definition at line 430 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_tkUseNewtonComponent |
This option is a no-op. Default is true.
Definition at line 433 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), and QUESO::MetropolisHastingsSGOptions::print().
bool QUESO::MhOptionsValues::m_totallyMute |
If true, zero output is written to files. Default is false.
Definition at line 194 of file MetropolisHastingsSGOptions.h.
Referenced by copy(), QUESO::MetropolisHastingsSGOptions::getMyOptionValues(), QUESO::MetropolisHastingsSG< P_V, P_M >::MetropolisHastingsSG(), QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(), MhOptionsValues(), QUESO::operator<<(), QUESO::MetropolisHastingsSGOptions::print(), and QUESO::MetropolisHastingsSGOptions::scanOptionsValues().