queso-0.56.1
MetropolisHastingsSGOptions.C
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1 //-----------------------------------------------------------------------bl-
2 //--------------------------------------------------------------------------
3 //
4 // QUESO - a library to support the Quantification of Uncertainty
5 // for Estimation, Simulation and Optimization
6 //
7 // Copyright (C) 2008-2015 The PECOS Development Team
8 //
9 // This library is free software; you can redistribute it and/or
10 // modify it under the terms of the Version 2.1 GNU Lesser General
11 // Public License as published by the Free Software Foundation.
12 //
13 // This library is distributed in the hope that it will be useful,
14 // but WITHOUT ANY WARRANTY; without even the implied warranty of
15 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
16 // Lesser General Public License for more details.
17 //
18 // You should have received a copy of the GNU Lesser General Public
19 // License along with this library; if not, write to the Free Software
20 // Foundation, Inc. 51 Franklin Street, Fifth Floor,
21 // Boston, MA 02110-1301 USA
22 //
23 //-----------------------------------------------------------------------el-
24 
25 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
26 #include <boost/program_options.hpp>
27 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
28 
29 #include <queso/Environment.h>
30 #include <queso/MetropolisHastingsSGOptions.h>
31 #include <queso/Miscellaneous.h>
32 
33 // -------------------------------------------------
34 // MhOptionsValues --------------------------
35 // -------------------------------------------------
36 
37 namespace QUESO {
38 
39 // Default constructor -----------------------------
40 MhOptionsValues::MhOptionsValues(
41 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
42  const SsOptionsValues* alternativeRawSsOptionsValues,
43  const SsOptionsValues* alternativeFilteredSsOptionsValues
44 #endif
45  )
46  :
47  m_prefix ("mh_"),
48  m_help(UQ_MH_SG_HELP),
49  m_dataOutputFileName (UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV),
50  m_dataOutputAllowAll (UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV),
51  //m_dataOutputAllowedSet (),
52  m_totallyMute (UQ_MH_SG_TOTALLY_MUTE_ODV),
53  m_initialPositionDataInputFileName (UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV),
54  m_initialPositionDataInputFileType (UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV),
55  m_initialProposalCovMatrixDataInputFileName(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV),
56  m_initialProposalCovMatrixDataInputFileType(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV),
57  //m_parameterDisabledSet (),
58  m_rawChainDataInputFileName (UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV),
59  m_rawChainDataInputFileType (UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV),
60  m_rawChainSize (UQ_MH_SG_RAW_CHAIN_SIZE_ODV),
61  m_rawChainGenerateExtra (UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV),
62  m_rawChainDisplayPeriod (UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV),
63  m_rawChainMeasureRunTimes (UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV),
64  m_rawChainDataOutputPeriod (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV),
65  m_rawChainDataOutputFileName (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV),
66  m_rawChainDataOutputFileType (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV),
67  m_rawChainDataOutputAllowAll (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV),
68  //m_rawChainDataOutputAllowedSet (),
69 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
70  m_rawChainComputeStats (UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV),
71 #endif
72  m_filteredChainGenerate (UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV),
73  m_filteredChainDiscardedPortion (UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV),
74  m_filteredChainLag (UQ_MH_SG_FILTERED_CHAIN_LAG_ODV),
75  m_filteredChainDataOutputFileName (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV),
76  m_filteredChainDataOutputFileType (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV),
77  m_filteredChainDataOutputAllowAll (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV),
78  //m_filteredChainDataOutputAllowedSet (),
79 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
80  m_filteredChainComputeStats (UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV),
81 #endif
82  m_displayCandidates (UQ_MH_SG_DISPLAY_CANDIDATES_ODV),
83  m_putOutOfBoundsInChain (UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV),
84  m_tkUseLocalHessian (UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV),
85  m_tkUseNewtonComponent (UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV),
86  m_drMaxNumExtraStages (UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV),
87  m_drScalesForExtraStages (0),
88  m_drDuringAmNonAdaptiveInt (UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV),
89  m_amKeepInitialMatrix (UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV),
90  m_amInitialNonAdaptInterval (UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV),
91  m_amAdaptInterval (UQ_MH_SG_AM_ADAPT_INTERVAL_ODV),
92  m_amAdaptedMatricesDataOutputPeriod (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV),
93  m_amAdaptedMatricesDataOutputFileName (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV),
94  m_amAdaptedMatricesDataOutputFileType (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV),
95  m_amAdaptedMatricesDataOutputAllowAll (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV),
96  //m_amAdaptedMatricesDataOutputAllowedSet (),
97  m_amEta (UQ_MH_SG_AM_ETA_ODV),
98  m_amEpsilon (UQ_MH_SG_AM_EPSILON_ODV),
99  m_enableBrooksGelmanConvMonitor (UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR),
100  m_BrooksGelmanLag (UQ_MH_SG_BROOKS_GELMAN_LAG),
101  m_outputLogLikelihood (UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD),
102  m_outputLogTarget (UQ_MH_SG_OUTPUT_LOG_TARGET),
103  m_doLogitTransform (UQ_MH_SG_DO_LOGIT_TRANSFORM),
104  m_algorithm (UQ_MH_SG_ALGORITHM),
105  m_tk (UQ_MH_SG_TK),
106 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
107  m_alternativeRawSsOptionsValues (),
108  m_alternativeFilteredSsOptionsValues (),
109 #endif
110  m_env(NULL),
111 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
112  m_parser(NULL),
113 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
114  m_option_help (m_prefix + "help" ),
115  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
116  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
117  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
118  m_option_totallyMute (m_prefix + "totallyMute" ),
119  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
120  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
121  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
122  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
123  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
124  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
125  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
126  m_option_rawChain_size (m_prefix + "rawChain_size" ),
127  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
128  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
129  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
130  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
131  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
132  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
133  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
134  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
135 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
136  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
137 #endif
138  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
139  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
140  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
141  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
142  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
143  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
144  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
145 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
146  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
147 #endif
148  m_option_displayCandidates (m_prefix + "displayCandidates" ),
149  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
150  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
151  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
152  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
153  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
154  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
155  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
156  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
157  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
158  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
159  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
160  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
161  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
162  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
163  m_option_am_eta (m_prefix + "am_eta" ),
164  m_option_am_epsilon (m_prefix + "am_epsilon" ),
165  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
166  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
167  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
168  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
169  m_option_doLogitTransform (m_prefix + "doLogitTransform" ),
170  m_option_algorithm (m_prefix + "algorithm" ),
171  m_option_tk (m_prefix + "tk" )
172 {
173 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
174  if (alternativeRawSsOptionsValues ) m_alternativeRawSsOptionsValues = *alternativeRawSsOptionsValues;
175  if (alternativeFilteredSsOptionsValues) m_alternativeFilteredSsOptionsValues = *alternativeFilteredSsOptionsValues;
176 #endif
177 }
178 
179 MhOptionsValues::MhOptionsValues(
180 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
181  const SsOptionsValues* alternativeRawSsOptionsValues,
182  const SsOptionsValues* alternativeFilteredSsOptionsValues,
183 #endif
184  const BaseEnvironment * env,
185  const char * prefix
186  )
187  :
188  m_prefix ((std::string)(prefix) + "mh_"),
189  m_help(UQ_MH_SG_HELP),
190  m_dataOutputFileName (UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV),
191  m_dataOutputAllowAll (UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV),
192  //m_dataOutputAllowedSet (),
193  m_totallyMute (UQ_MH_SG_TOTALLY_MUTE_ODV),
194  m_initialPositionDataInputFileName (UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV),
195  m_initialPositionDataInputFileType (UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV),
196  m_initialProposalCovMatrixDataInputFileName(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV),
197  m_initialProposalCovMatrixDataInputFileType(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV),
198  //m_parameterDisabledSet (),
199  m_rawChainDataInputFileName (UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV),
200  m_rawChainDataInputFileType (UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV),
201  m_rawChainSize (UQ_MH_SG_RAW_CHAIN_SIZE_ODV),
202  m_rawChainGenerateExtra (UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV),
203  m_rawChainDisplayPeriod (UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV),
204  m_rawChainMeasureRunTimes (UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV),
205  m_rawChainDataOutputPeriod (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV),
206  m_rawChainDataOutputFileName (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV),
207  m_rawChainDataOutputFileType (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV),
208  m_rawChainDataOutputAllowAll (UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV),
209  //m_rawChainDataOutputAllowedSet (),
210 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
211  m_rawChainComputeStats (UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV),
212 #endif
213  m_filteredChainGenerate (UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV),
214  m_filteredChainDiscardedPortion (UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV),
215  m_filteredChainLag (UQ_MH_SG_FILTERED_CHAIN_LAG_ODV),
216  m_filteredChainDataOutputFileName (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV),
217  m_filteredChainDataOutputFileType (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV),
218  m_filteredChainDataOutputAllowAll (UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV),
219  //m_filteredChainDataOutputAllowedSet (),
220 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
221  m_filteredChainComputeStats (UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV),
222 #endif
223  m_displayCandidates (UQ_MH_SG_DISPLAY_CANDIDATES_ODV),
224  m_putOutOfBoundsInChain (UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV),
225  m_tkUseLocalHessian (UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV),
226  m_tkUseNewtonComponent (UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV),
227  m_drMaxNumExtraStages (UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV),
228  m_drScalesForExtraStages (0),
229  m_drDuringAmNonAdaptiveInt (UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV),
230  m_amKeepInitialMatrix (UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV),
231  m_amInitialNonAdaptInterval (UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV),
232  m_amAdaptInterval (UQ_MH_SG_AM_ADAPT_INTERVAL_ODV),
233  m_amAdaptedMatricesDataOutputPeriod (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV),
234  m_amAdaptedMatricesDataOutputFileName (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV),
235  m_amAdaptedMatricesDataOutputFileType (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV),
236  m_amAdaptedMatricesDataOutputAllowAll (UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV),
237  //m_amAdaptedMatricesDataOutputAllowedSet (),
238  m_amEta (UQ_MH_SG_AM_ETA_ODV),
239  m_amEpsilon (UQ_MH_SG_AM_EPSILON_ODV),
240  m_enableBrooksGelmanConvMonitor (UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR),
241  m_BrooksGelmanLag (UQ_MH_SG_BROOKS_GELMAN_LAG),
242  m_outputLogLikelihood (UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD),
243  m_outputLogTarget (UQ_MH_SG_OUTPUT_LOG_TARGET),
244  m_doLogitTransform (UQ_MH_SG_DO_LOGIT_TRANSFORM),
245  m_algorithm (UQ_MH_SG_ALGORITHM),
246  m_tk (UQ_MH_SG_TK),
247 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
248  m_alternativeRawSsOptionsValues (),
249  m_alternativeFilteredSsOptionsValues (),
250 #endif
251  m_env(env),
252 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
253  m_parser(new BoostInputOptionsParser(env->optionsInputFileName())),
254 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
255  m_option_help (m_prefix + "help" ),
256  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
257  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
258  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
259  m_option_totallyMute (m_prefix + "totallyMute" ),
260  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
261  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
262  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
263  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
264  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
265  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
266  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
267  m_option_rawChain_size (m_prefix + "rawChain_size" ),
268  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
269  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
270  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
271  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
272  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
273  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
274  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
275  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
276 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
277  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
278 #endif
279  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
280  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
281  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
282  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
283  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
284  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
285  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
286 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
287  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
288 #endif
289  m_option_displayCandidates (m_prefix + "displayCandidates" ),
290  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
291  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
292  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
293  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
294  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
295  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
296  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
297  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
298  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
299  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
300  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
301  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
302  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
303  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
304  m_option_am_eta (m_prefix + "am_eta" ),
305  m_option_am_epsilon (m_prefix + "am_epsilon" ),
306  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
307  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
308  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
309  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
310  m_option_doLogitTransform (m_prefix + "doLogitTransform" ),
311  m_option_algorithm (m_prefix + "algorithm" ),
312  m_option_tk (m_prefix + "tk" )
313 {
314 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
315  if (alternativeRawSsOptionsValues ) m_alternativeRawSsOptionsValues = *alternativeRawSsOptionsValues;
316  if (alternativeFilteredSsOptionsValues) m_alternativeFilteredSsOptionsValues = *alternativeFilteredSsOptionsValues;
317 #endif
318 
319 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
320  m_parser->registerOption<std::string >(m_option_help, UQ_MH_SG_HELP, "produce help msg for Bayesian Metropolis-Hastings" );
321  m_parser->registerOption<std::string >(m_option_dataOutputFileName, UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV , "name of generic output file" );
322  m_parser->registerOption<bool >(m_option_dataOutputAllowAll, UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV , "allow all subEnvs write to a generic output file" );
323  m_parser->registerOption<std::string >(m_option_dataOutputAllowedSet, UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV , "subEnvs that will write to generic output file" );
324  m_parser->registerOption<bool >(m_option_totallyMute, UQ_MH_SG_TOTALLY_MUTE_ODV , "totally mute (no printout msg)" );
325  m_parser->registerOption<std::string >(m_option_initialPosition_dataInputFileName, UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV , "name of input file for raw chain " );
326  m_parser->registerOption<std::string >(m_option_initialPosition_dataInputFileType, UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV , "type of input file for raw chain " );
327  m_parser->registerOption<std::string >(m_option_initialProposalCovMatrix_dataInputFileName, UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV, "name of input file for raw chain " );
328  m_parser->registerOption<std::string >(m_option_initialProposalCovMatrix_dataInputFileType, UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV, "type of input file for raw chain " );
329  m_parser->registerOption<std::string >(m_option_listOfDisabledParameters, UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV , "list of disabled parameters" );
330  m_parser->registerOption<std::string >(m_option_rawChain_dataInputFileName, UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV , "name of input file for raw chain " );
331  m_parser->registerOption<std::string >(m_option_rawChain_dataInputFileType, UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV , "type of input file for raw chain " );
332  m_parser->registerOption<unsigned int>(m_option_rawChain_size, UQ_MH_SG_RAW_CHAIN_SIZE_ODV , "size of raw chain" );
333  m_parser->registerOption<bool >(m_option_rawChain_generateExtra, UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV , "generate extra information about raw chain" );
334  m_parser->registerOption<unsigned int>(m_option_rawChain_displayPeriod, UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV , "period of msg display during raw chain generation" );
335  m_parser->registerOption<bool >(m_option_rawChain_measureRunTimes, UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV , "measure run times" );
336  m_parser->registerOption<unsigned int>(m_option_rawChain_dataOutputPeriod, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV , "period of msg display during raw chain generation" );
337  m_parser->registerOption<std::string >(m_option_rawChain_dataOutputFileName, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV , "name of output file for raw chain " );
338  m_parser->registerOption<std::string >(m_option_rawChain_dataOutputFileType, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV , "type of output file for raw chain " );
339  m_parser->registerOption<bool >(m_option_rawChain_dataOutputAllowAll, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV , "allow all subEnvs to write raw chain to an output file" );
340  m_parser->registerOption<std::string >(m_option_rawChain_dataOutputAllowedSet, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV , "subEnvs that will write raw chain to output file" );
341 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
342  m_parser->registerOption<bool >(m_option_rawChain_computeStats, UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV , "compute statistics on raw chain" );
343 #endif
344  m_parser->registerOption<bool >(m_option_filteredChain_generate, UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV , "generate filtered chain" );
345  m_parser->registerOption<double >(m_option_filteredChain_discardedPortion, UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV , "initial discarded portion for chain filtering" );
346  m_parser->registerOption<unsigned int>(m_option_filteredChain_lag, UQ_MH_SG_FILTERED_CHAIN_LAG_ODV , "spacing for chain filtering" );
347  m_parser->registerOption<std::string >(m_option_filteredChain_dataOutputFileName, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV , "name of output file for filtered chain" );
348  m_parser->registerOption<std::string >(m_option_filteredChain_dataOutputFileType, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV , "type of output file for filtered chain" );
349  m_parser->registerOption<bool >(m_option_filteredChain_dataOutputAllowAll, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV , "allow all subEnvs to write filt chain to an output file" );
350  m_parser->registerOption<std::string >(m_option_filteredChain_dataOutputAllowedSet, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV , "subEnvs that will write filt chain to output file" );
351 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
352  m_parser->registerOption<bool >(m_option_filteredChain_computeStats, UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV , "compute statistics on filtered chain" );
353 #endif
354  m_parser->registerOption<bool >(m_option_displayCandidates, UQ_MH_SG_DISPLAY_CANDIDATES_ODV , "display candidates in the core MH algorithm" );
355  m_parser->registerOption<bool >(m_option_putOutOfBoundsInChain, UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV , "put 'out of bound' candidates in chain as well" );
356  m_parser->registerOption<bool >(m_option_tk_useLocalHessian, UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV , "'proposal' use local Hessian" );
357  m_parser->registerOption<bool >(m_option_tk_useNewtonComponent, UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV , "'proposal' use Newton component" );
358  m_parser->registerOption<unsigned int>(m_option_dr_maxNumExtraStages, UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV , "'dr' maximum number of extra stages" );
359  m_parser->registerOption<std::string >(m_option_dr_listOfScalesForExtraStages, UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV , "'dr' scales for prop cov matrices from 2nd stage on" );
360  m_parser->registerOption<bool >(m_option_dr_duringAmNonAdaptiveInt, UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV , "'dr' used during 'am' non adaptive interval" );
361  m_parser->registerOption<bool >(m_option_am_keepInitialMatrix, UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV , "'am' keep initial (given) matrix" );
362  m_parser->registerOption<unsigned int>(m_option_am_initialNonAdaptInterval, UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV , "'am' initial non adaptation interval" );
363  m_parser->registerOption<unsigned int>(m_option_am_adaptInterval, UQ_MH_SG_AM_ADAPT_INTERVAL_ODV , "'am' adaptation interval" );
364  m_parser->registerOption<unsigned int>(m_option_am_adaptedMatrices_dataOutputPeriod, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV , "period for outputting 'am' adapted matrices" );
365  m_parser->registerOption<std::string >(m_option_am_adaptedMatrices_dataOutputFileName, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV , "name of output file for 'am' adapted matrices" );
366  m_parser->registerOption<std::string >(m_option_am_adaptedMatrices_dataOutputFileType, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV , "type of output file for 'am' adapted matrices" );
367  m_parser->registerOption<bool >(m_option_am_adaptedMatrices_dataOutputAllowAll, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV , "type of output file for 'am' adapted matrices" );
368  m_parser->registerOption<std::string >(m_option_am_adaptedMatrices_dataOutputAllowedSet, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV , "type of output file for 'am' adapted matrices" );
369  m_parser->registerOption<double >(m_option_am_eta, UQ_MH_SG_AM_ETA_ODV , "'am' eta" );
370  m_parser->registerOption<double >(m_option_am_epsilon, UQ_MH_SG_AM_EPSILON_ODV , "'am' epsilon" );
371  m_parser->registerOption<unsigned int>(m_option_enableBrooksGelmanConvMonitor, UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR , "assess convergence using Brooks-Gelman metric" );
372  m_parser->registerOption<unsigned int>(m_option_BrooksGelmanLag, UQ_MH_SG_BROOKS_GELMAN_LAG , "number of chain positions before starting to compute metric");
373  m_parser->registerOption<bool >(m_option_outputLogLikelihood, UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD , "flag to toggle output of log likelihood values" );
374  m_parser->registerOption<bool >(m_option_outputLogTarget, UQ_MH_SG_OUTPUT_LOG_TARGET , "flag to toggle output of log target values" );
375  m_parser->registerOption<bool >(m_option_doLogitTransform, UQ_MH_SG_DO_LOGIT_TRANSFORM , "flag to toggle logit transform for bounded domains" );
376  m_parser->registerOption<std::string >(m_option_algorithm, UQ_MH_SG_ALGORITHM , "which MCMC algorithm to use" );
377  m_parser->registerOption<std::string >(m_option_tk, UQ_MH_SG_TK , "which MCMC transition kernel to use" );
378 
379  m_parser->scanInputFile();
380 
381  m_parser->getOption<std::string >(m_option_help, m_help);
382  m_parser->getOption<std::string >(m_option_dataOutputFileName, m_dataOutputFileName);
383  m_parser->getOption<bool >(m_option_dataOutputAllowAll, m_dataOutputAllowAll);
384  m_parser->getOption<std::set<unsigned int> >(m_option_dataOutputAllowedSet, m_dataOutputAllowedSet);
385  m_parser->getOption<bool >(m_option_totallyMute, m_totallyMute);
386  m_parser->getOption<std::string >(m_option_initialPosition_dataInputFileName, m_initialPositionDataInputFileName);
387  m_parser->getOption<std::string >(m_option_initialPosition_dataInputFileType, m_initialPositionDataInputFileType);
388  m_parser->getOption<std::string >(m_option_initialProposalCovMatrix_dataInputFileName, m_initialProposalCovMatrixDataInputFileName);
389  m_parser->getOption<std::string >(m_option_initialProposalCovMatrix_dataInputFileType, m_initialProposalCovMatrixDataInputFileType);
390  m_parser->getOption<std::set<unsigned int> >(m_option_listOfDisabledParameters, m_parameterDisabledSet);
391  m_parser->getOption<std::string >(m_option_rawChain_dataInputFileName, m_rawChainDataInputFileName);
392  m_parser->getOption<std::string >(m_option_rawChain_dataInputFileType, m_rawChainDataInputFileType);
393  m_parser->getOption<unsigned int>(m_option_rawChain_size, m_rawChainSize);
394  m_parser->getOption<bool >(m_option_rawChain_generateExtra, m_rawChainGenerateExtra);
395  m_parser->getOption<unsigned int>(m_option_rawChain_displayPeriod, m_rawChainDisplayPeriod);
396  m_parser->getOption<bool >(m_option_rawChain_measureRunTimes, m_rawChainMeasureRunTimes);
397  m_parser->getOption<unsigned int>(m_option_rawChain_dataOutputPeriod, m_rawChainDataOutputPeriod);
398  m_parser->getOption<std::string >(m_option_rawChain_dataOutputFileName, m_rawChainDataOutputFileName);
399  m_parser->getOption<std::string >(m_option_rawChain_dataOutputFileType, m_rawChainDataOutputFileType);
400  m_parser->getOption<bool >(m_option_rawChain_dataOutputAllowAll, m_rawChainDataOutputAllowAll);
401  m_parser->getOption<std::set<unsigned int> >(m_option_rawChain_dataOutputAllowedSet, m_rawChainDataOutputAllowedSet);
402 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
403  m_parser->getOption<bool >(m_option_rawChain_computeStats, m_rawChain_computeStats);
404 #endif
405  m_parser->getOption<bool >(m_option_filteredChain_generate, m_filteredChainGenerate);
406  m_parser->getOption<double >(m_option_filteredChain_discardedPortion, m_filteredChainDiscardedPortion);
407  m_parser->getOption<unsigned int>(m_option_filteredChain_lag, m_filteredChainLag);
408  m_parser->getOption<std::string >(m_option_filteredChain_dataOutputFileName, m_filteredChainDataOutputFileName);
409  m_parser->getOption<std::string >(m_option_filteredChain_dataOutputFileType, m_filteredChainDataOutputFileType);
410  m_parser->getOption<bool >(m_option_filteredChain_dataOutputAllowAll, m_filteredChainDataOutputAllowAll);
411  m_parser->getOption<std::set<unsigned int> >(m_option_filteredChain_dataOutputAllowedSet, m_filteredChainDataOutputAllowedSet);
412 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
413  m_parser->getOption<bool >(m_option_filteredChain_computeStats, m_filteredChain_computeStats);
414 #endif
415  m_parser->getOption<bool >(m_option_displayCandidates, m_displayCandidates);
416  m_parser->getOption<bool >(m_option_putOutOfBoundsInChain, m_putOutOfBoundsInChain);
417  m_parser->getOption<bool >(m_option_tk_useLocalHessian, m_tkUseLocalHessian);
418  m_parser->getOption<bool >(m_option_tk_useNewtonComponent, m_tkUseNewtonComponent);
419  m_parser->getOption<unsigned int>(m_option_dr_maxNumExtraStages, m_drMaxNumExtraStages);
420  m_parser->getOption<std::vector<double> >(m_option_dr_listOfScalesForExtraStages, m_drScalesForExtraStages);
421  m_parser->getOption<bool >(m_option_dr_duringAmNonAdaptiveInt, m_drDuringAmNonAdaptiveInt);
422  m_parser->getOption<bool >(m_option_am_keepInitialMatrix, m_amKeepInitialMatrix);
423  m_parser->getOption<unsigned int>(m_option_am_initialNonAdaptInterval, m_amInitialNonAdaptInterval);
424  m_parser->getOption<unsigned int>(m_option_am_adaptInterval, m_amAdaptInterval);
425  m_parser->getOption<unsigned int>(m_option_am_adaptedMatrices_dataOutputPeriod, m_amAdaptedMatricesDataOutputPeriod);
426  m_parser->getOption<std::string >(m_option_am_adaptedMatrices_dataOutputFileName, m_amAdaptedMatricesDataOutputFileName);
427  m_parser->getOption<std::string >(m_option_am_adaptedMatrices_dataOutputFileType, m_amAdaptedMatricesDataOutputFileType);
428  m_parser->getOption<bool >(m_option_am_adaptedMatrices_dataOutputAllowAll, m_amAdaptedMatricesDataOutputAllowAll);
429  m_parser->getOption<std::set<unsigned int> >(m_option_am_adaptedMatrices_dataOutputAllowedSet, m_amAdaptedMatricesDataOutputAllowedSet);
430  m_parser->getOption<double >(m_option_am_eta, m_amEta);
431  m_parser->getOption<double >(m_option_am_epsilon, m_amEpsilon);
432  m_parser->getOption<unsigned int>(m_option_enableBrooksGelmanConvMonitor, m_enableBrooksGelmanConvMonitor);
433  m_parser->getOption<unsigned int>(m_option_BrooksGelmanLag, m_BrooksGelmanLag);
434  m_parser->getOption<bool >(m_option_outputLogLikelihood, m_outputLogLikelihood);
435  m_parser->getOption<bool >(m_option_outputLogTarget, m_outputLogTarget);
436  m_parser->getOption<bool >(m_option_doLogitTransform, m_doLogitTransform);
437  m_parser->getOption<std::string >(m_option_algorithm, m_algorithm);
438  m_parser->getOption<std::string >(m_option_tk, m_tk);
439 #else
440  m_help = m_env->input()(m_option_help, UQ_MH_SG_HELP);
441  m_dataOutputFileName = m_env->input()(m_option_dataOutputFileName, UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV);
442  m_dataOutputAllowAll = m_env->input()(m_option_dataOutputAllowAll, UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV);
443 
444  // UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV is the empty set (string) by default
445  unsigned int size = m_env->input().vector_variable_size(m_option_dataOutputAllowedSet);
446  for (unsigned int i = 0; i < size; i++) {
447  // We default to empty set, so the default values are actually never used
448  // here
449  unsigned int allowed = m_env->input()(m_option_dataOutputAllowedSet, i, i);
450  m_dataOutputAllowedSet.insert(allowed);
451  }
452 
453  m_totallyMute = m_env->input()(m_option_totallyMute, UQ_MH_SG_TOTALLY_MUTE_ODV);
454  m_initialPositionDataInputFileName = m_env->input()(m_option_initialPosition_dataInputFileName, UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV);
455  m_initialPositionDataInputFileType = m_env->input()(m_option_initialPosition_dataInputFileType, UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV);
456  m_initialProposalCovMatrixDataInputFileName = m_env->input()(m_option_initialProposalCovMatrix_dataInputFileName, UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV);
457  m_initialProposalCovMatrixDataInputFileType = m_env->input()(m_option_initialProposalCovMatrix_dataInputFileType, UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV);
458 
459  // UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV is the empty set (string) by
460  // default
461  size = m_env->input().vector_variable_size(m_option_listOfDisabledParameters);
462  for (unsigned int i = 0; i < size; i++) {
463  // We default to empty set, so the default values are actually never used
464  // here
465  unsigned int disabled = m_env->input()(m_option_listOfDisabledParameters, i, i);
466  m_parameterDisabledSet.insert(disabled);
467  }
468 
469  m_rawChainDataInputFileName = m_env->input()(m_option_rawChain_dataInputFileName, UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV);
470  m_rawChainDataInputFileType = m_env->input()(m_option_rawChain_dataInputFileType, UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV);
471  m_rawChainSize = m_env->input()(m_option_rawChain_size, UQ_MH_SG_RAW_CHAIN_SIZE_ODV);
472  m_rawChainGenerateExtra = m_env->input()(m_option_rawChain_generateExtra, UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV);
473  m_rawChainDisplayPeriod = m_env->input()(m_option_rawChain_displayPeriod, UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV);
474  m_rawChainMeasureRunTimes = m_env->input()(m_option_rawChain_measureRunTimes, UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV);
475  m_rawChainDataOutputPeriod = m_env->input()(m_option_rawChain_dataOutputPeriod, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV);
476  m_rawChainDataOutputFileName = m_env->input()(m_option_rawChain_dataOutputFileName, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV);
477  m_rawChainDataOutputFileType = m_env->input()(m_option_rawChain_dataOutputFileType, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV);
478  m_rawChainDataOutputAllowAll = m_env->input()(m_option_rawChain_dataOutputAllowAll, UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV);
479 
480  // UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV is the empty set (string) by default
481  size = m_env->input().vector_variable_size(m_option_rawChain_dataOutputAllowedSet);
482  for (unsigned int i = 0; i < size; i++) {
483  // We default to empty set, so the default values are actually never used
484  // here
485  unsigned int allowed = m_env->input()(m_option_rawChain_dataOutputAllowedSet, i, i);
486  m_rawChainDataOutputAllowedSet.insert(allowed);
487  }
488 
489 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
490  m_rawChain_computeStats = m_env->input()(m_option_rawChain_computeStats, UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV);
491 #endif
492  m_filteredChainGenerate = m_env->input()(m_option_filteredChain_generate, UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV);
493  m_filteredChainDiscardedPortion = m_env->input()(m_option_filteredChain_discardedPortion, UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV);
494  m_filteredChainLag = m_env->input()(m_option_filteredChain_lag, UQ_MH_SG_FILTERED_CHAIN_LAG_ODV);
495  m_filteredChainDataOutputFileName = m_env->input()(m_option_filteredChain_dataOutputFileName, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV);
496  m_filteredChainDataOutputFileType = m_env->input()(m_option_filteredChain_dataOutputFileType, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV);
497  m_filteredChainDataOutputAllowAll = m_env->input()(m_option_filteredChain_dataOutputAllowAll, UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV);
498 
499  // UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV is the empty set (string) by default
500  size = m_env->input().vector_variable_size(m_option_filteredChain_dataOutputAllowedSet);
501  for (unsigned int i = 0; i < size; i++) {
502  // We default to empty set, so the default values are actually never used
503  // here
504  unsigned int allowed = m_env->input()(m_option_filteredChain_dataOutputAllowedSet, i, i);
505  m_filteredChainDataOutputAllowedSet.insert(allowed);
506  }
507 
508 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
509  m_filteredChain_computeStats = m_env->input()(m_option_filteredChain_computeStats, UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV);
510 #endif
511  m_displayCandidates = m_env->input()(m_option_displayCandidates, UQ_MH_SG_DISPLAY_CANDIDATES_ODV);
512  m_putOutOfBoundsInChain = m_env->input()(m_option_putOutOfBoundsInChain, UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV);
513  m_tkUseLocalHessian = m_env->input()(m_option_tk_useLocalHessian, UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV);
514  m_tkUseNewtonComponent = m_env->input()(m_option_tk_useNewtonComponent, UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV);
515  m_drMaxNumExtraStages = m_env->input()(m_option_dr_maxNumExtraStages, UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV);
516 
517  // UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV is the empty set (string) by default
518  size = m_env->input().vector_variable_size(m_option_dr_listOfScalesForExtraStages);
519  for (unsigned int i = 0; i < size; i++) {
520  // We default to empty set, so the default values are actually never used
521  // here
522  unsigned int allowed = m_env->input()(m_option_dr_listOfScalesForExtraStages, i, i);
523  m_drScalesForExtraStages.push_back(allowed);
524  }
525 
526  m_drDuringAmNonAdaptiveInt = m_env->input()(m_option_dr_duringAmNonAdaptiveInt, UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV);
527  m_amKeepInitialMatrix = m_env->input()(m_option_am_keepInitialMatrix, UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV);
528  m_amInitialNonAdaptInterval = m_env->input()(m_option_am_initialNonAdaptInterval, UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV);
529  m_amAdaptInterval = m_env->input()(m_option_am_adaptInterval, UQ_MH_SG_AM_ADAPT_INTERVAL_ODV);
530  m_amAdaptedMatricesDataOutputPeriod = m_env->input()(m_option_am_adaptedMatrices_dataOutputPeriod, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV);
531  m_amAdaptedMatricesDataOutputFileName = m_env->input()(m_option_am_adaptedMatrices_dataOutputFileName, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV);
532  m_amAdaptedMatricesDataOutputFileType = m_env->input()(m_option_am_adaptedMatrices_dataOutputFileType, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV);
533  m_amAdaptedMatricesDataOutputAllowAll = m_env->input()(m_option_am_adaptedMatrices_dataOutputAllowAll, UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV);
534 
535  // UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV is the empty set (string) by default
536  size = m_env->input().vector_variable_size(m_option_am_adaptedMatrices_dataOutputAllowedSet);
537  for (unsigned int i = 0; i < size; i++) {
538  // We default to empty set, so the default values are actually never used
539  // here
540  unsigned int allowed = m_env->input()(m_option_am_adaptedMatrices_dataOutputAllowedSet, i, i);
541  m_amAdaptedMatricesDataOutputAllowedSet.insert(allowed);
542  }
543 
544  m_amEta = m_env->input()(m_option_am_eta, UQ_MH_SG_AM_ETA_ODV);
545  m_amEpsilon = m_env->input()(m_option_am_epsilon, UQ_MH_SG_AM_EPSILON_ODV);
546  m_enableBrooksGelmanConvMonitor = m_env->input()(m_option_enableBrooksGelmanConvMonitor, UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR);
547  m_BrooksGelmanLag = m_env->input()(m_option_BrooksGelmanLag, UQ_MH_SG_BROOKS_GELMAN_LAG);
548  m_outputLogLikelihood = m_env->input()(m_option_outputLogLikelihood, UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD);
549  m_outputLogTarget = m_env->input()(m_option_outputLogTarget, UQ_MH_SG_OUTPUT_LOG_TARGET);
550  m_doLogitTransform = m_env->input()(m_option_doLogitTransform, UQ_MH_SG_DO_LOGIT_TRANSFORM);
551  m_algorithm = m_env->input()(m_option_algorithm, UQ_MH_SG_ALGORITHM);
552  m_tk = m_env->input()(m_option_tk, UQ_MH_SG_TK);
553 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
554 
555  checkOptions(env);
556 }
557 // Copy constructor----------------------------------
558 MhOptionsValues::MhOptionsValues(const MhOptionsValues& src)
559 {
560  this->copy(src);
561 }
562 // Destructor ---------------------------------------
563 MhOptionsValues::~MhOptionsValues()
564 {
565 }
566 // Set methods --------------------------------------
567 MhOptionsValues&
568 MhOptionsValues::operator=(const MhOptionsValues& rhs)
569 {
570  this->copy(rhs);
571  return *this;
572 }
573 // Private methods-----------------------------------
574 void
575 MhOptionsValues::checkOptions(const BaseEnvironment * env)
576 {
577  if (m_dataOutputAllowAll) {
578  // So, ignore the 'set' option
579  m_dataOutputAllowedSet.clear();
580  m_dataOutputAllowedSet.insert(env->subId());
581  }
582 
583  if (m_rawChainDataOutputAllowAll) {
584  // Again, ignore the set
585  m_rawChainDataOutputAllowedSet.clear();
586  m_rawChainDataOutputAllowedSet.insert(env->subId());
587  }
588 
589  if (m_filteredChainGenerate == true) {
590  queso_require_greater_equal_msg(m_filteredChainLag, 2, "option `" << m_option_filteredChain_lag << "` must be at least 2");
591  }
592 
593  if (m_filteredChainDataOutputAllowAll) {
594  m_filteredChainDataOutputAllowedSet.clear();
595  m_filteredChainDataOutputAllowedSet.insert(env->subId());
596  }
597 
598  // If max is bigger than the list provided, then pad with ones
599  if (m_drMaxNumExtraStages > 0) {
600  unsigned int size = m_drScalesForExtraStages.size();
601  if (m_drMaxNumExtraStages > size) {
602  for (unsigned int i = size; i < m_drMaxNumExtraStages; i++) {
603  double scale = 1.0;
604  m_drScalesForExtraStages.push_back(scale);
605  }
606  }
607  }
608  else {
609  m_drScalesForExtraStages.clear();
610  }
611 
612  if (m_amAdaptedMatricesDataOutputAllowAll) {
613  m_amAdaptedMatricesDataOutputAllowedSet.clear();
614  m_amAdaptedMatricesDataOutputAllowedSet.insert(env->subId());
615  }
616 
617  if ((m_tk == "random_walk") && (m_algorithm == "logit_random_walk")) {
618  queso_error_msg("random_walk transition kernel and logit_random_walk algorithm are incompatible options");
619  }
620 
621  if ((m_tk == "logit_random_walk") && (m_algorithm == "random_walk")) {
622  queso_error_msg("logit_random_walk transition kernel and random_walk algorithm are incompatible options");
623  }
624 
625  if (m_tk == "random_walk") {
626  queso_require_equal_to_msg(
627  m_doLogitTransform,
628  0,
629  "logit transform must be off to use random_walk");
630  queso_require_equal_to_msg(
631  m_tkUseLocalHessian,
632  0,
633  "local Hessian must be off to use random_walk");
634  }
635 
636  if (m_tk == "logit_random_walk") {
637  queso_require_equal_to_msg(
638  m_doLogitTransform,
639  1,
640  "logit transform must be on to use logit_random_walk");
641  queso_require_equal_to_msg(
642  m_tkUseLocalHessian,
643  0,
644  "local Hessian must be off to use logit_random_walk");
645  }
646 
647  if (m_tk == "stochastic_newton") {
648  queso_require_equal_to_msg(
649  m_doLogitTransform,
650  0,
651  "logit transform must be off to use stochastic_newton");
652  queso_require_equal_to_msg(
653  m_tkUseLocalHessian,
654  1,
655  "local Hessian must be on to use stochastic_newton");
656  }
657 
658 }
659 
660 void
661 MhOptionsValues::copy(const MhOptionsValues& src)
662 {
663  m_dataOutputFileName = src.m_dataOutputFileName;
664  m_dataOutputAllowAll = src.m_dataOutputAllowAll;
665  m_dataOutputAllowedSet = src.m_dataOutputAllowedSet;
666  m_totallyMute = src.m_totallyMute;
667  m_initialPositionDataInputFileName = src.m_initialPositionDataInputFileName;
668  m_initialPositionDataInputFileType = src.m_initialPositionDataInputFileType;
669  m_initialProposalCovMatrixDataInputFileName = src.m_initialProposalCovMatrixDataInputFileName;
670  m_initialProposalCovMatrixDataInputFileType = src.m_initialProposalCovMatrixDataInputFileType;
671  m_parameterDisabledSet = src.m_parameterDisabledSet;
672  m_rawChainDataInputFileName = src.m_rawChainDataInputFileName;
673  m_rawChainDataInputFileType = src.m_rawChainDataInputFileType;
674  m_rawChainSize = src.m_rawChainSize;
675  m_rawChainGenerateExtra = src.m_rawChainGenerateExtra;
676  m_rawChainDisplayPeriod = src.m_rawChainDisplayPeriod;
677  m_rawChainMeasureRunTimes = src.m_rawChainMeasureRunTimes;
678  m_rawChainDataOutputPeriod = src.m_rawChainDataOutputPeriod;
679  m_rawChainDataOutputFileName = src.m_rawChainDataOutputFileName;
680  m_rawChainDataOutputFileType = src.m_rawChainDataOutputFileType;
681  m_rawChainDataOutputAllowAll = src.m_rawChainDataOutputAllowAll;
682  m_rawChainDataOutputAllowedSet = src.m_rawChainDataOutputAllowedSet;
683 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
684  m_rawChainComputeStats = src.m_rawChainComputeStats;
685 #endif
686 //m_rawChainStatisticalOptionsObj = src.m_rawChainStatisticalOptionsObj; // dakota
687 //m_rawChainStatOptsInstantiated = src.m_rawChainStatOptsInstantiated; // dakota
688  m_filteredChainGenerate = src.m_filteredChainGenerate;
689  m_filteredChainDiscardedPortion = src.m_filteredChainDiscardedPortion;
690  m_filteredChainLag = src.m_filteredChainLag;
691  m_filteredChainDataOutputFileName = src.m_filteredChainDataOutputFileName;
692  m_filteredChainDataOutputFileType = src.m_filteredChainDataOutputFileType;
693  m_filteredChainDataOutputAllowAll = src.m_filteredChainDataOutputAllowAll;
694  m_filteredChainDataOutputAllowedSet = src.m_filteredChainDataOutputAllowedSet;
695 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
696  m_filteredChainComputeStats = src.m_filteredChainComputeStats;
697 #endif
698 //m_filteredChainStatisticalOptionsObj = src.m_filteredChainStatisticalOptionsObj; // dakota
699 //m_filteredChainStatOptsInstantiated = src.m_filteredChainStatOptsInstantiated; // dakota
700  m_displayCandidates = src.m_displayCandidates;
701  m_putOutOfBoundsInChain = src.m_putOutOfBoundsInChain;
702  m_tkUseLocalHessian = src.m_tkUseLocalHessian;
703  m_tkUseNewtonComponent = src.m_tkUseNewtonComponent;
704  m_drMaxNumExtraStages = src.m_drMaxNumExtraStages;
705  m_drScalesForExtraStages = src.m_drScalesForExtraStages;
706  m_drDuringAmNonAdaptiveInt = src.m_drDuringAmNonAdaptiveInt;
707  m_amKeepInitialMatrix = src.m_amKeepInitialMatrix;
708  m_amInitialNonAdaptInterval = src.m_amInitialNonAdaptInterval;
709  m_amAdaptInterval = src.m_amAdaptInterval;
710  m_amAdaptedMatricesDataOutputPeriod = src.m_amAdaptedMatricesDataOutputPeriod;
711  m_amAdaptedMatricesDataOutputFileName = src.m_amAdaptedMatricesDataOutputFileName;
712  m_amAdaptedMatricesDataOutputFileType = src.m_amAdaptedMatricesDataOutputFileType;
713  m_amAdaptedMatricesDataOutputAllowAll = src.m_amAdaptedMatricesDataOutputAllowAll;
714  m_amAdaptedMatricesDataOutputAllowedSet = src.m_amAdaptedMatricesDataOutputAllowedSet;
715  m_amEta = src.m_amEta;
716  m_amEpsilon = src.m_amEpsilon;
717  m_enableBrooksGelmanConvMonitor = src.m_enableBrooksGelmanConvMonitor;
718  m_BrooksGelmanLag = src.m_BrooksGelmanLag;
719  m_outputLogLikelihood = src.m_outputLogLikelihood;
720  m_outputLogTarget = src.m_outputLogTarget;
721  m_doLogitTransform = src.m_doLogitTransform;
722  m_algorithm = src.m_algorithm;
723  m_tk = src.m_tk;
724 
725 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
726  m_alternativeRawSsOptionsValues = src.m_alternativeRawSsOptionsValues;
727  m_alternativeFilteredSsOptionsValues = src.m_alternativeFilteredSsOptionsValues;
728 #endif
729  return;
730 }
731 
732 std::ostream & operator<<(std::ostream & os, const MhOptionsValues & obj)
733 {
734 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
735  os << (*(obj.m_parser)) << std::endl;
736 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
737 
738  os << obj.m_option_dataOutputFileName << " = " << obj.m_dataOutputFileName
739  << "\n" << obj.m_option_dataOutputAllowAll << " = " << obj.m_dataOutputAllowAll
740  << "\n" << obj.m_option_dataOutputAllowedSet << " = ";
741  for (std::set<unsigned int>::iterator setIt = obj.m_dataOutputAllowedSet.begin(); setIt != obj.m_dataOutputAllowedSet.end(); ++setIt) {
742  os << *setIt << " ";
743  }
744  os << "\n" << obj.m_option_totallyMute << " = " << obj.m_totallyMute
745  << "\n" << obj.m_option_initialPosition_dataInputFileName << " = " << obj.m_initialPositionDataInputFileName
746  << "\n" << obj.m_option_initialPosition_dataInputFileType << " = " << obj.m_initialPositionDataInputFileType
747  << "\n" << obj.m_option_initialProposalCovMatrix_dataInputFileName << " = " << obj.m_initialProposalCovMatrixDataInputFileName
748  << "\n" << obj.m_option_initialProposalCovMatrix_dataInputFileType << " = " << obj.m_initialProposalCovMatrixDataInputFileType
749  << "\n" << obj.m_option_listOfDisabledParameters << " = ";
750  for (std::set<unsigned int>::iterator setIt = obj.m_parameterDisabledSet.begin(); setIt != obj.m_parameterDisabledSet.end(); ++setIt) {
751  os << *setIt << " ";
752  }
753  os << "\n" << obj.m_option_rawChain_dataInputFileName << " = " << obj.m_rawChainDataInputFileName
754  << "\n" << obj.m_option_rawChain_dataInputFileType << " = " << obj.m_rawChainDataInputFileType
755  << "\n" << obj.m_option_rawChain_size << " = " << obj.m_rawChainSize
756  << "\n" << obj.m_option_rawChain_generateExtra << " = " << obj.m_rawChainGenerateExtra
757  << "\n" << obj.m_option_rawChain_displayPeriod << " = " << obj.m_rawChainDisplayPeriod
758  << "\n" << obj.m_option_rawChain_measureRunTimes << " = " << obj.m_rawChainMeasureRunTimes
759  << "\n" << obj.m_option_rawChain_dataOutputPeriod << " = " << obj.m_rawChainDataOutputPeriod
760  << "\n" << obj.m_option_rawChain_dataOutputFileName << " = " << obj.m_rawChainDataOutputFileName
761  << "\n" << obj.m_option_rawChain_dataOutputFileType << " = " << obj.m_rawChainDataOutputFileType
762  << "\n" << obj.m_option_rawChain_dataOutputAllowAll << " = " << obj.m_rawChainDataOutputAllowAll
763  << "\n" << obj.m_option_rawChain_dataOutputAllowedSet << " = ";
764  for (std::set<unsigned int>::iterator setIt = obj.m_rawChainDataOutputAllowedSet.begin(); setIt != obj.m_rawChainDataOutputAllowedSet.end(); ++setIt) {
765  os << *setIt << " ";
766  }
767  os
768 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
769  << "\n" << obj.m_option_rawChain_computeStats << " = " << obj.m_rawChainComputeStats
770 #endif
771  << "\n" << obj.m_option_filteredChain_generate << " = " << obj.m_filteredChainGenerate
772  << "\n" << obj.m_option_filteredChain_discardedPortion << " = " << obj.m_filteredChainDiscardedPortion
773  << "\n" << obj.m_option_filteredChain_lag << " = " << obj.m_filteredChainLag
774  << "\n" << obj.m_option_filteredChain_dataOutputFileName << " = " << obj.m_filteredChainDataOutputFileName
775  << "\n" << obj.m_option_filteredChain_dataOutputFileType << " = " << obj.m_filteredChainDataOutputFileType
776  << "\n" << obj.m_option_filteredChain_dataOutputAllowAll << " = " << obj.m_filteredChainDataOutputAllowAll
777  << "\n" << obj.m_option_filteredChain_dataOutputAllowedSet << " = ";
778  for (std::set<unsigned int>::iterator setIt = obj.m_filteredChainDataOutputAllowedSet.begin(); setIt != obj.m_filteredChainDataOutputAllowedSet.end(); ++setIt) {
779  os << *setIt << " ";
780  }
781  os
782 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
783  << "\n" << obj.m_option_filteredChain_computeStats << " = " << obj.m_filteredChainComputeStats
784 #endif
785  << "\n" << obj.m_option_displayCandidates << " = " << obj.m_displayCandidates
786  << "\n" << obj.m_option_putOutOfBoundsInChain << " = " << obj.m_putOutOfBoundsInChain
787  << "\n" << obj.m_option_tk_useLocalHessian << " = " << obj.m_tkUseLocalHessian
788  << "\n" << obj.m_option_tk_useNewtonComponent << " = " << obj.m_tkUseNewtonComponent
789  << "\n" << obj.m_option_dr_maxNumExtraStages << " = " << obj.m_drMaxNumExtraStages
790  << "\n" << obj.m_option_dr_listOfScalesForExtraStages << " = ";
791  for (unsigned int i = 0; i < obj.m_drScalesForExtraStages.size(); ++i) {
792  os << obj.m_drScalesForExtraStages[i] << " ";
793  }
794  os << "\n" << obj.m_option_dr_duringAmNonAdaptiveInt << " = " << obj.m_drDuringAmNonAdaptiveInt
795  << "\n" << obj.m_option_am_keepInitialMatrix << " = " << obj.m_amKeepInitialMatrix
796  << "\n" << obj.m_option_am_initialNonAdaptInterval << " = " << obj.m_amInitialNonAdaptInterval
797  << "\n" << obj.m_option_am_adaptInterval << " = " << obj.m_amAdaptInterval
798  << "\n" << obj.m_option_am_adaptedMatrices_dataOutputPeriod << " = " << obj.m_amAdaptedMatricesDataOutputPeriod
799  << "\n" << obj.m_option_am_adaptedMatrices_dataOutputFileName << " = " << obj.m_amAdaptedMatricesDataOutputFileName
800  << "\n" << obj.m_option_am_adaptedMatrices_dataOutputFileType << " = " << obj.m_amAdaptedMatricesDataOutputFileType
801  << "\n" << obj.m_option_am_adaptedMatrices_dataOutputAllowAll << " = " << obj.m_amAdaptedMatricesDataOutputAllowAll
802  << "\n" << obj.m_option_am_adaptedMatrices_dataOutputAllowedSet << " = ";
803  for (std::set<unsigned int>::iterator setIt = obj.m_amAdaptedMatricesDataOutputAllowedSet.begin(); setIt != obj.m_amAdaptedMatricesDataOutputAllowedSet.end(); ++setIt) {
804  os << *setIt << " ";
805  }
806  os << "\n" << obj.m_option_am_eta << " = " << obj.m_amEta
807  << "\n" << obj.m_option_am_epsilon << " = " << obj.m_amEpsilon
808  << "\n" << obj.m_option_enableBrooksGelmanConvMonitor << " = " << obj.m_enableBrooksGelmanConvMonitor
809  << "\n" << obj.m_option_BrooksGelmanLag << " = " << obj.m_BrooksGelmanLag
810  << "\n" << obj.m_option_outputLogLikelihood << " = " << obj.m_outputLogLikelihood
811  << "\n" << obj.m_option_outputLogTarget << " = " << obj.m_outputLogTarget
812  << "\n" << obj.m_option_doLogitTransform << " = " << obj.m_doLogitTransform
813  << "\n" << obj.m_option_algorithm << " = " << obj.m_algorithm
814  << "\n" << obj.m_option_tk << " = " << obj.m_tk
815  << std::endl;
816 
817  return os;
818 }
819 
820 //---------------------------------------------------
821 // MetropolisHastingsSGOptions ---------------
822 //---------------------------------------------------
823 
824 // Default constructor -----------------------------
825 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
826  const BaseEnvironment& env,
827  const char* prefix)
828  :
829 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
830  m_ov (NULL,NULL), // dakota
831  m_rawChainStatisticalOptionsObj (NULL),
832  m_rawChainStatOptsInstantiated (false),
833  m_filteredChainStatisticalOptionsObj (NULL),
834  m_filteredChainStatOptsInstantiated (false),
835 #else
836  m_ov (),
837 #endif
838  m_prefix ((std::string)(prefix) + "mh_"),
839  m_env (env),
840 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
841  m_optionsDesc (new boost::program_options::options_description("Bayesian Metropolis-Hastings options")),
842 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
843  m_option_help (m_prefix + "help" ),
844  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
845  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
846  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
847  m_option_totallyMute (m_prefix + "totallyMute" ),
848  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
849  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
850  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
851  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
852  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
853  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
854  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
855  m_option_rawChain_size (m_prefix + "rawChain_size" ),
856  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
857  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
858  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
859  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
860  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
861  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
862  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
863  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
864 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
865  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
866 #endif
867  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
868  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
869  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
870  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
871  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
872  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
873  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
874 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
875  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
876 #endif
877  m_option_displayCandidates (m_prefix + "displayCandidates" ),
878  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
879  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
880  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
881  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
882  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
883  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
884  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
885  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
886  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
887  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
888  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
889  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
890  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
891  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
892  m_option_am_eta (m_prefix + "am_eta" ),
893  m_option_am_epsilon (m_prefix + "am_epsilon" ),
894  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
895  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
896  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
897  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
898  m_option_doLogitTransform (m_prefix + "doLogitTransform" ),
899  m_option_algorithm (m_prefix + "algorithm" ),
900  m_option_tk (m_prefix + "tk" )
901 {
902  queso_deprecated();
903 
904  queso_require_not_equal_to_msg(m_env.optionsInputFileName(), std::string(""), std::string("this constructor is incompatible with the absence of an options input file"));
905 }
906 // Constructor 2------------------------------------
907 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
908  const BaseEnvironment& env,
909  const char* prefix,
910  const MhOptionsValues& alternativeOptionsValues)
911  :
912  m_ov (alternativeOptionsValues),
913 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
914  m_rawChainStatisticalOptionsObj (NULL),
915  m_rawChainStatOptsInstantiated (false),
916  m_filteredChainStatisticalOptionsObj (NULL),
917  m_filteredChainStatOptsInstantiated (false),
918 #endif
919  m_prefix ((std::string)(prefix) + "mh_"),
920  m_env (env),
921 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
922  m_optionsDesc (NULL),
923 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
924  m_option_help (m_prefix + "help" ),
925  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
926  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
927  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
928  m_option_totallyMute (m_prefix + "totallyMute" ),
929  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
930  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
931  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
932  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
933  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
934  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
935  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
936  m_option_rawChain_size (m_prefix + "rawChain_size" ),
937  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
938  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
939  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
940  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
941  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
942  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
943  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
944  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
945 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
946  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
947 #endif
948  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
949  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
950  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
951  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
952  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
953  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
954  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
955 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
956  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
957 #endif
958  m_option_displayCandidates (m_prefix + "displayCandidates" ),
959  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
960  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
961  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
962  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
963  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
964  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
965  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
966  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
967  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
968  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
969  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
970  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
971  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
972  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
973  m_option_am_eta (m_prefix + "am_eta" ),
974  m_option_am_epsilon (m_prefix + "am_epsilon" ),
975  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
976  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
977  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
978  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
979  m_option_doLogitTransform (m_prefix + "doLogitTransform" ),
980  m_option_algorithm (m_prefix + "algorithm" ),
981  m_option_tk (m_prefix + "tk" )
982 {
983  queso_deprecated();
984 
985  queso_require_equal_to_msg(m_env.optionsInputFileName(), std::string(""), std::string("this constructor is incompatible with the existence of an options input file"));
986 
987  if ((m_env.subDisplayFile() != NULL ) &&
988  (m_ov.m_totallyMute == false)) {
989  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::constructor(2)"
990  << ": after setting values of options with prefix '" << m_prefix
991  << "', state of object is:"
992  << "\n" << *this
993  << std::endl;
994  }
995 
996 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
997  if (m_ov.m_rawChainComputeStats) {
998  m_rawChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "rawChain_",m_ov.m_alternativeRawSsOptionsValues);
999  m_rawChainStatOptsInstantiated = true;
1000  }
1001  if (m_ov.m_filteredChainComputeStats) {
1002  m_filteredChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "filteredChain_",m_ov.m_alternativeFilteredSsOptionsValues);
1003  m_filteredChainStatOptsInstantiated = true;
1004  }
1005 #endif
1006 }
1007 // Copy constructor---------------------------------
1008 MetropolisHastingsSGOptions::MetropolisHastingsSGOptions(
1009  const MLSamplingLevelOptions& mlOptions)
1010  :
1011 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1012  m_ov (NULL,NULL), // dakota
1013  m_rawChainStatisticalOptionsObj (NULL),
1014  m_rawChainStatOptsInstantiated (false),
1015  m_filteredChainStatisticalOptionsObj (NULL),
1016  m_filteredChainStatOptsInstantiated (false),
1017 #else
1018  m_ov (),
1019 #endif
1020  m_prefix (mlOptions.m_prefix),
1021  m_env (mlOptions.env()),
1022 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
1023  m_optionsDesc (NULL),
1024 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
1025  m_option_help (m_prefix + "help" ),
1026  m_option_dataOutputFileName (m_prefix + "dataOutputFileName" ),
1027  m_option_dataOutputAllowAll (m_prefix + "dataOutputAllowAll" ),
1028  m_option_dataOutputAllowedSet (m_prefix + "dataOutputAllowedSet" ),
1029  m_option_totallyMute (m_prefix + "totallyMute" ),
1030  m_option_initialPosition_dataInputFileName (m_prefix + "initialPosition_dataInputFileName" ),
1031  m_option_initialPosition_dataInputFileType (m_prefix + "initialPosition_dataInputFileType" ),
1032  m_option_initialProposalCovMatrix_dataInputFileName(m_prefix + "initialProposalCovMatrix_dataInputFileName"),
1033  m_option_initialProposalCovMatrix_dataInputFileType(m_prefix + "initialProposalCovMatrix_dataInputFileType"),
1034  m_option_listOfDisabledParameters (m_prefix + "listOfDisabledParameters" ),
1035  m_option_rawChain_dataInputFileName (m_prefix + "rawChain_dataInputFileName" ),
1036  m_option_rawChain_dataInputFileType (m_prefix + "rawChain_dataInputFileType" ),
1037  m_option_rawChain_size (m_prefix + "rawChain_size" ),
1038  m_option_rawChain_generateExtra (m_prefix + "rawChain_generateExtra" ),
1039  m_option_rawChain_displayPeriod (m_prefix + "rawChain_displayPeriod" ),
1040  m_option_rawChain_measureRunTimes (m_prefix + "rawChain_measureRunTimes" ),
1041  m_option_rawChain_dataOutputPeriod (m_prefix + "rawChain_dataOutputPeriod" ),
1042  m_option_rawChain_dataOutputFileName (m_prefix + "rawChain_dataOutputFileName" ),
1043  m_option_rawChain_dataOutputFileType (m_prefix + "rawChain_dataOutputFileType" ),
1044  m_option_rawChain_dataOutputAllowAll (m_prefix + "rawChain_dataOutputAllowAll" ),
1045  m_option_rawChain_dataOutputAllowedSet (m_prefix + "rawChain_dataOutputAllowedSet" ),
1046 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1047  m_option_rawChain_computeStats (m_prefix + "rawChain_computeStats" ),
1048 #endif
1049  m_option_filteredChain_generate (m_prefix + "filteredChain_generate" ),
1050  m_option_filteredChain_discardedPortion (m_prefix + "filteredChain_discardedPortion" ),
1051  m_option_filteredChain_lag (m_prefix + "filteredChain_lag" ),
1052  m_option_filteredChain_dataOutputFileName (m_prefix + "filteredChain_dataOutputFileName" ),
1053  m_option_filteredChain_dataOutputFileType (m_prefix + "filteredChain_dataOutputFileType" ),
1054  m_option_filteredChain_dataOutputAllowAll (m_prefix + "filteredChain_dataOutputAllowAll" ),
1055  m_option_filteredChain_dataOutputAllowedSet (m_prefix + "filteredChain_dataOutputAllowedSet" ),
1056 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1057  m_option_filteredChain_computeStats (m_prefix + "filteredChain_computeStats" ),
1058 #endif
1059  m_option_displayCandidates (m_prefix + "displayCandidates" ),
1060  m_option_putOutOfBoundsInChain (m_prefix + "putOutOfBoundsInChain" ),
1061  m_option_tk_useLocalHessian (m_prefix + "tk_useLocalHessian" ),
1062  m_option_tk_useNewtonComponent (m_prefix + "tk_useNewtonComponent" ),
1063  m_option_dr_maxNumExtraStages (m_prefix + "dr_maxNumExtraStages" ),
1064  m_option_dr_listOfScalesForExtraStages (m_prefix + "dr_listOfScalesForExtraStages" ),
1065  m_option_dr_duringAmNonAdaptiveInt (m_prefix + "dr_duringAmNonAdaptiveInt" ),
1066  m_option_am_keepInitialMatrix (m_prefix + "am_keepInitialMatrix" ),
1067  m_option_am_initialNonAdaptInterval (m_prefix + "am_initialNonAdaptInterval" ),
1068  m_option_am_adaptInterval (m_prefix + "am_adaptInterval" ),
1069  m_option_am_adaptedMatrices_dataOutputPeriod (m_prefix + "am_adaptedMatrices_dataOutputPeriod" ),
1070  m_option_am_adaptedMatrices_dataOutputFileName (m_prefix + "am_adaptedMatrices_dataOutputFileName" ),
1071  m_option_am_adaptedMatrices_dataOutputFileType (m_prefix + "am_adaptedMatrices_dataOutputFileType" ),
1072  m_option_am_adaptedMatrices_dataOutputAllowAll (m_prefix + "am_adaptedMatrices_dataOutputAllowAll" ),
1073  m_option_am_adaptedMatrices_dataOutputAllowedSet (m_prefix + "am_adaptedMatrices_dataOutputAllowedSet" ),
1074  m_option_am_eta (m_prefix + "am_eta" ),
1075  m_option_am_epsilon (m_prefix + "am_epsilon" ),
1076  m_option_enableBrooksGelmanConvMonitor (m_prefix + "enableBrooksGelmanConvMonitor" ),
1077  m_option_BrooksGelmanLag (m_prefix + "BrooksGelmanLag" ),
1078  m_option_outputLogLikelihood (m_prefix + "outputLogLikelihood" ),
1079  m_option_outputLogTarget (m_prefix + "outputLogTarget" ),
1080  m_option_doLogitTransform (m_prefix + "doLogitTransform" ),
1081  m_option_algorithm (m_prefix + "algorithm" ),
1082  m_option_tk (m_prefix + "tk" )
1083 {
1084  queso_deprecated();
1085 
1086  m_ov.m_dataOutputFileName = mlOptions.m_dataOutputFileName;
1087  m_ov.m_dataOutputAllowAll = mlOptions.m_dataOutputAllowAll;
1088  m_ov.m_dataOutputAllowedSet = mlOptions.m_dataOutputAllowedSet;
1089  m_ov.m_totallyMute = mlOptions.m_totallyMute;
1090  m_ov.m_initialPositionDataInputFileName = mlOptions.m_initialPositionDataInputFileName;
1091  m_ov.m_initialPositionDataInputFileType = mlOptions.m_initialPositionDataInputFileType;
1092  m_ov.m_initialProposalCovMatrixDataInputFileName = mlOptions.m_initialProposalCovMatrixDataInputFileName;
1093  m_ov.m_initialProposalCovMatrixDataInputFileType = mlOptions.m_initialProposalCovMatrixDataInputFileType;
1094  m_ov.m_parameterDisabledSet = mlOptions.m_parameterDisabledSet;
1095  m_ov.m_rawChainDataInputFileName = mlOptions.m_rawChainDataInputFileName;
1096  m_ov.m_rawChainDataInputFileType = mlOptions.m_rawChainDataInputFileType;
1097  m_ov.m_rawChainSize = mlOptions.m_rawChainSize;
1098  m_ov.m_rawChainGenerateExtra = mlOptions.m_rawChainGenerateExtra;
1099  m_ov.m_rawChainDisplayPeriod = mlOptions.m_rawChainDisplayPeriod;
1100  m_ov.m_rawChainMeasureRunTimes = mlOptions.m_rawChainMeasureRunTimes;
1101  m_ov.m_rawChainDataOutputPeriod = mlOptions.m_rawChainDataOutputPeriod;
1102  m_ov.m_rawChainDataOutputFileName = mlOptions.m_rawChainDataOutputFileName;
1103  m_ov.m_rawChainDataOutputFileType = mlOptions.m_rawChainDataOutputFileType;
1104  m_ov.m_rawChainDataOutputAllowAll = mlOptions.m_rawChainDataOutputAllowAll;
1105  m_ov.m_rawChainDataOutputAllowedSet = mlOptions.m_rawChainDataOutputAllowedSet;
1106 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1107  m_ov.m_rawChainComputeStats = mlOptions.m_rawChainComputeStats;
1108 #endif
1109  m_ov.m_filteredChainGenerate = mlOptions.m_filteredChainGenerate;
1110  m_ov.m_filteredChainDiscardedPortion = mlOptions.m_filteredChainDiscardedPortion;
1111  m_ov.m_filteredChainLag = mlOptions.m_filteredChainLag;
1112  m_ov.m_filteredChainDataOutputFileName = mlOptions.m_filteredChainDataOutputFileName;
1113  m_ov.m_filteredChainDataOutputFileType = mlOptions.m_filteredChainDataOutputFileType;
1114  m_ov.m_filteredChainDataOutputAllowAll = mlOptions.m_filteredChainDataOutputAllowAll;
1115  m_ov.m_filteredChainDataOutputAllowedSet = mlOptions.m_filteredChainDataOutputAllowedSet;
1116 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1117  m_ov.m_filteredChainComputeStats = mlOptions.m_filteredChainComputeStats;
1118 #endif
1119  m_ov.m_displayCandidates = mlOptions.m_displayCandidates;
1120  m_ov.m_putOutOfBoundsInChain = mlOptions.m_putOutOfBoundsInChain;
1121  m_ov.m_tkUseLocalHessian = mlOptions.m_tkUseLocalHessian;
1122  m_ov.m_tkUseNewtonComponent = mlOptions.m_tkUseNewtonComponent;
1123  m_ov.m_drMaxNumExtraStages = mlOptions.m_drMaxNumExtraStages;
1124  m_ov.m_drScalesForExtraStages = mlOptions.m_drScalesForExtraStages;
1125  m_ov.m_drDuringAmNonAdaptiveInt = mlOptions.m_drDuringAmNonAdaptiveInt;
1126  m_ov.m_amKeepInitialMatrix = mlOptions.m_amKeepInitialMatrix;
1127  m_ov.m_amInitialNonAdaptInterval = mlOptions.m_amInitialNonAdaptInterval;
1128  m_ov.m_amAdaptInterval = mlOptions.m_amAdaptInterval;
1129  m_ov.m_amAdaptedMatricesDataOutputPeriod = mlOptions.m_amAdaptedMatricesDataOutputPeriod;
1130  m_ov.m_amAdaptedMatricesDataOutputFileName = mlOptions.m_amAdaptedMatricesDataOutputFileName;
1131  m_ov.m_amAdaptedMatricesDataOutputFileType = mlOptions.m_amAdaptedMatricesDataOutputFileType;
1132  m_ov.m_amAdaptedMatricesDataOutputAllowAll = mlOptions.m_amAdaptedMatricesDataOutputAllowAll;
1133  m_ov.m_amAdaptedMatricesDataOutputAllowedSet = mlOptions.m_amAdaptedMatricesDataOutputAllowedSet;
1134  m_ov.m_amEta = mlOptions.m_amEta;
1135  m_ov.m_amEpsilon = mlOptions.m_amEpsilon;
1136  m_ov.m_enableBrooksGelmanConvMonitor = UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR;
1137  m_ov.m_BrooksGelmanLag = UQ_MH_SG_BROOKS_GELMAN_LAG;
1138  m_ov.m_outputLogLikelihood = UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD;
1139  m_ov.m_outputLogTarget = UQ_MH_SG_OUTPUT_LOG_TARGET;
1140  m_ov.m_doLogitTransform = mlOptions.m_doLogitTransform;
1141  m_ov.m_algorithm = mlOptions.m_algorithm;
1142  m_ov.m_tk = mlOptions.m_tk;
1143 
1144 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1145 //m_ov.m_alternativeRawSsOptionsValues = mlOptions.; // dakota
1146 //m_ov.m_alternativeFilteredSsOptionsValues = mlOptions.; // dakota
1147 #endif
1148 
1149 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1150  m_rawChainStatisticalOptionsObj = mlOptions.m_rawChainStatisticalOptionsObj; // dakota
1151  m_rawChainStatOptsInstantiated = false;
1152  m_filteredChainStatisticalOptionsObj = mlOptions.m_filteredChainStatisticalOptionsObj; // dakota
1153  m_filteredChainStatOptsInstantiated = false;
1154 #endif
1155  if ((m_env.subDisplayFile() != NULL ) &&
1156  (m_ov.m_totallyMute == false)) {
1157  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::constructor(3)"
1158  << ": after copying values of options with prefix '" << m_prefix
1159  << "', state of object is:"
1160  << "\n" << *this
1161  << std::endl;
1162  }
1163 }
1164 // Destructor --------------------------------------
1165 MetropolisHastingsSGOptions::~MetropolisHastingsSGOptions()
1166 {
1167  queso_deprecated();
1168 
1169 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1170  if (m_filteredChainStatOptsInstantiated) delete m_filteredChainStatisticalOptionsObj;
1171  if (m_rawChainStatOptsInstantiated ) delete m_rawChainStatisticalOptionsObj;
1172 #endif
1173 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
1174  if (m_optionsDesc ) delete m_optionsDesc;
1175 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
1176 }
1177 
1178 // I/O methods -------------------------------------
1179 void
1180 MetropolisHastingsSGOptions::scanOptionsValues()
1181 {
1182  queso_deprecated();
1183 
1184 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
1185  queso_require_msg(m_optionsDesc, "m_optionsDesc variable is NULL");
1186 
1187  defineMyOptions (*m_optionsDesc);
1188  m_env.scanInputFileForMyOptions(*m_optionsDesc);
1189  getMyOptionValues (*m_optionsDesc);
1190 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
1191 
1192  if ((m_env.subDisplayFile() != NULL) &&
1193  (m_ov.m_totallyMute == false )) {
1194  *m_env.subDisplayFile() << "In MetropolisHastingsSGOptions::scanOptionsValues()"
1195  << ": after reading values of options with prefix '" << m_prefix
1196  << "', state of object is:"
1197  << "\n" << *this
1198  << std::endl;
1199  }
1200 
1201 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1202  if (m_ov.m_rawChainComputeStats) {
1203  m_rawChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "rawChain_");
1204  m_rawChainStatOptsInstantiated = true;
1205  }
1206  if (m_ov.m_filteredChainComputeStats) {
1207  m_filteredChainStatisticalOptionsObj = new SequenceStatisticalOptions(m_env,m_prefix + "filteredChain_");
1208  m_filteredChainStatOptsInstantiated = true;
1209  }
1210 #endif
1211 
1212  return;
1213 }
1214 // -------------------------------------------------
1215 void
1216 MetropolisHastingsSGOptions::print(std::ostream& os) const
1217 {
1218  queso_deprecated();
1219 
1220  os << m_option_dataOutputFileName << " = " << m_ov.m_dataOutputFileName
1221  << "\n" << m_option_dataOutputAllowAll << " = " << m_ov.m_dataOutputAllowAll
1222  << "\n" << m_option_dataOutputAllowedSet << " = ";
1223  for (std::set<unsigned int>::iterator setIt = m_ov.m_dataOutputAllowedSet.begin(); setIt != m_ov.m_dataOutputAllowedSet.end(); ++setIt) {
1224  os << *setIt << " ";
1225  }
1226  os << "\n" << m_option_totallyMute << " = " << m_ov.m_totallyMute
1227  << "\n" << m_option_initialPosition_dataInputFileName << " = " << m_ov.m_initialPositionDataInputFileName
1228  << "\n" << m_option_initialPosition_dataInputFileType << " = " << m_ov.m_initialPositionDataInputFileType
1229  << "\n" << m_option_initialProposalCovMatrix_dataInputFileName << " = " << m_ov.m_initialProposalCovMatrixDataInputFileName
1230  << "\n" << m_option_initialProposalCovMatrix_dataInputFileType << " = " << m_ov.m_initialProposalCovMatrixDataInputFileType
1231  << "\n" << m_option_listOfDisabledParameters << " = ";
1232  for (std::set<unsigned int>::iterator setIt = m_ov.m_parameterDisabledSet.begin(); setIt != m_ov.m_parameterDisabledSet.end(); ++setIt) {
1233  os << *setIt << " ";
1234  }
1235  os << "\n" << m_option_rawChain_dataInputFileName << " = " << m_ov.m_rawChainDataInputFileName
1236  << "\n" << m_option_rawChain_dataInputFileType << " = " << m_ov.m_rawChainDataInputFileType
1237  << "\n" << m_option_rawChain_size << " = " << m_ov.m_rawChainSize
1238  << "\n" << m_option_rawChain_generateExtra << " = " << m_ov.m_rawChainGenerateExtra
1239  << "\n" << m_option_rawChain_displayPeriod << " = " << m_ov.m_rawChainDisplayPeriod
1240  << "\n" << m_option_rawChain_measureRunTimes << " = " << m_ov.m_rawChainMeasureRunTimes
1241  << "\n" << m_option_rawChain_dataOutputPeriod << " = " << m_ov.m_rawChainDataOutputPeriod
1242  << "\n" << m_option_rawChain_dataOutputFileName << " = " << m_ov.m_rawChainDataOutputFileName
1243  << "\n" << m_option_rawChain_dataOutputFileType << " = " << m_ov.m_rawChainDataOutputFileType
1244  << "\n" << m_option_rawChain_dataOutputAllowAll << " = " << m_ov.m_rawChainDataOutputAllowAll
1245  << "\n" << m_option_rawChain_dataOutputAllowedSet << " = ";
1246  for (std::set<unsigned int>::iterator setIt = m_ov.m_rawChainDataOutputAllowedSet.begin(); setIt != m_ov.m_rawChainDataOutputAllowedSet.end(); ++setIt) {
1247  os << *setIt << " ";
1248  }
1249  os
1250 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1251  << "\n" << m_option_rawChain_computeStats << " = " << m_ov.m_rawChainComputeStats
1252 #endif
1253  << "\n" << m_option_filteredChain_generate << " = " << m_ov.m_filteredChainGenerate
1254  << "\n" << m_option_filteredChain_discardedPortion << " = " << m_ov.m_filteredChainDiscardedPortion
1255  << "\n" << m_option_filteredChain_lag << " = " << m_ov.m_filteredChainLag
1256  << "\n" << m_option_filteredChain_dataOutputFileName << " = " << m_ov.m_filteredChainDataOutputFileName
1257  << "\n" << m_option_filteredChain_dataOutputFileType << " = " << m_ov.m_filteredChainDataOutputFileType
1258  << "\n" << m_option_filteredChain_dataOutputAllowAll << " = " << m_ov.m_filteredChainDataOutputAllowAll
1259  << "\n" << m_option_filteredChain_dataOutputAllowedSet << " = ";
1260  for (std::set<unsigned int>::iterator setIt = m_ov.m_filteredChainDataOutputAllowedSet.begin(); setIt != m_ov.m_filteredChainDataOutputAllowedSet.end(); ++setIt) {
1261  os << *setIt << " ";
1262  }
1263  os
1264 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1265  << "\n" << m_option_filteredChain_computeStats << " = " << m_ov.m_filteredChainComputeStats
1266 #endif
1267  << "\n" << m_option_displayCandidates << " = " << m_ov.m_displayCandidates
1268  << "\n" << m_option_putOutOfBoundsInChain << " = " << m_ov.m_putOutOfBoundsInChain
1269  << "\n" << m_option_tk_useLocalHessian << " = " << m_ov.m_tkUseLocalHessian
1270  << "\n" << m_option_tk_useNewtonComponent << " = " << m_ov.m_tkUseNewtonComponent
1271  << "\n" << m_option_dr_maxNumExtraStages << " = " << m_ov.m_drMaxNumExtraStages
1272  << "\n" << m_option_dr_listOfScalesForExtraStages << " = ";
1273  for (unsigned int i = 0; i < m_ov.m_drScalesForExtraStages.size(); ++i) {
1274  os << m_ov.m_drScalesForExtraStages[i] << " ";
1275  }
1276  os << "\n" << m_option_dr_duringAmNonAdaptiveInt << " = " << m_ov.m_drDuringAmNonAdaptiveInt
1277  << "\n" << m_option_am_keepInitialMatrix << " = " << m_ov.m_amKeepInitialMatrix
1278  << "\n" << m_option_am_initialNonAdaptInterval << " = " << m_ov.m_amInitialNonAdaptInterval
1279  << "\n" << m_option_am_adaptInterval << " = " << m_ov.m_amAdaptInterval
1280  << "\n" << m_option_am_adaptedMatrices_dataOutputPeriod << " = " << m_ov.m_amAdaptedMatricesDataOutputPeriod
1281  << "\n" << m_option_am_adaptedMatrices_dataOutputFileName << " = " << m_ov.m_amAdaptedMatricesDataOutputFileName
1282  << "\n" << m_option_am_adaptedMatrices_dataOutputFileType << " = " << m_ov.m_amAdaptedMatricesDataOutputFileType
1283  << "\n" << m_option_am_adaptedMatrices_dataOutputAllowAll << " = " << m_ov.m_amAdaptedMatricesDataOutputAllowAll
1284  << "\n" << m_option_am_adaptedMatrices_dataOutputAllowedSet << " = ";
1285  for (std::set<unsigned int>::iterator setIt = m_ov.m_amAdaptedMatricesDataOutputAllowedSet.begin(); setIt != m_ov.m_amAdaptedMatricesDataOutputAllowedSet.end(); ++setIt) {
1286  os << *setIt << " ";
1287  }
1288  os << "\n" << m_option_am_eta << " = " << m_ov.m_amEta
1289  << "\n" << m_option_am_epsilon << " = " << m_ov.m_amEpsilon
1290  << "\n" << m_option_enableBrooksGelmanConvMonitor << " = " << m_ov.m_enableBrooksGelmanConvMonitor
1291  << "\n" << m_option_BrooksGelmanLag << " = " << m_ov.m_BrooksGelmanLag
1292  << "\n" << m_option_outputLogLikelihood << " = " << m_ov.m_outputLogLikelihood
1293  << "\n" << m_option_outputLogTarget << " = " << m_ov.m_outputLogTarget
1294  << "\n" << m_option_doLogitTransform << " = " << m_ov.m_doLogitTransform
1295  << "\n" << m_option_algorithm << " = " << m_ov.m_algorithm
1296  << "\n" << m_option_tk << " = " << m_ov.m_tk
1297  << std::endl;
1298 
1299  return;
1300 }
1301 
1302 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
1303 // Private methods----------------------------------
1304 void
1305 MetropolisHastingsSGOptions::defineMyOptions(boost::program_options::options_description& optionsDesc) const
1306 {
1307  queso_deprecated();
1308 
1309  optionsDesc.add_options()
1310  (m_option_help.c_str(), "produce help msg for Bayesian Metropolis-Hastings" )
1311  (m_option_dataOutputFileName.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV ), "name of generic output file" )
1312  (m_option_dataOutputAllowAll.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV ), "allow all subEnvs write to a generic output file" )
1313  (m_option_dataOutputAllowedSet.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV ), "subEnvs that will write to generic output file" )
1314  (m_option_totallyMute.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_TOTALLY_MUTE_ODV ), "totally mute (no printout msg)" )
1315  (m_option_initialPosition_dataInputFileName.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV ), "name of input file for raw chain " )
1316  (m_option_initialPosition_dataInputFileType.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV ), "type of input file for raw chain " )
1317  (m_option_initialProposalCovMatrix_dataInputFileName.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV), "name of input file for raw chain " )
1318  (m_option_initialProposalCovMatrix_dataInputFileType.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV), "type of input file for raw chain " )
1319  (m_option_listOfDisabledParameters.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV ), "list of disabled parameters" )
1320  (m_option_rawChain_dataInputFileName.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV ), "name of input file for raw chain " )
1321  (m_option_rawChain_dataInputFileType.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV ), "type of input file for raw chain " )
1322  (m_option_rawChain_size.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_RAW_CHAIN_SIZE_ODV ), "size of raw chain" )
1323  (m_option_rawChain_generateExtra.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV ), "generate extra information about raw chain" )
1324  (m_option_rawChain_displayPeriod.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV ), "period of msg display during raw chain generation" )
1325  (m_option_rawChain_measureRunTimes.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV ), "measure run times" )
1326  (m_option_rawChain_dataOutputPeriod.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV ), "period of msg display during raw chain generation" )
1327  (m_option_rawChain_dataOutputFileName.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV ), "name of output file for raw chain " )
1328  (m_option_rawChain_dataOutputFileType.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV ), "type of output file for raw chain " )
1329  (m_option_rawChain_dataOutputAllowAll.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV ), "allow all subEnvs to write raw chain to an output file" )
1330  (m_option_rawChain_dataOutputAllowedSet.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ), "subEnvs that will write raw chain to output file" )
1331 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1332  (m_option_rawChain_computeStats.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_RAW_CHAIN_COMPUTE_STATS_ODV ), "compute statistics on raw chain" )
1333 #endif
1334  (m_option_filteredChain_generate.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV ), "generate filtered chain" )
1335  (m_option_filteredChain_discardedPortion.c_str(), boost::program_options::value<double >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV ), "initial discarded portion for chain filtering" )
1336  (m_option_filteredChain_lag.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_FILTERED_CHAIN_LAG_ODV ), "spacing for chain filtering" )
1337  (m_option_filteredChain_dataOutputFileName.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV ), "name of output file for filtered chain" )
1338  (m_option_filteredChain_dataOutputFileType.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV ), "type of output file for filtered chain" )
1339  (m_option_filteredChain_dataOutputAllowAll.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV ), "allow all subEnvs to write filt chain to an output file" )
1340  (m_option_filteredChain_dataOutputAllowedSet.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV ), "subEnvs that will write filt chain to output file" )
1341 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1342  (m_option_filteredChain_computeStats.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_FILTERED_CHAIN_COMPUTE_STATS_ODV ), "compute statistics on filtered chain" )
1343 #endif
1344  (m_option_displayCandidates.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_DISPLAY_CANDIDATES_ODV ), "display candidates in the core MH algorithm" )
1345  (m_option_putOutOfBoundsInChain.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV ), "put 'out of bound' candidates in chain as well" )
1346  (m_option_tk_useLocalHessian.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV ), "'proposal' use local Hessian" )
1347  (m_option_tk_useNewtonComponent.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV ), "'proposal' use Newton component" )
1348  (m_option_dr_maxNumExtraStages.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV ), "'dr' maximum number of extra stages" )
1349  (m_option_dr_listOfScalesForExtraStages.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV ), "'dr' scales for prop cov matrices from 2nd stage on" )
1350  (m_option_dr_duringAmNonAdaptiveInt.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV ), "'dr' used during 'am' non adaptive interval" )
1351  (m_option_am_keepInitialMatrix.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV ), "'am' keep initial (given) matrix" )
1352  (m_option_am_initialNonAdaptInterval.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV ), "'am' initial non adaptation interval" )
1353  (m_option_am_adaptInterval.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_AM_ADAPT_INTERVAL_ODV ), "'am' adaptation interval" )
1354  (m_option_am_adaptedMatrices_dataOutputPeriod.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV ), "period for outputting 'am' adapted matrices" )
1355  (m_option_am_adaptedMatrices_dataOutputFileName.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV ), "name of output file for 'am' adapted matrices" )
1356  (m_option_am_adaptedMatrices_dataOutputFileType.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV ), "type of output file for 'am' adapted matrices" )
1357  (m_option_am_adaptedMatrices_dataOutputAllowAll.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV ), "type of output file for 'am' adapted matrices" )
1358  (m_option_am_adaptedMatrices_dataOutputAllowedSet.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV ), "type of output file for 'am' adapted matrices" )
1359  (m_option_am_eta.c_str(), boost::program_options::value<double >()->default_value(UQ_MH_SG_AM_ETA_ODV ), "'am' eta" )
1360  (m_option_am_epsilon.c_str(), boost::program_options::value<double >()->default_value(UQ_MH_SG_AM_EPSILON_ODV ), "'am' epsilon" )
1361  (m_option_enableBrooksGelmanConvMonitor.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR ), "assess convergence using Brooks-Gelman metric" )
1362  (m_option_BrooksGelmanLag.c_str(), boost::program_options::value<unsigned int>()->default_value(UQ_MH_SG_BROOKS_GELMAN_LAG ), "number of chain positions before starting to compute metric")
1363  (m_option_outputLogLikelihood.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD ), "flag to toggle output of log likelihood values" )
1364  (m_option_outputLogTarget.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_OUTPUT_LOG_TARGET ), "flag to toggle output of log target values" )
1365  (m_option_doLogitTransform.c_str(), boost::program_options::value<bool >()->default_value(UQ_MH_SG_DO_LOGIT_TRANSFORM ), "flag to toggle logit transform for bounded domains" )
1366  (m_option_algorithm.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_ALGORITHM ), "which mcmc algorithm to use" )
1367  (m_option_tk.c_str(), boost::program_options::value<std::string >()->default_value(UQ_MH_SG_TK ), "which mcmc tk to use" )
1368  ;
1369 
1370  return;
1371 }
1372 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
1373 
1374 #ifndef DISABLE_BOOST_PROGRAM_OPTIONS
1375 // -------------------------------------------------
1376 void
1377 MetropolisHastingsSGOptions::getMyOptionValues(boost::program_options::options_description& optionsDesc)
1378 {
1379  queso_deprecated();
1380 
1381  if (m_env.allOptionsMap().count(m_option_help)) {
1382  if ((m_env.subDisplayFile()) &&
1383  (m_ov.m_totallyMute == false)) {
1384  *m_env.subDisplayFile() << optionsDesc
1385  << std::endl;
1386  }
1387  }
1388 
1389  if (m_env.allOptionsMap().count(m_option_dataOutputFileName)) {
1390  m_ov.m_dataOutputFileName = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_dataOutputFileName]).as<std::string>();
1391  }
1392 
1393  if (m_env.allOptionsMap().count(m_option_dataOutputAllowAll.c_str())) {
1394  m_ov.m_dataOutputAllowAll = m_env.allOptionsMap()[m_option_dataOutputAllowAll].as<bool>();
1395  }
1396 
1397  if (m_ov.m_dataOutputAllowAll) {
1398  m_ov.m_dataOutputAllowedSet.insert(m_env.subId());
1399  }
1400  else if (m_env.allOptionsMap().count(m_option_dataOutputAllowedSet)) {
1401  m_ov.m_dataOutputAllowedSet.clear();
1402  std::vector<double> tmpAllow(0,0.);
1403  std::string inputString = m_env.allOptionsMap()[m_option_dataOutputAllowedSet].as<std::string>();
1404  MiscReadDoublesFromString(inputString,tmpAllow);
1405 
1406  if (tmpAllow.size() > 0) {
1407  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
1408  m_ov.m_dataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
1409  }
1410  }
1411  }
1412 
1413  if (m_env.allOptionsMap().count(m_option_totallyMute)) {
1414  m_ov.m_totallyMute = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_totallyMute]).as<bool>();
1415  }
1416 
1417  if (m_env.allOptionsMap().count(m_option_initialPosition_dataInputFileName)) {
1418  m_ov.m_initialPositionDataInputFileName = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_initialPosition_dataInputFileName]).as<std::string>();
1419  }
1420 
1421  if (m_env.allOptionsMap().count(m_option_initialPosition_dataInputFileType)) {
1422  m_ov.m_initialPositionDataInputFileType = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_initialPosition_dataInputFileType]).as<std::string>();
1423  }
1424 
1425  if (m_env.allOptionsMap().count(m_option_initialProposalCovMatrix_dataInputFileName)) {
1426  m_ov.m_initialProposalCovMatrixDataInputFileName = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_initialProposalCovMatrix_dataInputFileName]).as<std::string>();
1427  }
1428 
1429  if (m_env.allOptionsMap().count(m_option_initialProposalCovMatrix_dataInputFileType)) {
1430  m_ov.m_initialProposalCovMatrixDataInputFileType = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_initialProposalCovMatrix_dataInputFileType]).as<std::string>();
1431  }
1432 
1433  if (m_env.allOptionsMap().count(m_option_listOfDisabledParameters)) {
1434  m_ov.m_parameterDisabledSet.clear();
1435  std::vector<double> tmpAllow(0,0.);
1436  std::string inputString = m_env.allOptionsMap()[m_option_listOfDisabledParameters].as<std::string>();
1437  MiscReadDoublesFromString(inputString,tmpAllow);
1438  if (tmpAllow.size() > 0) {
1439  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
1440  m_ov.m_parameterDisabledSet.insert((unsigned int) tmpAllow[i]);
1441  }
1442  }
1443  }
1444 
1445  if (m_env.allOptionsMap().count(m_option_rawChain_dataInputFileName)) {
1446  m_ov.m_rawChainDataInputFileName = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataInputFileName]).as<std::string>();
1447  }
1448 
1449  if (m_env.allOptionsMap().count(m_option_rawChain_dataInputFileType)) {
1450  m_ov.m_rawChainDataInputFileType = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataInputFileType]).as<std::string>();
1451  }
1452 
1453  if (m_env.allOptionsMap().count(m_option_rawChain_size)) {
1454  m_ov.m_rawChainSize = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_size]).as<unsigned int>();
1455  }
1456 
1457  if (m_env.allOptionsMap().count(m_option_rawChain_displayPeriod)) {
1458  m_ov.m_rawChainDisplayPeriod = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_displayPeriod]).as<unsigned int>();
1459  }
1460 
1461  if (m_env.allOptionsMap().count(m_option_rawChain_measureRunTimes)) {
1462  m_ov.m_rawChainMeasureRunTimes = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_measureRunTimes]).as<bool>();
1463  }
1464 
1465  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputPeriod)) {
1466  m_ov.m_rawChainDataOutputPeriod = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputPeriod]).as<unsigned int>();
1467  }
1468 
1469  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputFileName)) {
1470  m_ov.m_rawChainDataOutputFileName = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputFileName]).as<std::string>();
1471  }
1472 
1473  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputFileType)) {
1474  m_ov.m_rawChainDataOutputFileType = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_dataOutputFileType]).as<std::string>();
1475  }
1476 
1477  if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputAllowAll.c_str())) {
1478  m_ov.m_rawChainDataOutputAllowAll = m_env.allOptionsMap()[m_option_rawChain_dataOutputAllowAll].as<bool>();
1479  }
1480 
1481  if (m_ov.m_rawChainDataOutputAllowAll) {
1482  m_ov.m_rawChainDataOutputAllowedSet.insert(m_env.subId());
1483  }
1484  else if (m_env.allOptionsMap().count(m_option_rawChain_dataOutputAllowedSet)) {
1485  m_ov.m_rawChainDataOutputAllowedSet.clear();
1486  std::vector<double> tmpAllow(0,0.);
1487  std::string inputString = m_env.allOptionsMap()[m_option_rawChain_dataOutputAllowedSet].as<std::string>();
1488  MiscReadDoublesFromString(inputString,tmpAllow);
1489 
1490  if (tmpAllow.size() > 0) {
1491  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
1492  m_ov.m_rawChainDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
1493  }
1494  }
1495  }
1496 
1497 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1498  if (m_env.allOptionsMap().count(m_option_rawChain_computeStats)) {
1499  m_ov.m_rawChainComputeStats = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_computeStats]).as<bool>();
1500  }
1501 #endif
1502  if (m_env.allOptionsMap().count(m_option_rawChain_generateExtra)) {
1503  m_ov.m_rawChainGenerateExtra = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_rawChain_generateExtra]).as<bool>();
1504  }
1505 
1506  if (m_env.allOptionsMap().count(m_option_filteredChain_generate)) {
1507  m_ov.m_filteredChainGenerate = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_generate]).as<bool>();
1508  }
1509 
1510  if (m_env.allOptionsMap().count(m_option_filteredChain_discardedPortion)) {
1511  m_ov.m_filteredChainDiscardedPortion = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_discardedPortion]).as<double>();
1512  }
1513 
1514  if (m_env.allOptionsMap().count(m_option_filteredChain_lag)) {
1515  m_ov.m_filteredChainLag = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_lag]).as<unsigned int>();
1516  }
1517  if ((m_ov.m_filteredChainGenerate == true) &&
1518  (m_ov.m_filteredChainLag < 2 )) {
1519  std::cerr << "WARNING In MetropolisHastingsSG<P_V,P_M>::getMyOptionsValues()"
1520  << ", worldRank " << m_env.worldRank()
1521  << ", fullRank " << m_env.fullRank()
1522  << ", subEnvironment " << m_env.subId()
1523  << ", subRank " << m_env.subRank()
1524  << ", inter0Rank " << m_env.inter0Rank()
1525  << ": forcing the value of '" << m_option_filteredChain_lag
1526  << "' from " << m_ov.m_filteredChainLag
1527  << " to " << 2
1528  << std::endl;
1529  m_ov.m_filteredChainLag = 2;
1530  }
1531 
1532  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputFileName)) {
1533  m_ov.m_filteredChainDataOutputFileName = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_dataOutputFileName]).as<std::string>();
1534  }
1535 
1536  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputFileType)) {
1537  m_ov.m_filteredChainDataOutputFileType = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_dataOutputFileType]).as<std::string>();
1538  }
1539 
1540  if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputAllowAll.c_str())) {
1541  m_ov.m_filteredChainDataOutputAllowAll = m_env.allOptionsMap()[m_option_filteredChain_dataOutputAllowAll].as<bool>();
1542  }
1543 
1544  if (m_ov.m_filteredChainDataOutputAllowAll) {
1545  m_ov.m_filteredChainDataOutputAllowedSet.insert(m_env.subId());
1546  }
1547  else if (m_env.allOptionsMap().count(m_option_filteredChain_dataOutputAllowedSet)) {
1548  m_ov.m_filteredChainDataOutputAllowedSet.clear();
1549  std::vector<double> tmpAllow(0,0.);
1550  std::string inputString = m_env.allOptionsMap()[m_option_filteredChain_dataOutputAllowedSet].as<std::string>();
1551  MiscReadDoublesFromString(inputString,tmpAllow);
1552 
1553  if (tmpAllow.size() > 0) {
1554  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
1555  m_ov.m_filteredChainDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
1556  }
1557  }
1558  }
1559 
1560 #ifdef QUESO_USES_SEQUENCE_STATISTICAL_OPTIONS
1561  if (m_env.allOptionsMap().count(m_option_filteredChain_computeStats)) {
1562  m_ov.m_filteredChainComputeStats = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_filteredChain_computeStats]).as<bool>();
1563  }
1564 #endif
1565  if (m_env.allOptionsMap().count(m_option_displayCandidates)) {
1566  m_ov.m_displayCandidates = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_displayCandidates]).as<bool>();
1567  }
1568 
1569  if (m_env.allOptionsMap().count(m_option_putOutOfBoundsInChain)) {
1570  m_ov.m_putOutOfBoundsInChain = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_putOutOfBoundsInChain]).as<bool>();
1571  }
1572 
1573  if (m_env.allOptionsMap().count(m_option_tk_useLocalHessian)) {
1574  m_ov.m_tkUseLocalHessian = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_tk_useLocalHessian]).as<bool>();
1575  }
1576 
1577  if (m_env.allOptionsMap().count(m_option_tk_useNewtonComponent)) {
1578  m_ov.m_tkUseNewtonComponent = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_tk_useNewtonComponent]).as<bool>();
1579  }
1580 
1581  if (m_env.allOptionsMap().count(m_option_dr_maxNumExtraStages)) {
1582  m_ov.m_drMaxNumExtraStages = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_dr_maxNumExtraStages]).as<unsigned int>();
1583  }
1584 
1585  std::vector<double> tmpScales(0,0.);
1586  if (m_env.allOptionsMap().count(m_option_dr_listOfScalesForExtraStages)) {
1587  std::string inputString = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_dr_listOfScalesForExtraStages]).as<std::string>();
1588  MiscReadDoublesFromString(inputString,tmpScales);
1589  //if (m_env.subDisplayFile()) {
1590  // *m_env.subDisplayFile() << "In MetropolisHastingsSG<P_V,P_M>::getMyOptionValues(): scales =";
1591  // for (unsigned int i = 0; i < tmpScales.size(); ++i) {
1592  // *m_env.subDisplayFile() << " " << tmpScales[i];
1593  // }
1594  // *m_env.subDisplayFile() << std::endl;
1595  //}
1596  }
1597 
1598  if (m_ov.m_drMaxNumExtraStages > 0) {
1599  double scale = 1.0;
1600  unsigned int tmpSize = tmpScales.size();
1601 
1602  m_ov.m_drScalesForExtraStages.clear();
1603  m_ov.m_drScalesForExtraStages.resize(m_ov.m_drMaxNumExtraStages,1.);
1604  for (unsigned int i = 0; i < m_ov.m_drMaxNumExtraStages; ++i) {
1605  if (i < tmpSize) scale = tmpScales[i];
1606  m_ov.m_drScalesForExtraStages[i] = scale;
1607  }
1608  //updateTK();
1609  }
1610 
1611  if (m_env.allOptionsMap().count(m_option_dr_duringAmNonAdaptiveInt)) {
1612  m_ov.m_drDuringAmNonAdaptiveInt = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_dr_duringAmNonAdaptiveInt]).as<bool>();
1613  }
1614 
1615  if (m_env.allOptionsMap().count(m_option_am_keepInitialMatrix)) {
1616  m_ov.m_amKeepInitialMatrix = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_keepInitialMatrix]).as<bool>();
1617  }
1618 
1619  if (m_env.allOptionsMap().count(m_option_am_initialNonAdaptInterval)) {
1620  m_ov.m_amInitialNonAdaptInterval = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_initialNonAdaptInterval]).as<unsigned int>();
1621  }
1622 
1623  if (m_env.allOptionsMap().count(m_option_am_adaptInterval)) {
1624  m_ov.m_amAdaptInterval = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_adaptInterval]).as<unsigned int>();
1625  }
1626 
1627  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputPeriod)) {
1628  m_ov.m_amAdaptedMatricesDataOutputPeriod = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputPeriod]).as<unsigned int>();
1629  }
1630 
1631  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputFileName)) {
1632  m_ov.m_amAdaptedMatricesDataOutputFileName = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputFileName]).as<std::string>();
1633  }
1634 
1635  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputFileType)) {
1636  m_ov.m_amAdaptedMatricesDataOutputFileType = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputFileType]).as<std::string>();
1637  }
1638 
1639  if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputAllowAll.c_str())) {
1640  m_ov.m_amAdaptedMatricesDataOutputAllowAll = m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputAllowAll].as<bool>();
1641  }
1642 
1643  if (m_ov.m_amAdaptedMatricesDataOutputAllowAll) {
1644  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.insert(m_env.subId());
1645  }
1646  else if (m_env.allOptionsMap().count(m_option_am_adaptedMatrices_dataOutputAllowedSet)) {
1647  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.clear();
1648  std::vector<double> tmpAllow(0,0.);
1649  std::string inputString = m_env.allOptionsMap()[m_option_am_adaptedMatrices_dataOutputAllowedSet].as<std::string>();
1650  MiscReadDoublesFromString(inputString,tmpAllow);
1651 
1652  if (tmpAllow.size() > 0) {
1653  for (unsigned int i = 0; i < tmpAllow.size(); ++i) {
1654  m_ov.m_amAdaptedMatricesDataOutputAllowedSet.insert((unsigned int) tmpAllow[i]);
1655  }
1656  }
1657  }
1658 
1659  if (m_env.allOptionsMap().count(m_option_am_eta)) {
1660  m_ov.m_amEta = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_eta]).as<double>();
1661  }
1662 
1663  if (m_env.allOptionsMap().count(m_option_am_epsilon)) {
1664  m_ov.m_amEpsilon = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_am_epsilon]).as<double>();
1665  }
1666 
1667  if (m_env.allOptionsMap().count(m_option_enableBrooksGelmanConvMonitor)) {
1668  m_ov.m_enableBrooksGelmanConvMonitor = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_enableBrooksGelmanConvMonitor]).as<unsigned int>();
1669  }
1670 
1671  if (m_env.allOptionsMap().count(m_option_BrooksGelmanLag)) {
1672  m_ov.m_BrooksGelmanLag = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_BrooksGelmanLag]).as<unsigned int>();
1673  }
1674 
1675  if (m_env.allOptionsMap().count(m_option_outputLogLikelihood)) {
1676  m_ov.m_outputLogLikelihood = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_outputLogLikelihood]).as<bool>();
1677  }
1678 
1679  if (m_env.allOptionsMap().count(m_option_outputLogTarget)) {
1680  m_ov.m_outputLogTarget = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_outputLogTarget]).as<bool>();
1681  }
1682 
1683  if (m_env.allOptionsMap().count(m_option_doLogitTransform)) {
1684  m_ov.m_doLogitTransform = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_doLogitTransform]).as<bool>();
1685  }
1686 
1687  if (m_env.allOptionsMap().count(m_option_algorithm)) {
1688  m_ov.m_algorithm = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_algorithm]).as<std::string>();
1689  }
1690 
1691  if (m_env.allOptionsMap().count(m_option_tk)) {
1692  m_ov.m_tk = ((const boost::program_options::variable_value&) m_env.allOptionsMap()[m_option_tk]).as<std::string>();
1693  }
1694 }
1695 #endif // DISABLE_BOOST_PROGRAM_OPTIONS
1696 
1697 // --------------------------------------------------
1698 // Operator declared outside class definition ------
1699 // --------------------------------------------------
1700 
1701 std::ostream& operator<<(std::ostream& os, const MetropolisHastingsSGOptions& obj)
1702 {
1703  queso_deprecated();
1704 
1705  obj.print(os);
1706 
1707  return os;
1708 }
1709 
1710 } // End namespace QUESO
UQ_MH_SG_TOTALLY_MUTE_ODV
#define UQ_MH_SG_TOTALLY_MUTE_ODV
Definition: MetropolisHastingsSGOptions.h:47
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:63
QUESO::MhOptionsValues::operator=
MhOptionsValues & operator=(const MhOptionsValues &rhs)
Assignment operator; it copies rhs to this.
Definition: MetropolisHastingsSGOptions.C:568
QUESO::MLSamplingLevelOptions::m_filteredChainDiscardedPortion
double m_filteredChainDiscardedPortion
Initial discarded portion for chain filtering.
Definition: MLSamplingLevelOptions.h:274
QUESO::MhOptionsValues::m_filteredChainDiscardedPortion
double m_filteredChainDiscardedPortion
What initial fraction of the filtered chain is discarded.
Definition: MetropolisHastingsSGOptions.h:355
QUESO::MhOptionsValues::~MhOptionsValues
virtual ~MhOptionsValues()
Destructor.
Definition: MetropolisHastingsSGOptions.C:563
QUESO::MhOptionsValues::m_drScalesForExtraStages
std::vector< double > m_drScalesForExtraStages
The vector of scale factors for the proposal covariance matrix to use for delayed rejection...
Definition: MetropolisHastingsSGOptions.h:469
QUESO::MhOptionsValues::m_displayCandidates
bool m_displayCandidates
Toggle to tell QUESO whether or not to write proposal (candidate) state to output file...
Definition: MetropolisHastingsSGOptions.h:396
QUESO::MhOptionsValues::m_rawChainDataOutputFileName
std::string m_rawChainDataOutputFileName
If not &quot;.&quot;, filename to write the Markov chain to.
Definition: MetropolisHastingsSGOptions.h:298
UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
#define UQ_MH_SG_RAW_CHAIN_GENERATE_EXTRA_ODV
Definition: MetropolisHastingsSGOptions.h:56
QUESO::MhOptionsValues::m_totallyMute
bool m_totallyMute
If true, zero output is written to files. Default is false.
Definition: MetropolisHastingsSGOptions.h:201
QUESO::MhOptionsValues::m_putOutOfBoundsInChain
bool m_putOutOfBoundsInChain
Flag to tell QUESO how chains should be upon generating a proposal that is out of the problem domain...
Definition: MetropolisHastingsSGOptions.h:411
QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
This option is a no-op. The default is the empty set.
Definition: MetropolisHastingsSGOptions.h:547
QUESO::MhOptionsValues::m_option_rawChain_dataInputFileType
std::string m_option_rawChain_dataInputFileType
Option name for MhOptionsValues::m_rawChainDataInputFileType. Option name is m_prefix + &quot;mh_rawChain_...
Definition: MetropolisHastingsSGOptions.h:648
QUESO::MLSamplingLevelOptions::m_amEta
double m_amEta
&#39;am&#39; eta.
Definition: MLSamplingLevelOptions.h:348
QUESO::MLSamplingLevelOptions::m_drDuringAmNonAdaptiveInt
bool m_drDuringAmNonAdaptiveInt
Whether or not &#39;dr&#39; is used during &#39;am&#39; non adaptive interval.
Definition: MLSamplingLevelOptions.h:318
QUESO::MetropolisHastingsSGOptions::m_ov
MhOptionsValues m_ov
This class is where the actual options are stored.
Definition: MetropolisHastingsSGOptions.h:801
QUESO::MLSamplingLevelOptions::m_filteredChainGenerate
bool m_filteredChainGenerate
Whether or not to generate filtered chain.
Definition: MLSamplingLevelOptions.h:271
QUESO::MhOptionsValues::m_option_initialProposalCovMatrix_dataInputFileName
std::string m_option_initialProposalCovMatrix_dataInputFileName
Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileName. Option name is m_prefix...
Definition: MetropolisHastingsSGOptions.h:640
QUESO::MhOptionsValues::m_rawChainDataOutputPeriod
unsigned int m_rawChainDataOutputPeriod
The frequency with which to write chain output. Defaults to 0.
Definition: MetropolisHastingsSGOptions.h:287
QUESO::MLSamplingLevelOptions::m_amEpsilon
double m_amEpsilon
&#39;am&#39; epsilon.
Definition: MLSamplingLevelOptions.h:351
QUESO::MLSamplingLevelOptions::m_rawChainGenerateExtra
bool m_rawChainGenerateExtra
Generate extra information about raw chain.
Definition: MLSamplingLevelOptions.h:237
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:60
QUESO::BaseEnvironment::worldRank
int worldRank() const
Returns the process world rank.
Definition: Environment.C:262
QUESO::MhOptionsValues::m_filteredChainDataOutputFileName
std::string m_filteredChainDataOutputFileName
If not &quot;.&quot;, file name to save the filtered chain to. Default is &quot;.&quot;.
Definition: MetropolisHastingsSGOptions.h:371
QUESO::MhOptionsValues::m_option_rawChain_measureRunTimes
std::string m_option_rawChain_measureRunTimes
Option name for MhOptionsValues::m_rawChainMeasureRunTimes. Option name is m_prefix + &quot;mh_rawChain_me...
Definition: MetropolisHastingsSGOptions.h:656
QUESO::MhOptionsValues::m_rawChainDataOutputFileType
std::string m_rawChainDataOutputFileType
The filetype of m_rawChainDataOutputFileName.
Definition: MetropolisHastingsSGOptions.h:318
UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
#define UQ_MH_SG_RAW_CHAIN_MEASURE_RUN_TIMES_ODV
Definition: MetropolisHastingsSGOptions.h:58
UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV
#define UQ_MH_SG_LIST_OF_DISABLED_PARAMETERS_ODV
Definition: MetropolisHastingsSGOptions.h:52
QUESO::MhOptionsValues::m_drDuringAmNonAdaptiveInt
bool m_drDuringAmNonAdaptiveInt
Do delayed rejection during the initial non-adaptive part of sampling?
Definition: MetropolisHastingsSGOptions.h:491
UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
#define UQ_MH_SG_TK_USE_LOCAL_HESSIAN_ODV
Definition: MetropolisHastingsSGOptions.h:79
QUESO::MhOptionsValues::checkOptions
void checkOptions(const BaseEnvironment *env)
Definition: MetropolisHastingsSGOptions.C:575
QUESO::BaseEnvironment::input
const GetPot & input() const
The GetPot input file parser.
Definition: Environment.C:1148
QUESO::BaseEnvironment::subDisplayFile
std::ofstream * subDisplayFile() const
Access function for m_subDisplayFile (displays file on stream).
Definition: Environment.C:320
QUESO::MhOptionsValues::m_option_listOfDisabledParameters
std::string m_option_listOfDisabledParameters
Option name for MhOptionsValues::m_parameterDisabledSet. Option name is m_prefix + &quot;mh_listOfDisabled...
Definition: MetropolisHastingsSGOptions.h:644
queso_require_greater_equal_msg
#define queso_require_greater_equal_msg(expr1, expr2, msg)
Definition: asserts.h:78
QUESO::MetropolisHastingsSGOptions::m_option_am_eta
std::string m_option_am_eta
See MhOptionsValues::m_amEta.
Definition: MetropolisHastingsSGOptions.h:878
QUESO::MhOptionsValues::m_option_BrooksGelmanLag
std::string m_option_BrooksGelmanLag
Option name for MhOptionsValues::m_BrooksGelmanLag. Option name is m_prefix + &quot;mh_BrooksGelmanLag&quot;.
Definition: MetropolisHastingsSGOptions.h:728
QUESO::MhOptionsValues::m_initialPositionDataInputFileName
std::string m_initialPositionDataInputFileName
If not &quot;.&quot;, reads the contents of the file and uses that to start the MCMC. Default is &quot;...
Definition: MetropolisHastingsSGOptions.h:207
QUESO::BaseEnvironment::subRank
int subRank() const
Access function for sub-rank.
Definition: Environment.C:287
QUESO::MhOptionsValues::m_option_dr_listOfScalesForExtraStages
std::string m_option_dr_listOfScalesForExtraStages
Option name for MhOptionsValues::m_drScalesForExtraStages. Option name is m_prefix + &quot;mh_dr_listOfSca...
Definition: MetropolisHastingsSGOptions.h:700
QUESO::MhOptionsValues::m_BrooksGelmanLag
unsigned int m_BrooksGelmanLag
The lag with which to compute the Brooks-Gelman convergence statistic.
Definition: MetropolisHastingsSGOptions.h:598
QUESO::MLSamplingLevelOptions::m_putOutOfBoundsInChain
bool m_putOutOfBoundsInChain
Put &#39;out of bound&#39; candidates in chain as well.
Definition: MLSamplingLevelOptions.h:302
QUESO::MLSamplingLevelOptions::m_initialProposalCovMatrixDataInputFileType
std::string m_initialProposalCovMatrixDataInputFileType
Type of input file for initial proposal covariance matrix.
Definition: MLSamplingLevelOptions.h:215
QUESO::BaseEnvironment::optionsInputFileName
std::string optionsInputFileName() const
Access to the attribute m_optionsInputFileName, which stores the name of the input file passed by the...
Definition: Environment.C:353
QUESO::MLSamplingLevelOptions::m_dataOutputFileName
std::string m_dataOutputFileName
Name of generic output file.
Definition: MLSamplingLevelOptions.h:163
QUESO::MLSamplingLevelOptions::m_tk
std::string m_tk
Which transition kernel to use for sampling.
Definition: MLSamplingLevelOptions.h:360
UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV
#define UQ_MH_SG_DR_MAX_NUM_EXTRA_STAGES_ODV
Definition: MetropolisHastingsSGOptions.h:81
QUESO::MhOptionsValues::m_option_putOutOfBoundsInChain
std::string m_option_putOutOfBoundsInChain
Option name for MhOptionsValues::m_putOutOfBoundsInChain. Option name is m_prefix + &quot;mh_putOutOfBound...
Definition: MetropolisHastingsSGOptions.h:692
UQ_MH_SG_OUTPUT_LOG_TARGET
#define UQ_MH_SG_OUTPUT_LOG_TARGET
Definition: MetropolisHastingsSGOptions.h:97
UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:53
UQ_MH_SG_AM_ADAPT_INTERVAL_ODV
#define UQ_MH_SG_AM_ADAPT_INTERVAL_ODV
Definition: MetropolisHastingsSGOptions.h:86
QUESO::MetropolisHastingsSGOptions
This class reads the options for the Metropolis-Hastings generator of samples from an input file...
Definition: MetropolisHastingsSGOptions.h:772
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:61
QUESO::MhOptionsValues::m_outputLogTarget
bool m_outputLogTarget
Flag for deciding whether or not to dump log target values in output Default is true.
Definition: MetropolisHastingsSGOptions.h:604
QUESO::BaseEnvironment
This (virtual) class sets up the environment underlying the use of the QUESO library by an executable...
Definition: Environment.h:197
QUESO::MhOptionsValues::m_option_totallyMute
std::string m_option_totallyMute
Option name for MhOptionsValues::m_totallyMute. Option name is m_prefix + &quot;mh_totallyMute&quot;.
Definition: MetropolisHastingsSGOptions.h:634
QUESO::MhOptionsValues::m_rawChainDisplayPeriod
unsigned int m_rawChainDisplayPeriod
The frequency with which to output diagnostic information.
Definition: MetropolisHastingsSGOptions.h:267
scale
double scale
Definition: ann2fig.cpp:85
UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV
#define UQ_MH_SG_DR_LIST_OF_SCALES_FOR_EXTRA_STAGES_ODV
Definition: MetropolisHastingsSGOptions.h:82
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:59
QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileName
std::string m_initialProposalCovMatrixDataInputFileName
If not &quot;.&quot;, reads the contents of the file as the initial proposal covariance matrix.
Definition: MetropolisHastingsSGOptions.h:222
UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
#define UQ_MH_SG_FILTERED_CHAIN_LAG_ODV
Definition: MetropolisHastingsSGOptions.h:69
QUESO::MetropolisHastingsSGOptions::m_option_am_epsilon
std::string m_option_am_epsilon
See MhOptionsValues::m_amEpsilon.
Definition: MetropolisHastingsSGOptions.h:880
QUESO::MhOptionsValues::m_option_am_eta
std::string m_option_am_eta
Option name for MhOptionsValues::m_amEta. Option name is m_prefix + &quot;mh_am_eta&quot;.
Definition: MetropolisHastingsSGOptions.h:721
QUESO::MhOptionsValues::m_enableBrooksGelmanConvMonitor
unsigned int m_enableBrooksGelmanConvMonitor
The frequency with which to compute the Brooks-Gelman convergence statistic.
Definition: MetropolisHastingsSGOptions.h:588
QUESO::BaseEnvironment::inter0Rank
int inter0Rank() const
Returns the process inter0 rank.
Definition: Environment.C:307
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputAllowedSet
std::set< unsigned int > m_rawChainDataOutputAllowedSet
subEnvs that will write to output file for raw chain.
Definition: MLSamplingLevelOptions.h:261
QUESO::MhOptionsValues::m_option_rawChain_displayPeriod
std::string m_option_rawChain_displayPeriod
Option name for MhOptionsValues::m_rawChainDisplayPeriod. Option name is m_prefix + &quot;mh_rawChain_disp...
Definition: MetropolisHastingsSGOptions.h:654
QUESO::MhOptionsValues::m_option_tk
std::string m_option_tk
Option name for MhOptionsValues::m_tk. Option name is m_prefix + &quot;mh_tk&quot;.
Definition: MetropolisHastingsSGOptions.h:739
QUESO::MhOptionsValues::m_option_algorithm
std::string m_option_algorithm
Option name for MhOptionsValues::m_algorithm. Option name is m_prefix + &quot;mh_algorithm&quot;.
Definition: MetropolisHastingsSGOptions.h:737
QUESO::MhOptionsValues::m_option_filteredChain_generate
std::string m_option_filteredChain_generate
Option name for MhOptionsValues::m_filteredChainGenerate. Option name is m_prefix + &quot;mh_filteredChain...
Definition: MetropolisHastingsSGOptions.h:672
QUESO::MLSamplingLevelOptions::m_rawChainSize
unsigned int m_rawChainSize
Size of raw chain.
Definition: MLSamplingLevelOptions.h:234
QUESO::MLSamplingLevelOptions::m_initialPositionDataInputFileType
std::string m_initialPositionDataInputFileType
Type of input file for initial position.
Definition: MLSamplingLevelOptions.h:209
QUESO::MhOptionsValues::m_tkUseLocalHessian
bool m_tkUseLocalHessian
Flag to tell QUESO whether or not to use Hessian information for the proposal covariance matrix...
Definition: MetropolisHastingsSGOptions.h:437
QUESO::MLSamplingLevelOptions::m_filteredChainLag
unsigned int m_filteredChainLag
Spacing for chain filtering.
Definition: MLSamplingLevelOptions.h:277
QUESO::MhOptionsValues::m_dataOutputFileName
std::string m_dataOutputFileName
The base name of output files where the chain (and related information) will be written.
Definition: MetropolisHastingsSGOptions.h:183
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputAllowedSet
std::set< unsigned int > m_amAdaptedMatricesDataOutputAllowedSet
subEnvs that will write to output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:342
QUESO::MhOptionsValues::m_option_am_adaptedMatrices_dataOutputFileType
std::string m_option_am_adaptedMatrices_dataOutputFileType
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileType. Option name is m_prefix + &quot;mh...
Definition: MetropolisHastingsSGOptions.h:714
GetPot::vector_variable_size
unsigned vector_variable_size(const char *VarName) const
Definition: getpot.h:2532
QUESO::MhOptionsValues::m_filteredChainDataOutputAllowAll
bool m_filteredChainDataOutputAllowAll
Toggle for whether or not to allow all processes to write filtered Markov chain output to a file...
Definition: MetropolisHastingsSGOptions.h:386
QUESO::BoostInputOptionsParser::getOption
void getOption(std::string &name, T &value)
Get option name from the parser and set value to the parsed value.
Definition: BoostInputOptionsParser.C:106
QUESO::MhOptionsValues::m_parameterDisabledSet
std::set< unsigned int > m_parameterDisabledSet
Set of parameters that don&#39;t get sampled.
Definition: MetropolisHastingsSGOptions.h:231
QUESO::MhOptionsValues::m_filteredChainGenerate
bool m_filteredChainGenerate
Toggle the option to save a filtered chain.
Definition: MetropolisHastingsSGOptions.h:346
QUESO::MLSamplingLevelOptions::m_dataOutputAllowAll
bool m_dataOutputAllowAll
subEnvs that will write to generic output file.
Definition: MLSamplingLevelOptions.h:166
queso_require_equal_to_msg
#define queso_require_equal_to_msg(expr1, expr2, msg)
Definition: asserts.h:73
QUESO::MLSamplingLevelOptions::m_doLogitTransform
bool m_doLogitTransform
Whether or not a logit transform will be done for bounded domains.
Definition: MLSamplingLevelOptions.h:354
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputFileType
std::string m_amAdaptedMatricesDataOutputFileType
Type of output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:336
QUESO::BaseEnvironment::allOptionsMap
boost::program_options::variables_map & allOptionsMap() const
Definition: Environment.C:385
QUESO::MiscReadDoublesFromString
void MiscReadDoublesFromString(const std::string &inputString, std::vector< double > &outputDoubles)
Definition: Miscellaneous.C:40
QUESO::MhOptionsValues::m_option_help
std::string m_option_help
Option name for MhOptionsValues::m_help. Option name is m_prefix + &quot;mh_help&quot;.
Definition: MetropolisHastingsSGOptions.h:624
QUESO::MhOptionsValues::m_option_rawChain_dataOutputAllowedSet
std::string m_option_rawChain_dataOutputAllowedSet
Option name for MhOptionsValues::m_rawChainDataOutputAllowedSet. Option name is m_prefix + &quot;mh_rawCha...
Definition: MetropolisHastingsSGOptions.h:666
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std::string m_option_enableBrooksGelmanConvMonitor
Option name for MhOptionsValues::m_enableBrooksGelmanConvMonitor. Option name is m_prefix + &quot;mh_enabl...
Definition: MetropolisHastingsSGOptions.h:726
QUESO::MhOptionsValues::m_option_outputLogTarget
std::string m_option_outputLogTarget
Option name for MhOptionsValues::m_outputLogTarget. Option name is m_prefix + &quot;mh_outputLogTarget&quot;.
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UQ_MH_SG_ALGORITHM
#define UQ_MH_SG_ALGORITHM
Definition: MetropolisHastingsSGOptions.h:99
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:72
UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DISCARDED_PORTION_ODV
Definition: MetropolisHastingsSGOptions.h:68
QUESO::MetropolisHastingsSGOptions::getMyOptionValues
void getMyOptionValues(boost::program_options::options_description &optionsDesc)
Gets the sequence options defined to the Metropolis-Hastings algorithm.
Definition: MetropolisHastingsSGOptions.C:1377
UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:51
QUESO::MLSamplingLevelOptions::m_tkUseNewtonComponent
bool m_tkUseNewtonComponent
Whether or not &#39;proposal&#39; uses Newton component.
Definition: MLSamplingLevelOptions.h:308
UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV
#define UQ_MH_SG_DR_DURING_AM_NON_ADAPTIVE_INT_ODV
Definition: MetropolisHastingsSGOptions.h:83
QUESO::BaseEnvironment::subId
unsigned int subId() const
Access function to the number of each sub-environment Id: m_subId.
Definition: Environment.C:341
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:89
QUESO::MhOptionsValues::m_option_am_adaptedMatrices_dataOutputAllowAll
std::string m_option_am_adaptedMatrices_dataOutputAllowAll
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll. Option name is m_prefix + &quot;mh...
Definition: MetropolisHastingsSGOptions.h:716
QUESO::MLSamplingLevelOptions::m_rawChainMeasureRunTimes
bool m_rawChainMeasureRunTimes
Whether or not to measure run times.
Definition: MLSamplingLevelOptions.h:243
QUESO::MhOptionsValues::m_rawChainDataInputFileType
std::string m_rawChainDataInputFileType
The filetype of m_rawChainDataInputFileName. Only &quot;m&quot; (matlab) is currently supported. Default is &quot;m&quot;.
Definition: MetropolisHastingsSGOptions.h:245
QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileName
std::string m_amAdaptedMatricesDataOutputFileName
If not &quot;.&quot;, this is the file to write adapted proposal covariance matrices to. Default is &quot;...
Definition: MetropolisHastingsSGOptions.h:538
UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
#define UQ_MH_SG_RAW_CHAIN_DISPLAY_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:57
QUESO::MhOptionsValues::m_option_dataOutputFileName
std::string m_option_dataOutputFileName
Option name for MhOptionsValues::m_dataOutputFileName. Option name is m_prefix + &quot;mh_dataOutputFileNa...
Definition: MetropolisHastingsSGOptions.h:627
QUESO::MhOptionsValues::m_initialProposalCovMatrixDataInputFileType
std::string m_initialProposalCovMatrixDataInputFileType
The filetype of m_initialProposalCovMatrixDataInputFileName. Only &quot;m&quot; (matlab) is currently supported...
Definition: MetropolisHastingsSGOptions.h:225
queso_deprecated
#define queso_deprecated()
Definition: Defines.h:134
QUESO::MhOptionsValues::m_option_filteredChain_dataOutputAllowAll
std::string m_option_filteredChain_dataOutputAllowAll
Option name for MhOptionsValues::m_filteredChainDataOutputAllowAll. Option name is m_prefix + &quot;mh_fil...
Definition: MetropolisHastingsSGOptions.h:682
QUESO::MhOptionsValues::m_option_rawChain_generateExtra
std::string m_option_rawChain_generateExtra
Option name for MhOptionsValues::m_rawChainGenerateExtra. Option name is m_prefix + &quot;mh_rawChain_gene...
Definition: MetropolisHastingsSGOptions.h:652
QUESO::MhOptionsValues::m_option_rawChain_dataOutputFileType
std::string m_option_rawChain_dataOutputFileType
Option name for MhOptionsValues::m_rawChainDataOutputFileType. Option name is m_prefix + &quot;mh_rawChain...
Definition: MetropolisHastingsSGOptions.h:662
UQ_MH_SG_DO_LOGIT_TRANSFORM
#define UQ_MH_SG_DO_LOGIT_TRANSFORM
Definition: MetropolisHastingsSGOptions.h:98
QUESO::MhOptionsValues::m_amInitialNonAdaptInterval
unsigned int m_amInitialNonAdaptInterval
The number of initial samples to do without adapting the proposal covariance matrix.
Definition: MetropolisHastingsSGOptions.h:505
QUESO::MhOptionsValues::m_option_tk_useLocalHessian
std::string m_option_tk_useLocalHessian
Option name for MhOptionsValues::m_tkUseLocalHessian. Option name is m_prefix + &quot;mh_tk_useLocalHessia...
Definition: MetropolisHastingsSGOptions.h:694
QUESO::MhOptionsValues::m_option_am_adaptedMatrices_dataOutputFileName
std::string m_option_am_adaptedMatrices_dataOutputFileName
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputFileName. Option name is m_prefix + &quot;mh...
Definition: MetropolisHastingsSGOptions.h:712
QUESO::operator<<
std::ostream & operator<<(std::ostream &os, const BaseEnvironment &obj)
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:70
QUESO::MLSamplingLevelOptions::m_drMaxNumExtraStages
unsigned int m_drMaxNumExtraStages
&#39;dr&#39; maximum number of extra stages.
Definition: MLSamplingLevelOptions.h:311
QUESO::MhOptionsValues::m_option_doLogitTransform
std::string m_option_doLogitTransform
Option name for MhOptionsValues::m_doLogitTransform. Option name is m_prefix + &quot;mh_doLogitTransform&quot;...
Definition: MetropolisHastingsSGOptions.h:735
QUESO::MhOptionsValues::m_option_dataOutputAllowAll
std::string m_option_dataOutputAllowAll
Option name for MhOptionsValues::m_dataOutputAllowAll. Option name is m_prefix + &quot;mh_dataOutputAllowA...
Definition: MetropolisHastingsSGOptions.h:629
QUESO::MLSamplingLevelOptions::m_parameterDisabledSet
std::set< unsigned int > m_parameterDisabledSet
Definition: MLSamplingLevelOptions.h:221
QUESO::MhOptionsValues::MhOptionsValues
MhOptionsValues()
Default constructor.
Definition: MetropolisHastingsSGOptions.C:40
QUESO::MhOptionsValues::m_tk
std::string m_tk
Which transition kernel to use for MCMC. Default is &quot;random_walk&quot;.
Definition: MetropolisHastingsSGOptions.h:613
QUESO::MhOptionsValues::m_option_dataOutputAllowedSet
std::string m_option_dataOutputAllowedSet
Option name for MhOptionsValues::m_dataOutputAllowedSet. Option name is m_prefix + &quot;mh_dataOutputAllo...
Definition: MetropolisHastingsSGOptions.h:631
QUESO::MLSamplingLevelOptions::m_totallyMute
bool m_totallyMute
Whether or not to be totally mute (no printout message).
Definition: MLSamplingLevelOptions.h:203
QUESO::MLSamplingLevelOptions::m_tkUseLocalHessian
bool m_tkUseLocalHessian
Whether or not &#39;proposal&#39; uses local Hessian.
Definition: MLSamplingLevelOptions.h:305
QUESO::BaseEnvironment::scanInputFileForMyOptions
void scanInputFileForMyOptions(const boost::program_options::options_description &optionsDesc) const
This method scans the input file provided by the user to QUESO.
Definition: Environment.C:396
UQ_MH_SG_HELP
#define UQ_MH_SG_HELP
Definition: MetropolisHastingsSGOptions.h:42
QUESO::BoostInputOptionsParser::scanInputFile
void scanInputFile()
This is the method that parses the input file.
Definition: BoostInputOptionsParser.C:61
UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD
#define UQ_MH_SG_OUTPUT_LOG_LIKELIHOOD
Definition: MetropolisHastingsSGOptions.h:96
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:71
UQ_MH_SG_RAW_CHAIN_SIZE_ODV
#define UQ_MH_SG_RAW_CHAIN_SIZE_ODV
Definition: MetropolisHastingsSGOptions.h:55
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputFileName
std::string m_rawChainDataOutputFileName
Name of output file for raw chain.
Definition: MLSamplingLevelOptions.h:249
QUESO::MhOptionsValues::m_algorithm
std::string m_algorithm
Which algorithm to use for the MCMC. Default is &quot;random_walk&quot;.
Definition: MetropolisHastingsSGOptions.h:610
QUESO::MhOptionsValues::m_option_am_epsilon
std::string m_option_am_epsilon
Option name for MhOptionsValues::m_amEpsilon. Option name is m_prefix + &quot;mh_am_epsilon&quot;.
Definition: MetropolisHastingsSGOptions.h:723
QUESO::MhOptionsValues::m_outputLogLikelihood
bool m_outputLogLikelihood
Flag for deciding whether or not to dump log likelihood values in output. Default is true...
Definition: MetropolisHastingsSGOptions.h:601
QUESO::MLSamplingLevelOptions
This class provides options for each level of the Multilevel sequence generator if no input file is a...
Definition: MLSamplingLevelOptions.h:119
QUESO::MhOptionsValues::m_drMaxNumExtraStages
unsigned int m_drMaxNumExtraStages
The number of delayed rejection stages to do. Default is 0.
Definition: MetropolisHastingsSGOptions.h:450
UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_FILTERED_CHAIN_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:73
UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
#define UQ_MH_SG_FILTERED_CHAIN_GENERATE_ODV
Definition: MetropolisHastingsSGOptions.h:67
QUESO::MhOptionsValues::m_option_displayCandidates
std::string m_option_displayCandidates
Option name for MhOptionsValues::m_displayCandidates. Option name is m_prefix + &quot;mh_displayCandidates...
Definition: MetropolisHastingsSGOptions.h:690
UQ_MH_SG_DISPLAY_CANDIDATES_ODV
#define UQ_MH_SG_DISPLAY_CANDIDATES_ODV
Definition: MetropolisHastingsSGOptions.h:77
QUESO::BaseEnvironment::fullRank
int fullRank() const
Returns the process full rank.
Definition: Environment.C:268
QUESO::MhOptionsValues::m_help
std::string m_help
If non-empty string, print options and values to the output file.
Definition: MetropolisHastingsSGOptions.h:171
UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:62
QUESO::MLSamplingLevelOptions::m_rawChainDataInputFileType
std::string m_rawChainDataInputFileType
Type of input file for raw chain.
Definition: MLSamplingLevelOptions.h:231
QUESO::MhOptionsValues::m_initialPositionDataInputFileType
std::string m_initialPositionDataInputFileType
The filetype of m_initialPositionDataInputFileName. Only &quot;m&quot; (matlab) is currently supported...
Definition: MetropolisHastingsSGOptions.h:210
UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_INITIAL_PROPOSAL_COV_MATRIX_DATA_INPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:50
UQ_MH_SG_BROOKS_GELMAN_LAG
#define UQ_MH_SG_BROOKS_GELMAN_LAG
Definition: MetropolisHastingsSGOptions.h:95
QUESO::MhOptionsValues::m_rawChainDataInputFileName
std::string m_rawChainDataInputFileName
Filename for reading an already-produced Markov chain.
Definition: MetropolisHastingsSGOptions.h:242
QUESO::MetropolisHastingsSGOptions::scanOptionsValues
void scanOptionsValues()
It scans the option values from the options input file.
Definition: MetropolisHastingsSGOptions.C:1180
QUESO::MhOptionsValues::m_option_am_initialNonAdaptInterval
std::string m_option_am_initialNonAdaptInterval
Option name for MhOptionsValues::m_amInitialNonAdaptInterval. Option name is m_prefix + &quot;mh_am_initia...
Definition: MetropolisHastingsSGOptions.h:706
UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV
#define UQ_MH_SG_PUT_OUT_OF_BOUNDS_IN_CHAIN_ODV
Definition: MetropolisHastingsSGOptions.h:78
QUESO::MhOptionsValues::m_option_outputLogLikelihood
std::string m_option_outputLogLikelihood
Option name for MhOptionsValues::m_outputLogLikelihood. Option name is m_prefix + &quot;mh_outputLogLikeli...
Definition: MetropolisHastingsSGOptions.h:731
QUESO::MhOptionsValues::m_filteredChainDataOutputFileType
std::string m_filteredChainDataOutputFileType
The filetype of m_filteredChainDataOutputFileName. Only &quot;m&quot; (matlab) is currently supported...
Definition: MetropolisHastingsSGOptions.h:374
QUESO::MLSamplingLevelOptions::m_displayCandidates
bool m_displayCandidates
Display candidates generated in the core MH algorithm.
Definition: MLSamplingLevelOptions.h:299
QUESO::MhOptionsValues::m_option_rawChain_dataOutputFileName
std::string m_option_rawChain_dataOutputFileName
Option name for MhOptionsValues::m_rawChainDataOutputFileName. Option name is m_prefix + &quot;mh_rawChain...
Definition: MetropolisHastingsSGOptions.h:660
QUESO::MLSamplingLevelOptions::m_dataOutputAllowedSet
std::set< unsigned int > m_dataOutputAllowedSet
subEnvs that will write to generic output file.
Definition: MLSamplingLevelOptions.h:169
QUESO::MhOptionsValues::m_option_initialPosition_dataInputFileType
std::string m_option_initialPosition_dataInputFileType
Option name for MhOptionsValues::m_initialPositionDataInputFileType. Option name is m_prefix + &quot;mh_in...
Definition: MetropolisHastingsSGOptions.h:638
QUESO::MLSamplingLevelOptions::m_drScalesForExtraStages
std::vector< double > m_drScalesForExtraStages
&#39;dr&#39; list of scales for proposal covariance matrices from 2nd stage on.
Definition: MLSamplingLevelOptions.h:314
QUESO::MhOptionsValues::m_option_filteredChain_dataOutputAllowedSet
std::string m_option_filteredChain_dataOutputAllowedSet
Option name for MhOptionsValues::m_filteredChainDataOutputAllowedSet. Option name is m_prefix + &quot;mh_f...
Definition: MetropolisHastingsSGOptions.h:684
queso_require_not_equal_to_msg
#define queso_require_not_equal_to_msg(expr1, expr2, msg)
Definition: asserts.h:74
QUESO::MhOptionsValues::m_option_filteredChain_discardedPortion
std::string m_option_filteredChain_discardedPortion
Option name for MhOptionsValues::m_filteredChainDiscardedPortion. Option name is m_prefix + &quot;mh_filte...
Definition: MetropolisHastingsSGOptions.h:674
QUESO::MetropolisHastingsSGOptions::m_optionsDesc
boost::program_options::options_description * m_optionsDesc
Definition: MetropolisHastingsSGOptions.h:822
QUESO::MhOptionsValues::m_dataOutputAllowAll
bool m_dataOutputAllowAll
If true, all processes write output and m_dataOutputAllowedSet is ignored.
Definition: MetropolisHastingsSGOptions.h:192
QUESO::MhOptionsValues::m_rawChainGenerateExtra
bool m_rawChainGenerateExtra
If true, extra chain information is computed/stored.
Definition: MetropolisHastingsSGOptions.h:257
UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:45
QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputFileType
std::string m_amAdaptedMatricesDataOutputFileType
The filetype of m_amAdaptedMatricesDataOutputFileName. Only &quot;m&quot; (matlab) is currently supported...
Definition: MetropolisHastingsSGOptions.h:541
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:88
QUESO::MetropolisHastingsSGOptions::MetropolisHastingsSGOptions
MetropolisHastingsSGOptions(const BaseEnvironment &env, const char *prefix)
Constructor: reads options from the input file.
Definition: MetropolisHastingsSGOptions.C:825
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputFileType
std::string m_filteredChainDataOutputFileType
Type of output file for filtered chain.
Definition: MLSamplingLevelOptions.h:283
QUESO::MhOptionsValues::m_rawChainDataOutputAllowAll
bool m_rawChainDataOutputAllowAll
Toggle for whether or not to allow all processes to write Markov chain output to a file...
Definition: MetropolisHastingsSGOptions.h:330
QUESO::MhOptionsValues::m_option_tk_useNewtonComponent
std::string m_option_tk_useNewtonComponent
Option name for MhOptionsValues::m_tkUseNewtonComponent. Option name is m_prefix + &quot;mh_tk_useNewtonCo...
Definition: MetropolisHastingsSGOptions.h:696
UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:49
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputFileName
std::string m_filteredChainDataOutputFileName
Name of output file for filtered chain.
Definition: MLSamplingLevelOptions.h:280
QUESO::BoostInputOptionsParser::registerOption
void registerOption(std::string name, T defaultValue, std::string description)
Call this to register an option with the parser.
Definition: BoostInputOptionsParser.C:85
UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
#define UQ_MH_SG_AM_KEEP_INITIAL_MATRIX_ODV
Definition: MetropolisHastingsSGOptions.h:84
queso_require_msg
#define queso_require_msg(asserted, msg)
Definition: asserts.h:69
QUESO::MhOptionsValues::m_option_initialProposalCovMatrix_dataInputFileType
std::string m_option_initialProposalCovMatrix_dataInputFileType
Option name for MhOptionsValues::m_initialProposalCovMatrixDataInputFileType. Option name is m_prefix...
Definition: MetropolisHastingsSGOptions.h:642
UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
#define UQ_MH_SG_TK_USE_NEWTON_COMPONENT_ODV
Definition: MetropolisHastingsSGOptions.h:80
QUESO::MhOptionsValues::m_option_initialPosition_dataInputFileName
std::string m_option_initialPosition_dataInputFileName
Option name for MhOptionsValues::m_initialPositionDataInputFileName. Option name is m_prefix + &quot;mh_in...
Definition: MetropolisHastingsSGOptions.h:636
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputFileType
std::string m_rawChainDataOutputFileType
Type of output file for raw chain.
Definition: MLSamplingLevelOptions.h:255
QUESO::MhOptionsValues::m_filteredChainLag
unsigned int m_filteredChainLag
Set the lag for the filtered chain. Default is 1.
Definition: MetropolisHastingsSGOptions.h:362
QUESO::MLSamplingLevelOptions::m_initialProposalCovMatrixDataInputFileName
std::string m_initialProposalCovMatrixDataInputFileName
Name of input file for initial proposal covariance matrix.
Definition: MLSamplingLevelOptions.h:212
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputPeriod
unsigned int m_rawChainDataOutputPeriod
Period of message display during raw chain generation.
Definition: MLSamplingLevelOptions.h:246
QUESO::MhOptionsValues::m_amEta
double m_amEta
Proposal covariance scaling factor, usually 2.4 * 2.4 / d.
Definition: MetropolisHastingsSGOptions.h:560
QUESO::MetropolisHastingsSGOptions::defineMyOptions
void defineMyOptions(boost::program_options::options_description &optionsDesc) const
Defines the options for the Metropolis-Hastings generator of samples as the default options...
Definition: MetropolisHastingsSGOptions.C:1305
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:90
QUESO::MhOptionsValues::m_dataOutputAllowedSet
std::set< unsigned int > m_dataOutputAllowedSet
The set of MPI ranks that can write output. See m_dataOutputAllowAll.
Definition: MetropolisHastingsSGOptions.h:198
QUESO::MhOptionsValues::m_tkUseNewtonComponent
bool m_tkUseNewtonComponent
This option is a no-op. Default is true.
Definition: MetropolisHastingsSGOptions.h:440
UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV
#define UQ_MH_SG_INITIAL_POSITION_DATA_INPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:48
QUESO::MhOptionsValues::m_rawChainSize
unsigned int m_rawChainSize
The size of the chain (number of posterior samples) to generate. Default is 100.
Definition: MetropolisHastingsSGOptions.h:248
QUESO::MLSamplingLevelOptions::m_rawChainDisplayPeriod
unsigned int m_rawChainDisplayPeriod
Period of message display during raw chain generation.
Definition: MLSamplingLevelOptions.h:240
QUESO::MetropolisHastingsSGOptions::print
void print(std::ostream &os) const
It prints the option values.
Definition: MetropolisHastingsSGOptions.C:1216
QUESO::MhOptionsValues::m_option_dr_maxNumExtraStages
std::string m_option_dr_maxNumExtraStages
Option name for MhOptionsValues::m_drMaxNumExtraStages. Option name is m_prefix + &quot;mh_dr_maxNumExtraS...
Definition: MetropolisHastingsSGOptions.h:698
UQ_MH_SG_TK
#define UQ_MH_SG_TK
Definition: MetropolisHastingsSGOptions.h:100
QUESO::MhOptionsValues::m_parser
BoostInputOptionsParser * m_parser
Definition: MetropolisHastingsSGOptions.h:620
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputAllowedSet
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
subEnvs that will write to output file for filtered chain.
Definition: MLSamplingLevelOptions.h:289
queso_error_msg
#define queso_error_msg(msg)
Definition: asserts.h:47
QUESO::MhOptionsValues
This class provides options for the Metropolis-Hastings generator of samples if no input file is avai...
Definition: MetropolisHastingsSGOptions.h:127
QUESO::MLSamplingLevelOptions::m_amAdaptInterval
unsigned int m_amAdaptInterval
&#39;am&#39; adaptation interval.
Definition: MLSamplingLevelOptions.h:327
QUESO::MhOptionsValues::m_option_dr_duringAmNonAdaptiveInt
std::string m_option_dr_duringAmNonAdaptiveInt
Option name for MhOptionsValues::m_drDuringAmNonAdaptiveInt. Option name is m_prefix + &quot;mh_dr_duringA...
Definition: MetropolisHastingsSGOptions.h:702
QUESO::MhOptionsValues::m_filteredChainDataOutputAllowedSet
std::set< unsigned int > m_filteredChainDataOutputAllowedSet
The set of MPI ranks that will write filtered Markov chain output to a file. See also m_filteredChain...
Definition: MetropolisHastingsSGOptions.h:389
UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
#define UQ_MH_SG_DATA_OUTPUT_FILE_NAME_ODV
Definition: MetropolisHastingsSGOptions.h:43
UQ_MH_SG_AM_EPSILON_ODV
#define UQ_MH_SG_AM_EPSILON_ODV
Definition: MetropolisHastingsSGOptions.h:93
QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputAllowAll
bool m_amAdaptedMatricesDataOutputAllowAll
This option is a no-op. The default is false.
Definition: MetropolisHastingsSGOptions.h:544
QUESO::MhOptionsValues::m_option_rawChain_dataOutputPeriod
std::string m_option_rawChain_dataOutputPeriod
Option name for MhOptionsValues::m_rawChainDataOutputPeriod. Option name is m_prefix + &quot;mh_rawChain_d...
Definition: MetropolisHastingsSGOptions.h:658
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputPeriod
unsigned int m_amAdaptedMatricesDataOutputPeriod
Period for outputing &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:330
UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
#define UQ_MH_SG_AM_INIT_NON_ADAPT_INT_ODV
Definition: MetropolisHastingsSGOptions.h:85
QUESO::MhOptionsValues::m_option_rawChain_dataOutputAllowAll
std::string m_option_rawChain_dataOutputAllowAll
Option name for MhOptionsValues::m_rawChainDataOutputAllowAll. Option name is m_prefix + &quot;mh_rawChain...
Definition: MetropolisHastingsSGOptions.h:664
QUESO::MhOptionsValues::m_rawChainMeasureRunTimes
bool m_rawChainMeasureRunTimes
If true, measures timings spent in various chain computions and writes them to the output file...
Definition: MetropolisHastingsSGOptions.h:284
UQ_MH_SG_AM_ETA_ODV
#define UQ_MH_SG_AM_ETA_ODV
Definition: MetropolisHastingsSGOptions.h:92
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputFileName
std::string m_amAdaptedMatricesDataOutputFileName
Name of output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:333
QUESO::MLSamplingLevelOptions::m_rawChainDataInputFileName
std::string m_rawChainDataInputFileName
Name of input file for raw chain.
Definition: MLSamplingLevelOptions.h:227
QUESO::MLSamplingLevelOptions::m_amAdaptedMatricesDataOutputAllowAll
bool m_amAdaptedMatricesDataOutputAllowAll
Whether or not subEnvs will write to output file for &#39;am&#39; adapted matrices.
Definition: MLSamplingLevelOptions.h:339
QUESO::MhOptionsValues::m_option_am_adaptedMatrices_dataOutputPeriod
std::string m_option_am_adaptedMatrices_dataOutputPeriod
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod. Option name is m_prefix + &quot;mh_a...
Definition: MetropolisHastingsSGOptions.h:710
UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
#define UQ_MH_SG_ENABLE_BROOKS_GELMAN_CONV_MONITOR
Definition: MetropolisHastingsSGOptions.h:94
QUESO::MLSamplingLevelOptions::m_rawChainDataOutputAllowAll
bool m_rawChainDataOutputAllowAll
Whether or not subEnvs will write to output file for raw chain.
Definition: MLSamplingLevelOptions.h:258
QUESO::MhOptionsValues::m_amEpsilon
double m_amEpsilon
Regularisation parameter for the DRAM covariance matrix.
Definition: MetropolisHastingsSGOptions.h:572
QUESO::MhOptionsValues::m_doLogitTransform
bool m_doLogitTransform
Flag for deciding whether or not to do logit transform of bounded domains Default is true...
Definition: MetropolisHastingsSGOptions.h:607
QUESO::MhOptionsValues::m_rawChainDataOutputAllowedSet
std::set< unsigned int > m_rawChainDataOutputAllowedSet
The set of MPI ranks that will write Markov chain output to a file. See also m_rawChainDataOutputAllo...
Definition: MetropolisHastingsSGOptions.h:333
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_PERIOD_ODV
Definition: MetropolisHastingsSGOptions.h:87
QUESO::MhOptionsValues::m_option_am_keepInitialMatrix
std::string m_option_am_keepInitialMatrix
Option name for MhOptionsValues::m_amKeepInitialMatrix. Option name is m_prefix + &quot;mh_am_keepInitialM...
Definition: MetropolisHastingsSGOptions.h:704
QUESO::MLSamplingLevelOptions::m_algorithm
std::string m_algorithm
Which algorithm to use for sampling.
Definition: MLSamplingLevelOptions.h:357
QUESO::MhOptionsValues::m_option_filteredChain_lag
std::string m_option_filteredChain_lag
Option name for MhOptionsValues::m_filteredChainLag. Option name is m_prefix + &quot;mh_filteredChain_lag&quot;...
Definition: MetropolisHastingsSGOptions.h:676
UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV
#define UQ_MH_SG_AM_ADAPTED_MATRICES_DATA_OUTPUT_ALLOWED_SET_ODV
Definition: MetropolisHastingsSGOptions.h:91
QUESO::MhOptionsValues::m_amAdaptInterval
unsigned int m_amAdaptInterval
The frequency at which to adapt the proposal covariance matrix.
Definition: MetropolisHastingsSGOptions.h:515
QUESO::MLSamplingLevelOptions::m_initialPositionDataInputFileName
std::string m_initialPositionDataInputFileName
Name of input file for initial position.
Definition: MLSamplingLevelOptions.h:206
QUESO::MhOptionsValues::m_option_am_adaptedMatrices_dataOutputAllowedSet
std::string m_option_am_adaptedMatrices_dataOutputAllowedSet
Option name for MhOptionsValues::m_amAdaptedMatricesDataOutputAllowedSet. Option name is m_prefix + &quot;...
Definition: MetropolisHastingsSGOptions.h:718
QUESO::MLSamplingLevelOptions::m_filteredChainDataOutputAllowAll
bool m_filteredChainDataOutputAllowAll
Whether or not subEnvs will write to output file for filtered chain.
Definition: MLSamplingLevelOptions.h:286
QUESO::MhOptionsValues::m_option_filteredChain_dataOutputFileType
std::string m_option_filteredChain_dataOutputFileType
Option name for MhOptionsValues::m_filteredChainDataOutputFileType. Option name is m_prefix + &quot;mh_fil...
Definition: MetropolisHastingsSGOptions.h:680
QUESO::MhOptionsValues::m_amKeepInitialMatrix
bool m_amKeepInitialMatrix
This option is a no-op. The default is false.
Definition: MetropolisHastingsSGOptions.h:494
QUESO::MhOptionsValues::copy
void copy(const MhOptionsValues &src)
Copies the option values from src to this.
Definition: MetropolisHastingsSGOptions.C:661
QUESO::MhOptionsValues::m_option_am_adaptInterval
std::string m_option_am_adaptInterval
Option name for MhOptionsValues::m_amAdaptInterval. Option name is m_prefix + &quot;mh_am_adaptInterval&quot;.
Definition: MetropolisHastingsSGOptions.h:708
QUESO::MhOptionsValues::m_option_rawChain_size
std::string m_option_rawChain_size
Option name for MhOptionsValues::m_rawChainSize. Option name is m_prefix + &quot;mh_rawChain_size&quot;.
Definition: MetropolisHastingsSGOptions.h:650
QUESO::MLSamplingLevelOptions::m_amKeepInitialMatrix
bool m_amKeepInitialMatrix
Whether or not &#39;am&#39; will keep initial (given) matrix.
Definition: MLSamplingLevelOptions.h:321
QUESO::MLSamplingLevelOptions::m_amInitialNonAdaptInterval
unsigned int m_amInitialNonAdaptInterval
&#39;am&#39; initial non adaptation interval
Definition: MLSamplingLevelOptions.h:324
UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV
#define UQ_MH_SG_RAW_CHAIN_DATA_INPUT_FILE_TYPE_ODV
Definition: MetropolisHastingsSGOptions.h:54
QUESO::MhOptionsValues::m_amAdaptedMatricesDataOutputPeriod
unsigned int m_amAdaptedMatricesDataOutputPeriod
The frequency (after m_amInitialNonAdaptInterval samples are done) of printing the last adapted propo...
Definition: MetropolisHastingsSGOptions.h:532
QUESO::MhOptionsValues::m_option_rawChain_dataInputFileName
std::string m_option_rawChain_dataInputFileName
Option name for MhOptionsValues::m_rawChainDataInputFileName. Option name is m_prefix + &quot;mh_rawChain_...
Definition: MetropolisHastingsSGOptions.h:646
UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
#define UQ_MH_SG_DATA_OUTPUT_ALLOW_ALL_ODV
Definition: MetropolisHastingsSGOptions.h:44
QUESO::MhOptionsValues::m_option_filteredChain_dataOutputFileName
std::string m_option_filteredChain_dataOutputFileName
Option name for MhOptionsValues::m_filteredChainDataOutputFileName. Option name is m_prefix + &quot;mh_fil...
Definition: MetropolisHastingsSGOptions.h:678
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