hybmcmc.cpp File Reference

(Last Changed on April 04, 2020 for git-revision 30ac290f82b9a604a2f2a4022e2b20bf6a012fcd.)

Function function_minimizer::hybrid_mcmc_routine. More...

#include <sstream>
#include <df1b2fun.h>
#include <adrndeff.h>
#include <admodel.h>

Go to the source code of this file.

Functions
void	ad_update_function_minimizer_report (int feval, int iter, int phase, double fval, double gmax, const char *cbuf)
void	ad_update_mcmc_report (dmatrix &m, int i, int j, int ff=0)
void	ad_update_mcmc_stats_report (int feval, int iter, double fval, double gmax)
void	ad_update_mcmchist_report (dmatrix &mcmc_values, ivector &number_offsets, dvector &mean_mcmc_values, dvector &h, int ff=0)
void	add_hist_values (const dvector &s, const dvector &m, const dmatrix &hist, dvector &mcmc_values, double llc, const dvector &h, int nslots, double total_spreadd, int probflag=0)
double	better_rand (long int &)
	Description not yet available. More...
void	make_preliminary_hist (const dvector &s, const dvector &m, int nsim, const dmatrix &values, dmatrix &hist, const dvector &h, int slots, double total_spread, int probflag=0)
int	maxnz (const dvector &xa)
int	minnz (const dvector &x)
dvector	new_probing_bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, double pprobe, random_number_generator &rng)
void	new_probing_bounded_multivariate_normal_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &_y, double pprobe, random_number_generator &rng)
void	print_hist_data (const dmatrix &hist, const dmatrix &values, const dvector &h, dvector &m, const dvector &s, const dvector &parsave, long int iseed, double size_scale)
void	read_empirical_covariance_matrix (int nvar, const dmatrix &S, const adstring &prog_name)
	Reads the covariance matrix from a file, which is the program name prepended to the extension '.ecm'. More...
void	read_hessian_matrix_and_scale (int nvar, const dmatrix &S, const dvector &pen_vector)
void	read_hessian_matrix_and_scale1 (int nvar, const dmatrix &_SS, double s, int mcmc2_flag)
int	read_hist_data (const dmatrix &hist, const dvector &h, dvector &m, const dvector &s, const dvector &parsave, long int &iseed, const double &size_scale)
void	set_labels_for_mcmc (void)
void	store_mcmc_values (const ofstream &ofs)
void	write_empirical_covariance_matrix (int ncor, const dvector &s_mean, const dmatrix &s_covar, adstring &prog_name)
	Writes the covariance matrix out to a file, which is prog_name prepended to the extension '.ecm'. More...

Detailed Description

Function function_minimizer::hybrid_mcmc_routine.

Author

David Fournier

Copyright

Copyright (c) 2008-2020 Regents of the University of California

Definition in file hybmcmc.cpp.

Function Documentation

void ad_update_function_minimizer_report	(	int	feval,
		int	iter,
		int	phase,
		double	fval,
		double	gmax,
		const char *	cbuf
	)

void ad_update_mcmc_report	(	dmatrix &	m,
		int	i,
		int	j,
		int	ff = 0
	)

void ad_update_mcmc_stats_report	(	int	feval,
		int	iter,
		double	fval,
		double	gmax
	)

void ad_update_mcmchist_report	(	dmatrix &	mcmc_values,
		ivector &	number_offsets,
		dvector &	mean_mcmc_values,
		dvector &	h,
		int	ff = 0
	)

void add_hist_values	(	const dvector &	s,
		const dvector &	m,
		const dmatrix &	hist,
		dvector &	mcmc_values,
		double	llc,
		const dvector &	h,
		int	nslots,
		double	total_spreadd,
		int	probflag = 0
	)

Definition at line 1178 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine(), and function_minimizer::rwm_mcmc_routine().

double better_rand

(

long int &

idum

)

Description not yet available.

Parameters

Definition at line 18 of file bet_rand.cpp.

void make_preliminary_hist	(	const dvector &	s,
		const dvector &	m,
		int	nsim,
		const dmatrix &	values,
		dmatrix &	hist,
		const dvector &	h,
		int	slots,
		double	total_spread,
		int	probflag = 0
	)

Definition at line 1241 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine(), and function_minimizer::rwm_mcmc_routine().

int maxnz

(

const dvector &

xa

)

Definition at line 1161 of file xxmcmc.cpp.

Referenced by print_hist_data().

int minnz

(

const dvector &

x

)

Definition at line 1144 of file xxmcmc.cpp.

Referenced by print_hist_data().

dvector new_probing_bounded_multivariate_normal	(	int	nvar,
		const dvector &	a1,
		const dvector &	b1,
		dmatrix &	ch,
		const double &	wght,
		double	pprobe,
		random_number_generator &	rng
	)

Definition at line 14 of file prmonte.cpp.

Referenced by function_minimizer::mcmc_routine(), and function_minimizer::rwm_mcmc_routine().

void new_probing_bounded_multivariate_normal_mcmc	(	int	nvar,
		const dvector &	a1,
		const dvector &	b1,
		dmatrix &	ch,
		const double &	wght,
		const dvector &	_y,
		double	pprobe,
		random_number_generator &	rng
	)

Definition at line 167 of file prmonte.cpp.

Referenced by function_minimizer::mcmc_routine(), and function_minimizer::rwm_mcmc_routine().

void print_hist_data	(	const dmatrix &	hist,
		const dmatrix &	values,
		const dvector &	h,
		dvector &	m,
		const dvector &	s,
		const dvector &	parsave,
		long int	iseed,
		double	size_scale
	)

Referenced by function_minimizer::mcmc_routine(), and function_minimizer::rwm_mcmc_routine().

void read_empirical_covariance_matrix	(	int	nvar,
		const dmatrix &	S,
		const adstring &	prog_name
	)

Reads the covariance matrix from a file, which is the program name prepended to the extension '.ecm'.

Parameters

int	nvar
dmatrix&	S
adstring&	prog_name

Returns

Nothing, but S has been assigned to the contents of the file.

Definition at line 961 of file xxmcmc.cpp.

void read_hessian_matrix_and_scale	(	int	nvar,
		const dmatrix &	S,
		const dvector &	pen_vector
	)

Definition at line 1362 of file xxmcmc.cpp.

void read_hessian_matrix_and_scale1	(	int	nvar,
		const dmatrix &	_SS,
		double	s,
		int	mcmc2_flag
	)

Definition at line 1453 of file xxmcmc.cpp.

int read_hist_data	(	const dmatrix &	hist,
		const dvector &	h,
		dvector &	m,
		const dvector &	s,
		const dvector &	parsave,
		long int &	iseed,
		const double &	size_scale
	)

Referenced by function_minimizer::mcmc_routine(), and function_minimizer::rwm_mcmc_routine().

void set_labels_for_mcmc

(

void

)

void store_mcmc_values

(

const ofstream &

ofs

)

void write_empirical_covariance_matrix	(	int	ncor,
		const dvector &	s_mean,
		const dmatrix &	s_covar,
		adstring &	prog_name
	)

Writes the covariance matrix out to a file, which is prog_name prepended to the extension '.ecm'.

Also writes the sorted eigenvalues of the covariance matrix to the screen.

Parameters

int	ncor
dvector&	s_mean
dmatrix&	s_covar
adstring&	prog_name

Returns

Nothing.

Definition at line 917 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().