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xxmcmc.cpp File Reference

(Last Changed on July 17, 2022 for git-revision 95a666f32bc604f959e3d263c19e518d2292eeaf.)

#include <ctime>
#include <admodel.h>

Go to the source code of this file.

Macros

#define getch   getchar
 $Id$ More...
 
#define ISZERO(d)   ((d)==0.0)
 

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, int iseed, double size_scale)
 
void read_covariance_matrix (const dmatrix &S, int nvar, int &oldHbf, dvector &sscale)
 
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, int &iseed, const double &size_scale)
 
dvector read_old_scale (int &old_nvar)
 
void set_labels_for_mcmc (void)
 
int user_stop (void)
 
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...
 

Variables

int ctlc_flag
 Description not yet available. More...
 

Macro Definition Documentation

#define getch   getchar

$Id$

Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California

Definition at line 13 of file xxmcmc.cpp.

Referenced by user_stop().

#define ISZERO (   d)    ((d)==0.0)

Definition at line 24 of file xxmcmc.cpp.

Referenced by maxnz(), and minnz().

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 
)
double better_rand ( long int &  idum)

Description not yet available.

Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.

Parameters

Definition at line 18 of file bet_rand.cpp.

Referenced by bounded_robust_multivariate_normal(), get_bounded_cauchy(), get_bounded_mixture(), get_bounded_normal(), function_minimizer::monte_carlo_routine(), multivariate_mixture(), randcau(), and randpoisson().

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)

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.

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.

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

Definition at line 1006 of file xxmcmc.cpp.

void read_covariance_matrix ( const dmatrix S,
int  nvar,
int &  oldHbf,
dvector sscale 
)
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
intnvar
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.

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

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

Definition at line 1092 of file xxmcmc.cpp.

dvector read_old_scale ( int &  old_nvar)

Definition at line 1667 of file xxmcmc.cpp.

Referenced by function_minimizer::hybrid_mcmc_routine().

void set_labels_for_mcmc ( void  )
int user_stop ( void  )
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
intncor
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().

Variable Documentation

int ctlc_flag

Description not yet available.

Parameters

Definition at line 68 of file gradstrc.cpp.