48 #define USE_SHARE_FLAGS
51 #if defined(__GNUC__) && (__GNUC__ < 3)
71 #define param_matrix named_dvar_matrix
72 #define param_vector named_dvar_vector
73 #define param_number named_dvariable
74 #define param_3array named_dvar3_array
75 #define param_4array named_dvar4_array
76 #define param_5array named_dvar5_array
77 #define param_6array named_dvar6_array
78 #define param_7array named_dvar7_array
80 #define SPparam_matrix SPnamed_dvar_matrix
81 #define SPparam_vector SPnamed_dvar_vector
82 #define SPparam_number SPnamed_dvariable
83 #define SPparam_3array SPnamed_dvar3_array
84 #define SPparam_4array SPnamed_dvar4_array
85 double mfexp(
const double);
134 #if defined (_BORLANDC_)
138 #if defined (_MSC_VER)
188 void allocate(
int mmin,
int mmax,
const char * s);
204 void allocate(
int mmin,
int mmax,
const char * s);
219 void allocate(
int mmin,
int mmax,
const char * s);
231 void allocate(
double *_pd,
int mmin,
int mmax,
const char * s);
261 void allocate(
double *_d,
const char * s);
275 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
const char * s);
276 void allocate(
int rmin,
int rmax,
const char * s);
298 void allocate(
double * ,
int rmin,
int rmax,
int cmin,
int cmax,
const char * s);
318 const index_type& nch,
const char * s=
"UNNAMED");
319 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
320 const char * s=
"UNNAMED");
322 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const char * s=
"UNNAMED");
324 const char * s=
"UNNAMED");
325 void allocate(
int hsl,
int hsu,
const char * s=
"UNNAMED");
326 void allocate(
const char * s=
"UNNAMED");
328 int cmin,
int cmax,
const char *s =
"UNNAMED");
330 int cmin,
int cmax,
const char * s=
"UNNAMED");
332 int cmin,
int cmax,
const char * s=
"UNNAMED");
333 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const ivector& cmin,
334 int cmax,
const char * s=
"UNNAMED");
335 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const ivector& cmin,
336 const ivector& cmax,
const char *s =
"UNNAMED");
337 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
338 const ivector& cmax,
const char *s =
"UNNAMED");
351 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
int rmax,
352 int cmin,
int cmax,
const char * s);
365 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
int rmax,
367 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
const char * s);
368 void allocate(
int hhsl,
int hhsu,
const char * s);
382 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
int rmax,
465 void allocate(
int mmin,
int mmax,
const char * s);
480 void allocate(
int mmin,
int mmax,
const char * s);
491 void allocate(
int rmin,
int rmax,
const char * s);
493 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
const char * s);
494 void allocate(
int rmin,
int rmax,
const ivector& cmin,
int cmax,
const char * s);
497 void allocate(
int rmin,
int rmax,
int cmin,
const ivector& cmax,
const char * s);
510 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
const char * s);
525 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
531 int cmin,
int cmax,
const char * s);
533 int cmin,
int cmax,
const char * s);
535 int cmin,
int cmax,
const char * s);
536 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const ivector& cmin,
537 int cmax,
const char * s);
538 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
539 const ivector& cmax,
const char *s);
540 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const ivector& cmin,
541 const ivector& cmax,
const char *s);
546 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const char * s);
547 void allocate(
int hsl,
int hsu,
const char * s);
559 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
578 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
579 int rmax,
int cmin,
int cmax,
const char * s);
581 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
582 int rmax,
const char * s);
583 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
const char * s);
584 void allocate(
int hhsl,
int hhsu,
const char * s);
603 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
604 int rmax,
int cmin,
int cmax,
const char * s);
606 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
607 int rmax,
const char * s);
608 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
const char * s);
609 void allocate(
int hhsl,
int hhsu,
const char * s);
630 void allocate(
int l5,
int u5,
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
631 int rmax,
int cmin,
int cmax,
const char * s);
648 void allocate(
int l6,
int u6,
int l5,
int u5,
int hhsl,
int hhsu,
int hsl,
649 int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
const char * s);
669 void allocate(
int l7,
int u7,
int l6,
int u6,
int l5,
int u5,
int hhsl,
670 int hhsu,
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
687 #if defined(USE_ADPVM)
738 #endif // #if defined(USE_ADPVM)
764 void allocate(
unsigned int init_size);
771 #if defined(USE_SHARE_FLAGS)
817 #if defined(USE_SHARE_FLAGS)
826 #if defined(USE_SHARE_FLAGS)
873 const double&,
const dvector&) = 0;
894 virtual void save_value(
const ofstream& ofs,
int prec) = 0;
897 virtual const char*
label() = 0;
939 static void read(
void);
940 static void save(
void);
941 static void save(
const ofstream& ofs,
int prec);
942 static void restore(
const ifstream& ifs);
945 const double& ll,
const dvector& diag);
949 #if defined(USE_ADPVM)
971 #if defined(USE_SHARE_FLAGS)
979 virtual const char *
label(
void);
981 #if defined(USE_ADPVM)
989 const double&,
const dvector&);
1007 virtual void save_value(
const ofstream& ofs,
int prec);
1013 void allocate(
int imin,
int imax,
int phasestart=1,
const char * s=
"UNNAMED");
1015 const ad_integer& phasestart=1,
const char * s=
"UNNAMED");
1016 void allocate(
int imin,
int imax,
const char * s=
"UNNAMED");
1017 #if defined(USE_SHARE_FLAGS)
1019 const char * s=
"UNNAMED");
1048 const char* s =
"UNNAMED");
1051 const char* s=
"UNNAMED");
1076 const double&,
const dvector&);
1089 void allocate(
int imin,
int imax,
double _minb,
double _maxb,
1090 int phasestart=1,
const char *
name=
"UNNAMED");
1091 void allocate(
int imin,
int imax,
double _minb,
double _maxb,
1092 const char *
name=
"UNNAMED");
1097 virtual const char *
label(
void);
1098 virtual void save_value(
const ofstream& ofs,
int prec);
1110 #if defined(USE_ADPVM)
1124 void allocate(
double * _pd,
int imin,
int imax,
double _minb,
double _maxb,
1125 int phasestart=1,
const char *
name=
"UNNAMED");
1126 void allocate(
double * _pd,
int imin,
int imax,
double _minb,
double _maxb,
1127 const char *
name=
"UNNAMED");
1157 #if defined(USE_ADPVM)
1165 const double&,
const dvector&);
1174 virtual void save_value(
const ofstream& ofs,
int prec);
1181 virtual const char *
label(
void);
1190 void allocate(
const char *s=
"UNNAMED");
1191 void allocate(init_xml_doc&,
const char *s=
"UNNAMED");
1217 void allocate(
double*
pd,
const char *s =
"UNNAMED");
1238 const char * s=
"UNNAMED");
1239 void allocate(
double _minb,
double _maxb,
const char * s=
"UNNAMED");
1242 void allocate(init_xml_doc&,
const char * s=
"UNNAMED");
1244 #if defined(USE_ADPVM)
1250 const double new_initial_value,
1251 const double bounds_min,
1252 const double bounds_max,
1258 allocate(bounds_min, bounds_max, phase_start, name);
1262 const double new_initial_value,
1263 const double bounds_min,
1264 const double bounds_max,
1269 allocate(bounds_min, bounds_max, 1, name);
1276 const double&,
const dvector&);
1288 virtual const char *
label(
void);
1305 const char * s=
"UNNAMED");
1306 void allocate(
double* _pd,
double _minb,
double _maxb,
const char* s=
"UNNAMED");
1318 #if defined(USE_SHARE_FLAGS)
1326 #if defined(USE_ADPVM)
1334 const double&,
const dvector&);
1347 virtual void save_value(
const ofstream& ofs,
int prec);
1351 virtual const char *
label(
void);
1360 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
1362 #if defined(USE_SHARE_FLAGS)
1367 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
1368 const char * =
"UNNAMED");
1374 const char * =
"UNNAMED");
1393 void allocate(
double* _d,
int rmin,
int rmax,
int cmin,
int cmax,
1395 void allocate(
double * _d,
int rmin,
int rmax,
int cmin,
int cmax,
1396 const char * =
"UNNAMED");
1423 const double&,
const dvector&);
1427 #if defined(USE_ADPVM)
1433 #if defined(USE_SHARE_FLAGS)
1454 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
1455 double _minb,
double _maxb,
1457 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
1458 double _minb,
double _maxb,
const char * =
"UNNAMED");
1462 const index_type& cmax,
double _minb,
double _maxb,
1463 const char * =
"UNNAMED");
1466 const index_type& cmax,
double _minb,
double _maxb,
1480 void allocate(
int n,
const char * s=
"UNNAMED");
1481 void allocate(
const char * s=
"UNNAMED");
1482 void allocate(init_xml_doc&,
const char * s=
"UNNAMED");
1493 operator int()
const {
return val; }
1507 void allocate(
const char * s1,
const char *
s=
"UNNAMED");
1526 void allocate(
const char* s1,
const char*
s =
"UNNAMED");
1538 void allocate(
const char *
s=
"UNNAMED");
1544 void allocate(
const char* s =
"UNNAMED");
1545 void allocate(
int imin,
int imax,
const char* s=
"UNNAMED");
1555 void allocate(
const char*
s =
"UNNAMED");
1566 void allocate(
char ** ps1,
const char *
s=
"UNNAMED");
1581 void allocate(
int *_pi,
const char * s);
1595 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
1596 const char * =
"UNNAMED");
1598 const char * =
"UNNAMED");
1600 const char * =
"UNNAMED");
1602 const char * =
"UNNAMED");
1603 void allocate(init_xml_doc&,
const char * =
"UNNAMED");
1614 void allocate(
double * _d,
int rmin,
int rmax,
int cmin,
int cmax,
1615 const char * _s =
"UNNAMED");
1629 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
1630 const char * =
"UNNAMED");
1632 int cmin,
int cmax,
const char * =
"UNNAMED");
1634 int cmin,
int cmax,
const char * =
"UNNAMED");
1636 int cmin,
int cmax,
const char * =
"UNNAMED");
1637 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const ivector& cmin,
1638 int cmax,
const char * =
"UNNAMED");
1639 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
const ivector& cmin,
1640 const ivector& cmax,
const char * =
"UNNAMED");
1641 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
1642 const ivector& cmax,
const char * =
"UNNAMED");
1651 void allocate(
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
1652 const char * =
"UNNAMED");
1665 void allocate(
double * _d,
int hmin,
int hmax,
int rmin,
int rmax,
1666 int cmin,
int cmax,
const char * _s =
"UNNAMED");
1676 void allocate(
int l7,
int u7,
int l6,
int u6,
int l5,
int u5,
int hhsl,
1677 int hhsu,
int hsl,
int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
1678 const char* s=
"UNNAMED");
1686 const char* s=
"UNNAMED");
1693 void allocate(
int l6,
int u6,
int l5,
int u5,
int hhsl,
int hhsu,
int hsl,
1694 int hsu,
int rmin,
int rmax,
int cmin,
int cmax,
const char * s=
"UNNAMED");
1701 const char * s=
"UNNAMED");
1709 int hhhsl,
int hhhsu,
1710 int hsl,
int hsu,
int rmin,
int rmax,
1711 int cmin,
int cmax,
const char * =
"UNNAMED");
1715 const index_type& cmax,
const char * =
"UNNAMED");
1726 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
int rmax,
1727 int cmin,
int cmax,
const char * =
"UNNAMED");
1737 void allocate(
int hhsl,
int hhsu,
int hsl,
int hsu,
int rmin,
int rmax,
1738 int cmin,
int cmax,
const char * =
"UNNAMED");
1752 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
const char * =
"UNNAMED");
1754 const char * =
"UNNAMED");
1767 void allocate(
int imin,
int imax,
const char * =
"UNNAMED");
1768 void allocate(
int imin,
const ivector& imax,
const char * =
"UNNAMED");
1769 void allocate(init_xml_doc&,
const char * =
"UNNAMED");
1780 void allocate(
double *
pd,
int imin,
int imax,
const char * =
"UNNAMED");
1782 const char * =
"UNNAMED");
1796 void allocate(
int imin,
int imax,
const char * =
"UNNAMED");
1808 void allocate(
const char * =
"UNNAMED");
1810 operator double() {
return val;}
1824 void allocate(
double *_pd,
const char * s);
1829 #include <functional>
1831 typedef std::function<dvariable(const dvariable&)>
_func;
1833 #if defined(USE_ADPVM)
1834 class model_parameters;
1838 typedef void (model_parameters::*
PMFVIV4) (
const dvar_vector&,
int n,
1839 dvariable& f1,
const dvariable& f2,
const dvariable& f3,
const dvariable& f4);
1929 int,
int,
int,
double);
1953 double new_value,
const double& _fprof,
const int underflow_flag,
1954 double global_min,
const double& _penalties,
1955 const double& _final_weight);
1987 bool slow_phase(
int is,
int warmup,
int w1,
int w3);
2004 double& _alphaprime,
int& _nalphaprime,
bool& _sprime,
2005 int& _nprime,
int& _nfevals,
bool& _divergent,
2011 double adapt_eps(
int ii,
int iseps,
double eps,
double alpha,
2012 double& adapt_delta,
double& mu,
2029 int ef_(
double * f,
double *
x);
2032 void get_bigS(
int ndvar,
int nvar1,
int nvar,
2035 #ifdef CURVE_CORRECT
2036 void constraint_hess_routine(
int ip);
2037 void get_curvature_correction_factors(
int ip,
2045 double new_value,
const double& fprof,
const int underflow_flag,
2046 double global_min,
const double& penalties,
const double& final_weight);
2048 double new_value,
const double& fprof,
const int underflow_flag,
2049 double global_min,
const double& penalties,
const double& final_weight);
2061 #ifndef CURVE_CORRECT
2063 const dvector& siglevel,
const ofstream& ofs2,
int num_pp,
2064 const dvector& all_values,
const dmatrix& actual_value,
double global_min,
2070 const dvector& siglevel,
const ofstream& ofs2,
int num_pp,
2080 const dvector& xscale,
const double& ln_det_proj_jac);
2086 const int underflow_flag);
2091 const int underflow_flag,
const dvector& curvscale,
const dvector& xscale,
2092 double& ln_det_proj_jac,
const double& tmp,
const dmatrix& hesses);
2094 const int underflow_flag,
dmatrix& dh);
2101 #if defined(USE_ADPVM)
2106 void sob_routine(
int nmcmc,
double dscale,
int restart_flag);
2111 #if defined(USE_ADPVM)
2119 #if defined(USE_ADPVM)
2120 void multint4(
int n,
const dvar_vector& a,
const dvar_vector& b,
2121 const dvar_vector& h,
double al,
int m,
const dvariable& e,
2122 const dvariable& aint1,
const dvariable& aint2, dvariable& aint3,
2123 const dvariable& aint4,
const int& key,
PMFVIV4 f);
2125 void multint(
int n,
const dvar_vector& a,
const dvar_vector& b,
2126 const dvar_vector& h,
double al,
int m,
const dvariable& e,
2127 const dvariable& aint,
const int& key,
PMFVI f);
2133 dvariable
adromb(_func func,
double a,
double b,
int ns = 9);
2134 dvariable
adromb(_func func,
const dvariable& a,
double b,
int ns = 9);
2135 dvariable
adromb(_func func,
const dvariable& a,
const dvariable& b,
int ns = 9);
2136 dvariable
adromb(_func func,
double a,
const dvariable& b,
int ns = 9);
2138 dvariable
adrombo(_func func,
double a,
double b,
int ns = 9);
2139 dvariable
adrombo(_func func,
const dvariable& a,
double b,
int ns = 9);
2140 dvariable
adrombo(_func func,
const dvariable& a,
const dvariable& b,
int ns = 9);
2141 dvariable
adrombo(_func func,
double a,
const dvariable& b,
int ns = 9);
2143 dvariable
trapzd(
void*,
double a,
double b,
int n);
2144 dvariable
trapzd(_func func,
double a,
double b,
int n);
2145 dvariable
trapzd(_func func,
double a,
const dvariable& b,
int n);
2146 dvariable
trapzd(_func func,
const dvariable& a,
double b,
int n);
2147 dvariable
trapzd(_func func,
const dvariable& a,
const dvariable& b,
int n);
2159 double reqmin,
double delta,
int *icount,
int *numres,
int *ifault);
2165 int ndim,
int ihi,
double fac);
2169 const dvector& g,
const double& f);
2183 #if defined(USE_ADPVM)
2243 virtual const char *
label()=0;
2265 virtual const char *
label()=0;
2266 virtual dvariable
variable(
void)=0;
2288 virtual const char *
label(
void);
2290 void allocate(
int imin,
int imax,
const char * s=
"UNNAMED");
2308 void allocate(
const char *s=
"UNNAMED");
2315 virtual const char *
label(
void);
2337 void allocate(
const char *s=
"UNNAMED");
2342 virtual const char *
label(
void);
2354 const int step_number,
2375 virtual const char *
label(
void);
2376 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
2377 const char * s=
"UNNAMED");
2419 #if defined _ADM_HIGHER_ARRAYS__
2431 const double&,
const dvector&);
2435 virtual void set_value(
const dvar_vector&
x,
const int& ii,
2436 const dvariable& pen);
2443 virtual void save_value(
const ofstream& ofs,
int prec);
2447 virtual const char *
label(
void);
2454 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
2456 void allocate(
int rmin,
int rmax,
int cmin,
int cmax,
2457 const char * =
"UNNAMED");
2464 #endif // #if defined _ADM_HIGER_ARRAYS__
2473 #if defined(USE_SHARE_FLAGS)
2477 const dvariable& pen);
2481 virtual void sd_vscale(
const dvar_vector& d,
const dvar_vector&
x,
2489 const double&,
const dvector&);
2492 virtual void set_value(
const dvar_vector& x,
const int& ii,
2493 const dvariable& pen);
2500 virtual void save_value(
const ofstream& ofs,
int prec);
2506 virtual const char *
label(
void);
2512 #if defined(USE_ADPVM)
2524 const char * s=
"UNNAMED");
2526 void allocate(
int smin,
int smax,
int rmin,
int rmax,
int cmin,
int cmax,
2528 void allocate(
int smin,
int smax,
int rmin,
int rmax,
int cmin,
int cmax,
2529 const char * =
"UNNAMED");
2541 void allocate(
double* _d,
int hmin,
int hmax,
2542 int rmin,
int rmax,
int cmin,
int cmax,
2544 void allocate(
double * _d,
int hmin,
int hmax,
int rmin,
int rmax,
2545 int cmin,
int cmax,
const char * =
"UNNAMED");
2560 void allocate(
double* _d,
int hmin,
int hmax,
2561 int rmin,
int rmax,
int cmin,
int cmax,
2562 int phase_start=1,
const char * =
"UNNAMED");
2563 void allocate(
double * _d,
int hmin,
int hmax,
int rmin,
int rmax,
2564 int cmin,
int cmax,
const char * =
"UNNAMED");
2574 void set_value_mc(
const dvar_vector&
x,
const dvar_vector& v,
const int& ii,
2575 const double fmin,
const double fmax);
2582 const double fmin,
const double fmax);
2588 double ndfboundp(
double x,
double fmin,
double fmax,
const double& fpen);
2618 const dvector& b1,
dmatrix& ch,
const double& lprob,
double pprobe,
2643 double ffmax(
double a,
double b);
2644 double ffmin(
double a,
double b);
2653 char * dll_options);
2669 const char * error_message);
2690 #if defined(OPT_LIB)
2731 #if defined(OPT_LIB)
2782 #if defined(OPT_LIB)
2854 #if defined(OPT_LIB)
2866 {
return v[i](j,k); }
2887 #if defined(OPT_LIB)
2898 void allocate(
int min1,
int max1,
const char * s);
2948 #if defined(OPT_LIB)
3009 #if defined(_MSC_VER)
static likeprof_params * likeprofptr[500]
virtual void hess_scale(const dvector &, const dvector &, const int &)
void allocate(void)
Description not yet available.
double projected_hess_determinant(const dvector &g, const int underflow_flag, const dvector &xscale, const double &ln_det_proj_jac)
static int straight_through_flag
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
dll_data_matrix & operator=(const dmatrix &m)
Assign values from mat to elements of dll_data_matrix.
char ** no_dll_options(char *pname, const int &argc)
void deallocate(void)
Free member allocated memory.
void cleanup_laplace_stuff(laplace_approximation_calculator *)
Description not yet available.
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
void hess_routine_noparallel_randomeffects(void)
Base class for dvariable.
Description not yet available.
virtual void add_value(const dvector &, const int &)=0
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
param_init_bounded_matrix_vector()
Default constructor.
param_stddev_matrix(void)
bool hess_inv()
Symmetrize and invert the hessian.
void allocate(void)
Does NOT allocate, but initializes empty d3_array.
void setup_quadprior_calcs(void)
void computations1(int argc, char *argv[])
static void restore_all_values(const dvector &x, const int &ii)
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)
void operator=(const adstring &)
laplace_approximation_calculator * lapprox
void restore_value_from_vector(const prevariable &x, const dvector &v, const int &ii)
virtual void add_value(const dvector &, const dvector &, const int &, const double &, const dvector &)
virtual void pvm_pack(void)
Description not yet available.
virtual void set_value(const dvar_vector &, const int &, const dvariable &pen)=0
param_init_bounded_number & operator()(int i)
dvector bounded_multivariate_uniform(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &lprob, random_number_generator &rng)
virtual void AD_uf_inner()
void set_initial_value(const double_index_type &it)
void set_multinomial_weights(dvector &d)
void allocate(int min1, int max1, const index_type &phase_start, const char *s)
void trust_region_update(int nvar, int _crit, independent_variables &x, const dvector &_g, const double &_f)
Description not yet available.
objective_function_value & operator=(const prevariable &v)
Assigment operator for prevariable.
void hess_routine_slave_random_effects(void)
Description not yet available.
dvector * multinomial_weights
virtual unsigned int size_count() const
Returns the number of active parameters.
virtual void dev_correction(const dmatrix &, const int &)
virtual void send_to_slaves(void)
static adstring user_par_file
index_type * get_shareflags(void)
void set_scalefactor(double s)
virtual void sd_scale(const dvector &d, const dvector &x, const int &)
virtual void hess_scale(const dvector &, const dvector &, const int &)
dvariable(model_parameters::* PMF)(const dvariable &)
virtual void get_from_master(void)
void probing_bounded_multivariate_normal_mcmc(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &v, double pprobe, const random_number_generator &rng)
void allocate(int min1, int max1, const index_type &min, const index_type &max, const double_index_type &dmin, const double_index_type &dmax, const index_type &phase_start, const char *s)
Uses polymorphism to get index information from various data types to be used in constructing and all...
dvariable adrombo(_func func, double a, double b, int ns=9)
virtual void restore_value_from_vector(const dvector &, const int &)
void pvm_pack(const dvar_vector &)
virtual unsigned int size_count() const =0
void set_scalefactor(double s)
Description not yet available.
Description not yet available.
void set_scalefactor(double s)
Sets scalefactor for param_init_number_vector.
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)
dvector rotate_pars(const dvector &m, const dvector &x)
void allocate(double *_pd, double _minb, double _maxb, int phase_start=1, const char *s="UNNAMED")
named_dvar_matrix & operator=(const double m)
Assign named_dvar_matrix with value.
Description not yet available.
virtual void shared_set_value_inv(const dvector &, const int &)
matrix_kludge(const param_init_vector_vector &)
void begin_funnel_stuff(void)
void pvm_master_prof_minimize(int iprof, double sigma, double new_value, const double &_fprof, const int underflow_flag, double global_min, const double &_penalties, const double &_final_weight)
static const int maxnum_pvm_params
~param_init_bounded_number_vector()
Destructor.
static dvariable reset_all(const dvar_vector &x, const dvector &pen)
Description not yet available.
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)
void allocate(void)
Does not allocate, but initializes imatrix members.
index_type * original_sflags
Description not yet available.
equality_constraint_vector(void)
static void get_jacobian_value(const dvector &y, const dvector &jac)
void quasi_newton_block_pvm_master(int nvar, int _crit, independent_variables &x, const dvector &g, const double &f)
Description not yet available.
virtual void deallocate()
dmatrix & get_hessian_inverse()
param_init_bounded_vector()
Default constructor.
void deallocate()
Frees member allocated memory.
Description not yet available.
param_init_vector()
Default constructor.
double hess_determinant(int underflow_flag)
dvector get_scalefactor()
virtual ~initial_params()
Destructor.
Description not yet available.
void allocate(const char *="UNNAMED")
virtual void restore_value(const ifstream &ifs)=0
virtual void copy_value_to_vector(const dvector &x, const int &ii)
static adstring user_data_file
virtual void copy_value_to_vector(const dvector &x, const int &ii)
virtual void set_value_inv(const dvector &x, const int &ii)
static void set_active_random_effects(void)
Description not yet available.
void shmc_mcmc_routine(int, int, double, int)
virtual ~dll_param_init_vector()
Destructor.
static void xinit1(const dvector &x, const dvector &g)
static int num_active_initial_params
named_imatrix & operator=(const imatrix &m)
static int stddev_curvscale(const dvector &d, const dvector &x)
virtual void restore_value_from_vector(const dvector &, const int &)
int withinbound(int lb, int n, int ub)
void allocate(void)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
static named_dvar_vector * pg
data_matrix & operator=(const dmatrix &m)
Assign data_matrix with values.
named_i4_array & operator=(const i4_array &m)
dll_param_init_d3array & operator=(const d3_array &)
Description not yet available.
adlist_ptr()
Default constructor.
void read_mle_hmc(int nvar, dvector &mle)
shareinfo * get_share_flags() const
void copy_value_to_vector(const prevariable &x, const dvector &v, const int &ii)
Description not yet available.
void sobol_importance_routine(int nmcmc, int iseed0, double dscale, int restart_flag)
void set_scalefactor(const double)
void prof_hess_routine(int ip, double new_value, double final_weight)
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)=0
virtual void sd_scale(const dvector &d, const dvector &x, const int &ii)
dvector read_old_scale(int &old_nvar)
~dll_param_vector()
Destructor.
void nuts_mcmc_routine(int, int, double, int)
The function implements the MCMC algorithm NUTS, which is a self-tuning variant of Hamiltonian Monte ...
static int num_active_calc(void)
Description not yet available.
void limited_memory_quasi_newton_block(int nvar, int _crit, independent_variables &x, const dvector &_g, const double &_f, int nsteps)
Description not yet available.
void allocate(int *_pi, const char *s)
initial_params * pinitial_params
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
For storing void pointers in a array.
int imax2(int a, double v)
virtual unsigned int size_count() const
Returns the number of active parameters.
virtual unsigned int size_count() const
Return number of active paramters.
virtual void send_to_slaves(void)=0
named_d5_array & operator=(const d5_array &m)
param_stddev_matrix & operator=(const double m)
Assign param_stddev_matrix with value.
param_likeprof_number & operator=(const prevariable &)
Assign param_likeprof_number with prevariable var.
virtual void get_from_master(void)
Description not yet available.
Description not yet available.
function_minimizer(long int sz=0L)
virtual void curv_scale(const dvector &d, const dvector &x, const int &)
void set_maxb(double b)
Set maximum bounds value for param_init_bounded_vector.
param_stddev_vector & operator=(const dvar_vector &m)
void allocate(double _minb, double _maxb, int phase_start=1, const char *s="UNNAMED")
dvector bounded_multivariate_normal_sobol(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &lprob, const random_number_generator &rng)
Description not yet available.
double cumd_exp(double x)
Vector of double precision numbers.
virtual void bsave_value(uostream &uos)
bool stop_criterion(int nvar, dvector &thetaminus, dvector &thetaplus, dvector &rminus, dvector &rplus)
param_init_bounded_matrix & operator()(int i)
static int inner_opt_flag
void quasi_newton_block_pvm_master_random_effects(int nvar, int _crit, independent_variables &x, const dvector &g, const double &f)
Description not yet available.
param_likeprof_number(const int step_number, const char *name)
pinitial_params & operator[](int i)
Description not yet available.
static void xinit_all(const dvector &x)
Description not yet available.
virtual void get_jacobian(const dvector &, const dvector &, const int &)
void get_function_difference(void)
void prof_minimize(int iprof, double sigma, double new_value, const double &fprof, const int underflow_flag, double global_min, const double &penalties, const double &final_weight)
dll_param_vector & operator=(const dvar_vector &m)
void neldmead(int n, dvector &_start, dvector &_xmin, double *ynewlo, double reqmin, double delta, int *icount, int *numres, int *ifault)
Nelder-Mead simplex alogrithm.
Description not yet available.
void allocate(void)
Does not allocate, but initializes pointers to NULL.
std::vector< void * > list
void set_initial_value(const double_index_type &it)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
virtual void restore_value_from_vector(const dvector &, const int &)
virtual void get_jacobian(const dvector &, const dvector &, const int &)
void set_initial_simplex(const dmatrix &p, const dvector &y, int nvar, const dvector &x, double delta)
void begin_df1b2_funnel(void)
void pvm_master_function_evaluation_profile(double &f, independent_variables &x, const dvector &g, int nvar, int iprof, double weight, double new_value)
param_init_bounded_number & operator=(const double m)
const char * mychar(void)
double get_maxb() const
Returns maximum bounds value for param_init_bounded_vector.
param_init_bounded_matrix * v
Description not yet available.
void other_separable_stuff_begin(void)
virtual void other_calculations(void)
void fmin(double f, const independent_variables &x, const dvector &g, const int &n, const dvector &w, const dvector &h, const fmm_control &fmc)
virtual void setindex(int)
friend int operator+(const int n, const data_int &v)
static int correct_for_dev_objects(const dmatrix &H)
dll_data_number & operator=(const double &m)
param_init_number & operator=(const double m)
static void add_random_vector(const dvector &x)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
void hess_routine_and_constraint(int iprof, const dvector &g, dvector &fg)
std::function< dvariable(const dvariable &)> _func
static int max_num_initial_params
void set_shareflags(const index_type &sf)
named_d4_array & operator=(const d4_array &m)
Description not yet available.
void allocate(void)
Does not allocate, but initializes dvar_vector to empty.
void allocate(int min0, int max0, const index_type &min, const index_type &max, const index_type &min1, const index_type &max1, const index_type &phase_start, const char *s)
virtual void set_runtime_maxfn(const char *)
param_init_bounded_number & operator[](int i)
virtual void curv_scale(const dvector &d, const dvector &x, const int &)
int compute_next_window(int i, int warmup, int w1, int aws, int w3)
virtual void hess_scale(const dvector &, const dvector &, const int &)
static pvm_params * varsptr[]
double get_initial_value(void)
virtual int shared_size_count(void)
void allocate(double *pd, int phase_start=1, const char *s="UNNAMED")
Allocate param_init_number and sets pd = _pd.
Description not yet available.
virtual ~dll_param_init_matrix()
Destructor.
named_dvar_vector & operator=(const dvar_vector &m)
virtual void mc_scale(const dvector &d, const dvector &x, const int &)
Description not yet available.
dvariable do_gauss_hermite_integration_multi(void)
virtual void curv_scale(const dvector &d, const dvector &x, const int &)
char ** parse_dll_options(char *pname, const int &argc, char *dll_options)
virtual ~dll_param_init_number()
param_init_number(const char *name)
Description not yet available.
static int inner_opt(void)
virtual void save_value(ofstream &ofs)
void rwm_mcmc_routine(int, int, double, int)
virtual void setindex(int)
void multint(int n, const dvar_vector &a, const dvar_vector &b, const dvar_vector &h, double al, int m, const dvariable &e, const dvariable &aint, const int &key, PMFVI f)
virtual void pvm_unpack(void)=0
virtual void get_jacobian(const dvector &, const dvector &, const int &)
void hybrid_mcmc_routine(int, int, double, int)
Description not yet available.
dvariable(model_parameters::* PMFI)(const dvariable &, int n)
named_dvar4_array & operator=(const dvar4_array &m)
Description not yet available.
void print_mcmc_progress(int is, int nmcmc, int nwarmup, int chain, int refresh)
void allocate(const char *s1, const char *s="UNNAMED")
virtual unsigned int size_count() const
Returns the number of active parameters.
void allocate(void)
Initializes to NULL.
dvariable random_effects_maximization(const dvar_vector &v)
virtual void get_sd_values(const dvector &x, const int &ii)
Description not yet available.
virtual void set_value_inv(const dvector &x, const int &ii)
named_i3_array & operator=(const i3_array &m)
~param_init_vector_vector()
Destructor.
param_init_bounded_vector & operator=(const dvector &)
virtual void get_sd_values(const dvector &x, const int &ii)
void set_maxb(double b)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
double density_cauchy(const double &x)
Description not yet available.
void set_initial_value(double x)
Description not yet available.
void set_gauss_covariance_matrix(const dll_data_matrix &m)
void allocate(void)
Allocate dvector without allocating memory.
virtual void set_runtime(void)
virtual void add_value(const dvector &, const dvector &, const int &, const double &, const dvector &)
virtual double & get_sigma(void)=0
virtual void pvm_pack(void)=0
bool choleski_decomp_hmc(const dmatrix &metric, dmatrix &L)
dvector probing_bounded_multivariate_normal(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &lprob, double pprobe, const random_number_generator &rng)
dvector bounded_multivariate_normal(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, const random_number_generator &rng)
dvariable(model_parameters::* PMFVI)(const dvar_vector &, int n)
virtual ~dll_data_3array()
static dvariable reset(const dvar_vector &x)
double get_maxb() const
Returns maximum bounds value for param_init_bounded_matrix.
void allocate(void)
Does NOT allocate, but initializes d6_array members.
virtual void shared_set_value(const dvar_vector &, const int &, const dvariable &pen)
dvariable do_gauss_hermite_integration(void)
virtual unsigned int size_count() const
Returns the number of active parameters.
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
equality_constraint_vector & operator=(const dvar_vector &m)
void top_mcmc_routine(int, int, double, int)
virtual void save_value(const ofstream &ofs, int prec)
Write values of param_init_matrix into output stream _ofs.
int & get_dimension(void)
void reset_bmap(const i3_array &af)
virtual void mc_scale(const dvector &d, const dvector &x, const int &)
Description not yet available.
Description not yet available.
virtual dvar_vector user_dfrandeff(const dvar_vector &x)
virtual const char * label()=0
static void set_all_simulation_bounds(const dmatrix &symbds)
void set_covariance_matrix(const dll_data_matrix &m)
Description not yet available.
void set_activeflags(const index_type &af)
virtual void * parent_this(void)
Description not yet available.
double leapfrog(int nvar, dvector &gr, dmatrix &chd, double eps, dvector &p, dvector &x, dvector &gr2)
Function to take a single HMC leapfrog step, given current position and momentum variables.
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)
virtual void sd_scale(const dvector &d, const dvector &x, const int &ii)
param_init_vector & operator=(const dvector &)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
int ef_(double *f, double *x)
static void restore_start_phase(void)
virtual double & get_sigma(void)
double cumd_mixture_02(const double &x)
param_init_bounded_vector_vector()
Default constructor.
void do_dll_housekeeping(int argc, char **argv)
void end_df1b2_funnel(void)
label_class(const char *s)
param_init_bounded_number()
Default constructor.
static int num_stddev_calc(void)
virtual void between_phases_calculations(void)
static void send_all_to_slaves(void)
index_type * get_activeflags(void)
named_dvar7_array & operator=(const dvar7_array &m)
friend ostream & operator<<(const ostream &s, const label_class &lc)
virtual void setshare(const index_type &sf, const index_type &af)
Description not yet available.
virtual void shared_set_value(const dvar_vector &, const int &, const dvariable &pen)
Description not yet available.
virtual void mc_scale(const dvector &d, const dvector &x, const int &)
Description not yet available.
param_init_number_vector()
Default constructor.
double get_maxb() const
Returns maximum bounds value for param_init_bounded_number.
void get_inv_matrix_shared(int _cf)
virtual void set_dependent_variables(void)
virtual dvariable variable(void)=0
virtual void bsave_value(uostream &uos)
void allocate(const char *s="UNNAMED")
Allocate init_line_adstring with id name_tag, then assign input string from opened ad_comm::global_da...
dvector rotate_gradient(const dvector &x, const dmatrix &m)
double ffmax(double a, double b)
void likeprof_routine(double global_min)
virtual unsigned int size_count() const
Returns number of active paramters.
static dvariable reset1(const dvar_vector &x, const dvector &g)
virtual void add_value(const dvector &, const dvector &, const int &, const double &, const dvector &)
Description not yet available.
double cumd_mixture(const double &x)
dvariable()
Default constructor.
double inv_cumd_exp(double x)
Description not yet available.
Description not yet available.
void copy_value_from_vector(const double &_sd, const dvector &x, const int &_ii)
Description not yet available.
Description not yet available.
void deallocate()
Deallocate param_init_bounded_number_vector memory.
int constrained_minimization2(int _n, int _nh, int _ng, dvector &__x)
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)
Description not yet available.
Description not yet available.
void allocate(double *_pd, const char *s)
virtual void bsave_value(uostream &uos)
void monte_carlo_routine(void)
virtual unsigned int size_count() const
Return number of active parameters.
double diag_projected_hess_determinant(const dvector &g, const int underflow_flag, dmatrix &dh)
double find_reasonable_stepsize(int nvar, dvector y, dvector p, dmatrix &chd, bool verbose_adapt_mass, bool verbose_find_epsilon, int chain)
virtual void add_to_list(void)
void restore_phase_start(void)
Description not yet available.
virtual ~dll_param_number()
Destructor.
virtual void set_only_random_effects_active()
static int constraint_exit_number
virtual void shared_set_value_inv(const dvector &, const int &)
Description not yet available.
Description not yet available.
double ffmin(double a, double b)
void pvm_master_mcmc_computations(void)
void sob_routine(int nmcmc, double dscale, int restart_flag)
virtual void set_value_inv(const dvector &x, const int &ii)
param_init_bounded_vector * v
static int stddev_vscale(const dvar_vector &d, const dvar_vector &x)
param_init_bounded_vector & operator[](int i)
bool calculate_chd_and_inverse(int nvar, const dmatrix &metric, dmatrix &chd, dmatrix &chdinv)
Calculate the Cholesky decomposition and its inverse given a mass matrix.
param_init_vector_vector()
Default constructor.
void pvm_master_mcmc_routine(int nmcmc, int iseed0, double dscale, int restart_flag)
d3_array mfexp(const d3_array &m)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
void adamoeba(const dmatrix &p, const dvector &y, int ndim, double ftol, int maxfn)
Nelder-Mead simplex alogrithm.
Description not yet available.
void quasi_newton_minimizer1(int nvar, double _crit, double &f, const independent_variables &x, const dvector &g)
virtual unsigned int size_count() const =0
void computations_np(int argc, char *argv[])
Description not yet available.
Description not yet available.
param_likeprof_number(const char *name)
virtual void pvm_unpack(void)
virtual void hess_scale(const dvector &d, const dvector &x, const int &ii)=0
void pvm_slave_mcmc_routine(void)
virtual const char * label(void)
void allocate(const char *s)
Description not yet available.
void pvm_unpack(const dvar_vector &)
void pvm_slave_function_evaluation(void)
dll_param_init_vector & operator=(const dvector &)
Description not yet available.
param_init_bounded_vector & operator()(int i)
virtual void mc_scale(const dvector &d, const dvector &x, const int &)
Description not yet available.
Description not yet available.
double log_density_cauchy(const double &x)
Description not yet available.
void pvm_master_function_evaluation(double &f, independent_variables &x, const dvector &g, int nvar)
virtual const char * label(void)
virtual void set_dependent_variables(void)
virtual void dev_correction(const dmatrix &, const int &)=0
Description not yet available.
virtual double get_value(void)
void limited_memory_quasi_newton(const independent_variables &, int)
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)=0
Description not yet available.
static adstring get_reportfile_name(void)
virtual void save_value(ofstream &ofs)
static int num_stddev_number_calc(void)
virtual const char * label()=0
virtual ~dll_param_init_d3array()
void set_scalefactor(double s)
Description not yet available.
void set_initial_value(const double_index_type &it)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
void assign(const ivector &)
void set_bmap(const i3_array &af)
void end_get_importance_sampling_comnponent(void)
void set_scalefactor(double s)
prnstream & endl(prnstream &)
dvector get_scalefactor()
Description not yet available.
int & get_current_phase(void)
virtual void add_to_gui_list(void)
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
void allocate(void)
Does NOT allocate, but set empty i3_array.
Array of integers(int) with indexes from index_min to indexmax.
void check_datafile_pointer(void *p)
Exits if p is null.
virtual void dev_correction(const dmatrix &, const int &)
virtual void shared_set_value_inv(const dvector &x, const int &ii)
virtual void set_dependent_variables(void)
virtual void dev_correction(const dmatrix &H, const int &ii)
virtual void curv_scale(const dvector &d, const dvector &x, const int &ii)
void(model_parameters::* PMFVIV4)(const dvar_vector &, int n, dvariable &f1, const dvariable &f2, const dvariable &f3, const dvariable &f4)
Description not yet available.
static void set_active_only_random_effects(void)
virtual void bsave_value(uostream &uos)
virtual void restore_value(const ifstream &ifs)
Description not yet available.
objective_function_value()
Default constructor.
static dvector maximum_function_evaluations
virtual void set_value_inv(const dvector &x, const int &ii)
static int max_number_phases
virtual unsigned int size_count() const
Returns the number of active parameters.
void pvm_slave_function_evaluation_no_derivatives(void)
virtual ~dll_param_matrix()
Destructor.
void set_scalefactor(double s)
double get_hybrid_monte_carlo_value(int nvar, const independent_variables &y, dvector &g)
Written by Dave, commented by Cole starting 8/31/2016 Description not yet available.
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
dvector bounded_robust_multivariate_normal(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const dmatrix &ch3, double contaminant, const double &_wght, random_number_generator &rng)
Description not yet available.
void allocate(int min1, int max1, const index_type &min, const index_type &max, const index_type &min2, const index_type &max2, const double_index_type &dmin2, const double_index_type &dmax2, const index_type &phase_start, const char *s)
double inv_cumd_mixture_02(const double &y)
void operator=(const adstring &)
param_init_bounded_dev_vector & operator=(const dvar_vector &m)
void begin_gauss_hermite_stuff(void)
virtual void hess_scale(const dvector &, const dvector &, const int &)
virtual void set_value_inv(const dvector &x, const int &ii)
Description not yet available.
data_vector & operator=(const dvector &m)
Description not yet available.
virtual void add_value(const dvector &, const dvector &, const int &, const double &, const dvector &)
Description not yet available.
int get_phase_start(void)
void normalize_posterior_distribution(double udet, const dvector &siglevel, const ofstream &ofs2, int num_pp, const dvector &all_values, const dmatrix &actual_value, double global_min, int offset, const dmatrix &lprof, const dmatrix &ldet, const dmatrix &xdist, const dmatrix &penalties)
void allocate(void)
Description not yet available.
static void get_stddev_number_offset(void)
virtual void final_calcs(void)
void allocate(const char *s1, const char *s="UNNAMED")
void other_separable_stuff_end(void)
~param_init_number_vector()
Destructor.
virtual void send_to_slaves(void)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
Description not yet available.
void allocate(void)
Does not allocate, but initializes members.
virtual void set_random_effects_inactive()
virtual void copy_value_to_vector(const dvector &x, const int &ii)
Description not yet available.
virtual void sd_scale(const dvector &d, const dvector &x, const int &ii)
void add_to_list(void *)
Store pointer p to array.
virtual void save_value(const ofstream &ofs, int prec, const dvector &, int &offset)
static int have_constraints
virtual void save_value(const ofstream &ofs, int prec)
Write values of param_init_number into output stream _ofs.
virtual void set_dependent_variables(void)=0
static objective_function_value * pobjfun
Description not yet available.
virtual void restore_value(const ifstream &ifs)
static named_dvar_vector * ph
void allocate(const char *s)
static void xinit(const dvector &x)
virtual void curv_scale(const dvector &d, const dvector &x, const int &ii)=0
void pvm_slave_function_evaluation_noder(void)
param_init_number & operator()(int i)
Description not yet available.
dmatrix diag_hess_routine(void)
double set_value_inv_mc(double v, double fmin, double fmax)
static int num_pvm_params
virtual void add_to_list(void)
Description not yet available.
dvector get_scalefactor(void)
Returns vector of scalefactor values.
Description not yet available.
void deallocate(void)
Free member allocated memory.
virtual void report(const dvector &gradients)
void cleanup_argv(int nopt, char ***pa)
virtual const char * label(void)
initial_params(void)
Default constructor.
static int nvarcalc_all(void)
Description not yet available.
adstring_array param_labels
void allocate(unsigned int init_size)
Construct array with init_size.
void function_evaluation_block_pvm_slave(void)
virtual void restore_value(const ifstream &ifs)
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)
void constraint_report(void)
virtual void get_jacobian(const dvector &, const dvector &, const int &)=0
static void set_inactive_random_effects(void)
i3_array & get_bmap(void)
void get_bigS(int ndvar, int nvar1, int nvar, dmatrix &S, dmatrix &BS, dvector &scale)
Description not yet available.
void mcmc_computations(void)
double ndfboundp(double x, double fmin, double fmax, const double &fpen)
Derivatative code for double nd2fboundp( double x, double fmin, double fmax,const double& fpen) ...
~param_init_bounded_vector_vector()
Destructor.
index_type * get_original_shareflags(void)
void pre_user_function(void)
Description not yet available.
virtual void save_value(ofstream &ofs)
virtual void copy_value_to_vector(const dvector &x, const int &ii)
Description not yet available.
virtual unsigned int size_count() const
Returns the number of active parameters.
dll_param_init_matrix & operator=(const dmatrix &m)
void read_covariance_matrix(const dmatrix &S, int nvar, int &hbf, dvector &sscale)
param_stddev_number(const char *name)
void allocate(char **ps1, const char *s="UNNAMED")
friend double & value(const prevariable &v1)
void allocate(void)
Description not yet available.
named_d6_array & operator=(const d6_array &m)
param_init_bounded_number * v
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)
shareinfo(const index_type &sf, const index_type &af)
Description not yet available.
void allocate(void)
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
double_and_int * v
pointer to the data
virtual double get_value(void)=0
param_stddev_number()
Default constructor.
param_init_bounded_number_vector()
Default constructor.
double amxxx(const dmatrix &p, const dvector &y, const dvector &psum, int ndim, int ihi, double fac)
Description not yet available.
Description not yet available.
void prof_minimize_re(int iprof, double sigma, double new_value, const double &fprof, const int underflow_flag, double global_min, const double &penalties, const double &final_weight)
named_dvar3_array & operator=(const dvar3_array &m)
void pvm_slave_mcmc_computations(void)
dll_param_init_number & operator=(const double m)
Assigns val to parameter value.
double pvm_master_get_monte_carlo_value(int nvar, const dvector &x)
virtual void copy_value_to_vector(const dvector &x, const int &ii)
double unrestricted_hess_determinant(void)
Description not yet available.
virtual void hess_scale(const dvector &, const dvector &, const int &)
static void copy_all_values(const dvector &x, const int &ii)
static int num_initial_params
void set_value_mc(const dvar_vector &x, const dvar_vector &v, const int &ii, const double fmin, const double fmax)
static int num_stddev_calc(void)
Description not yet available.
Description not yet available.
void reset_shareflags(const index_type &sf)
void set_stepsize(double)
void allocate(const char *s="UNNAMED")
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
param_init_matrix_vector()
Default constructor.
static void copy_all_number_values(const dvector &x, const int &ii)
virtual const char * label(void)
virtual void mc_scale(const dvector &d, const dvector &x, const int &)
Description not yet available.
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)
virtual void curv_scale(const dvector &d, const dvector &x, const int &)
void set_inactive_flag(void)
virtual void shared_set_value(const dvar_vector &, const int &, const dvariable &pen)
virtual void set_random_effects_active()
virtual void mc_scale(const dvector &d, const dvector &x, const int &)
Description not yet available.
void allocate()
Does not allocate, but initializes class members.
virtual void set_only_random_effects_inactive()
virtual void restore_value(const ifstream &ifs)
void set_initial_value(const double_index_type &it)
void pvm_slave_get_monte_carlo_value(int nvar)
static bool in_hessian_phase
Description not yet available.
Description not yet available.
named_d3_array & operator=(const d3_array &m)
named_dvariable & operator=(const prevariable &m)
void get_inv_vector_shared(int _cf)
virtual void setshare(const index_type &sf, const index_type &af)
void deallocate(void)
Free member allocated memory.
void get_particular_grad(int iprof, int nvar, const dvector &fg, const dvector &g)
virtual void hess_scale(const dvector &d, const dvector &x, const int &ii)
virtual void shared_set_value_inv(const dvector &, const int &)
void allocate(int _phase_start)
virtual void restore_value_from_vector(const dvector &, const int &)=0
dll_param_matrix & operator=(const dvariable &m)
static void restore(const ifstream &ifs)
double get_ln_det_value() const
void quasi_newton_block(int nvar, int crit, independent_variables &x, const dvector &g, const double &f)
Description not yet available.
void pvm_slave_likeprof_routine(void)
friend int active(const initial_params &ip)
virtual const char * label(void)
virtual int shared_size_count(void)
void hess_routine_noparallel_random_effects(void)
Description not yet available.
void sgibbs_mcmc_routine(int, int, double, int)
void hess_routine_slave(void)
virtual void copy_value_to_vector(const dvector &x, const int &ii)
static stddev_params * stddev_number_ptr[150]
named_dvar5_array & operator=(const dvar5_array &m)
virtual void sd_scale(const dvector &d, const dvector &x, const int &ii)
double inv_cumd_mixture(const double &y)
Description not yet available.
istream & operator>>(const istream &input, const d3_array &arr3)
Read values from input stream into arr3.
virtual void restore_value_from_vector(const dvector &, const int &)
void multint4(int n, const dvar_vector &a, const dvar_vector &b, const dvar_vector &h, double al, int m, const dvariable &e, const dvariable &aint1, const dvariable &aint2, dvariable &aint3, const dvariable &aint4, const int &key, PMFVIV4 f)
double adapt_eps(int ii, int iseps, double eps, double alpha, double &adapt_delta, double &mu, dvector &epsvec, dvector &epsbar, dvector &Hbar)
param_init_bounded_matrix & operator[](int i)
static stddev_params * stddevptr[150]
void pvm_master_function_evaluation_no_derivatives(double &f, independent_variables &x, int nvar)
void report_function_minimizer_stats(void)
Description not yet available.
Description not yet available.
Description not yet available.
ostream & operator<<(const ostream &_s, preshowpoint p)
Description not yet available.
virtual ~dll_data_vector()
Destructor.
void set_initial_value(const double_index_type &it)
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)
void set_active_flag(void)
void set_maxb(double b)
Set maximum bounds value for param_init_bounded_matrix.
virtual int shared_size_count(void)
void initialize()
Double array size if needed.
void allocate(void)
Description not yet available.
void allocate(int min1, int max1, const double_index_type &bmin, const double_index_type &bmax, const index_type &phase_start, const char *s)
Allocate vector of param_init_bounded_number with dimension [min1 to max1] and bounded by [bmin...
virtual ~dll_data_matrix()
Destructor.
void print_mcmc_timing(double time_warmup, double time_total, int chain)
void allocate(void)
Does not allocte, but initialize class members.
bool slow_phase(int is, int warmup, int w1, int w3)
dll_param_number & operator=(const prevariable &m)
virtual void copy_value_to_vector(const dvector &x, const int &ii)
void allocate(int phase_start=1, const char *s="UNNAMED")
inequality_constraint_vector(void)
void end_gauss_hermite_stuff(void)
void allocate(void)
Description not yet available.
virtual int getindex(void)
virtual void add_value(const dvector &, const dvector &, const int &, const double &, const dvector &)
Description not yet available.
virtual void mc_scale(const dvector &d, const dvector &x, const int &)
Description not yet available.
static ivector copy_all_number_offsets(void)
virtual void add_to_list(void)
virtual dvar_matrix user_d2frandeff(const dvar_vector &x)
param_init_matrix & operator=(const dmatrix &m)
Assigns values from mat to param_init_matrix.
void operator=(const adstring &)
dll_param_d3array & operator=(const d3_array &)
vector_kludge(const param_init_number_vector &)
Class definition of matrix with derivitive information .
virtual void AD_uf_outer()
double projected_jacobian(const dvector &g, const dvector &xscale)
adstring get_reportfile_name(void)
double inv_cumd_cauchy(const double &x)
Description not yet available.
virtual void save_value(ofstream &ofs)=0
void hess_step()
hess_step is used for HMC. See details in function_minimizer::hess_step.
param_init_number & operator[](int i)
virtual ~dll_data_number()
Description not yet available.
virtual void dev_correction(const dmatrix &, const int &)
dvariable trapzd(void *, double a, double b, int n)
virtual void get_jacobian(const dvector &, const dvector &, const int &)
virtual void dev_correction(const dmatrix &H, const int &ii)
virtual const char * label()=0
Description not yet available.
virtual void setshare(const index_type &sf, const index_type &af)
void bounded_multivariate_uniform_mcmc(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &y, const random_number_generator &rng)
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)
double ndfboundp_mc(double x, double fmin, double fmax, const double &fpen)
Description not yet available.
virtual dvariable user_randeff(const dvar_vector &x)
Definition of the cifstream class.
Description not yet available.
Description not yet available.
data_number & operator=(const double &m)
~param_init_bounded_matrix_vector()
Destructor.
Description not yet available.
Description not yet available.
virtual const char * label(void)
virtual void copy_value_to_vector(const dvector &, const int &)=0
virtual void shared_set_value(const dvar_vector &, const int &, const dvariable &pen)
static int test_trust_flag
void set_original_shareflags(const index_type &sf)
Description not yet available.
Description not yet available.
virtual ~function_minimizer()
Destructor.
virtual dvariable variable(void)
virtual void set_value_inv(const dvector &, const int &)=0
virtual void bsave_value(uostream &uos)
Description not yet available.
void mcmc_routine(int, int, double, int)
Monte Carlo Markov Chain minimization routine Approximate the target distribution by performing a ran...
virtual void setshare(const index_type &sf, const index_type &af)
Description not yet available.
double cumd_cauchy(const double &x)
Description not yet available.
Description not yet available.
virtual const char * label(void)
virtual void shared_set_value_inv(const dvector &, const int &)
virtual void copy_value_to_vector(const dvector &, const int &)=0
virtual ~dll_data_int()
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
named_dvar6_array & operator=(const dvar6_array &m)
void set_initial_value(const double_index_type &initial_value)
Sets initial value of param_init_bounded_matrix_vector.
virtual void user_function()
static void get_all_sd_values(const dvector &x, const int &ii)
Description not yet available.
dll_data_3array & operator=(const d3_array &)
named_dmatrix & operator=(const dmatrix &m)
Assign named_dmatrix with values.
virtual void get_jacobian(const dvector &, const dvector &, const int &)
param_init_vector & operator[](int i)
void end_df1b2_funnel_stuff(void)
virtual void curv_scale(const dvector &d, const dvector &x, const int &)
dvector get_scalefactor(void)
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)
static int negative_eigenvalue_flag
index_type * get_invflags(void)
static void copy_all_values(const dvector &x, const int &ii)
virtual void restore_value_from_vector(const dvector &, const int &)
static void get_all_from_master(void)
void set_phase_start(int x)
objective_function_value(const char *name)
void assign(const dvector &)
void allocate(int n, const char *s="UNNAMED")
dvector value(const df1_one_vector &v)
virtual void constraints_minimize(void)
param_init_bounded_matrix(void)
Default constructor.
void allocate(int min1, int max1, const index_type &min, const index_type &max, const index_type &phase_start, const char *s)
Allocate vector min1 to max2 of param_init_vector with dimensions min to max using specified phase_st...
virtual void userfunction(void)=0
virtual void copy_value_to_vector(const dvector &x, const int &ii)
Description not yet available.
std::string get_filename(const char *f)
virtual int shared_size_count(void)
virtual void get_sd_values(const dvector &x, const int &ii)
void mcmc_eval(void)
Description not yet available.
Description not yet available.
double get_monte_carlo_value(int nvar, const independent_variables &x)
param_init_vector & operator()(int i)
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)
static int stddev_scale(const dvector &d, const dvector &x)
Description not yet available.
void add_sample_dense(const int nvar, int &is2, dvector &m, dmatrix &m2, const independent_variables &q)
Calculate running covariance using Welford's "online" algorithm.
dll_data_vector & operator=(const dvector &x)
dvector get_scalefactor(void)
virtual void mc_scale(const dvector &d, const dvector &x, const int &ii)=0
class for things related to the gradient structures, including dimension of arrays, size of buffers, etc.
Description not yet available.
virtual const char * label(void)
data_int(const data_int &other)
void pre_userfunction(void)
virtual void bsave_value(uostream &uos)=0
void function_evaluation_block_pvm_slave_random_effects(void)
Class object for init_bounded_number vector.
void depvars_routine(void)
Calculate the derivatives of dependent variables with respect to the independent variables.
virtual void set_simulation_bounds(const dmatrix &symbds, const int &ii)
dmatrix dep_hess_routine(const dvariable &dep)
Description not yet available.
Description not yet available.
static int num_stddev_number_params
Description not yet available.
virtual ~dll_param_d3array()
void tracing_message(int traceflag, const char *s)
Description not yet available.
virtual void sd_scale(const dvector &d, const dvector &x, const int &ii)=0
Description not yet available.
void set_invflags(const index_type &af)
dvector get_scalefactor(void)
virtual const char * label(void)
void hess_routine_random_effects(void)
Description not yet available.
virtual void set_value_inv(const dvector &x, const int &ii)
const char * get_name(void)
void allocate(double *_d, const char *s)
virtual int getindex(void)
param_stddev_number & operator=(const prevariable &)
param_init_matrix & operator[](int i)
void hess_routine_noparallel(void)
static dvector convergence_criteria
Description not yet available.
void bounded_multivariate_normal_mcmc(int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &y, const random_number_generator &rng)
static double fun_without_pen
Description not yet available.
void deallocate(void)
Free member allocated memory.
virtual void curv_scale(const dvector &d, const dvector &x, const int &)
int ad_get_commandline_option(const char *option_label, const int &option_value, const char *error_message)
virtual void get_from_master(void)=0
virtual void dev_correction(const dmatrix &, const int &)
virtual void add_value(const dvector &, const dvector &, const int &, const double &, const dvector &)
virtual void shared_set_value(const dvar_vector &, const int &, const dvariable &pen)
inequality_constraint_vector & operator=(const dvar_vector &m)
named_dvector & operator=(const dvector &m)
void build_tree(int nvar, dvector &gr, dmatrix &chd, double eps, dvector &p, dvector &y, dvector &gr2, double logu, int v, int j, double H0, dvector &_thetaprime, dvector &_thetaplus, dvector &_thetaminus, dvector &_rplus, dvector &_rminus, double &_alphaprime, int &_nalphaprime, bool &_sprime, int &_nprime, int &_nfevals, bool &_divergent, const random_number_generator &rng, dvector &gr2_end, dvector &_grprime, dvector &_gr2prime, double &_nllprime, double &_Hprime, independent_variables &_parsaveprime)
static int first_hessian_flag
Description not yet available.
virtual void sd_scale(const dvector &d, const dvector &x, const int &ii)
Fundamental data type for reverse mode automatic differentiation.
Description not yet available.
Description not yet available.
virtual void set_value(const dvar_vector &x, const int &ii, const dvariable &pen)
virtual void sd_scale(const dvector &d, const dvector &x, const int &ii)
static void save_all(const ofstream &_ofs, int prec, const dvector &g)
Write all values of g into output stream _ofs.
virtual void copy_value_to_vector(const dvector &x, const int &ii)
void hess_routine_master(void)
virtual void add_value(const dvector &, const dvector &, const int &, const double &, const dvector &)
virtual void set_runtime_crit(const char *)
void pvm_slave_prof_minimize(int underflow_flag)
Description not yet available.
virtual void hess_scale(const dvector &, const dvector &, const int &)
~dll_param_init_bounded_vector()
Destructor.
static void set_inactive_only_random_effects(void)
named_d7_array & operator=(const d7_array &m)
static int random_effects_flag
static adlist_ptr varsptr
data_int & operator=(const data_int &other)
param_init_matrix & operator()(int i)
virtual void set_value_inv(const dvector &x, const int &ii)
Macros to do vectorization.
~param_init_matrix_vector()
Destructor.
void add_sample_diag(const int nvar, int &n, dvector &m, dvector &m2, const independent_variables &q)
Calculate running covariance using Welford's "online" algorithm.
static int montecarlo_scale(const dvector &d, const dvector &x)
Description not yet available.
virtual void get_jacobian(const dvector &, const dvector &, const int &)
void start_get_importance_sampling_comnponent(void)
param_init_bounded_number(const double new_initial_value, const double bounds_min, const double bounds_max, const int phase_start, const char *name)
virtual void get_jacobian(const dvector &, const dvector &, const int &)
static int num_stddev_params
void ad_make_code_reentrant(void)
double get_stepsize(void)
virtual ~dll_param_init_bounded_number()
Destructor.
virtual void get_sd_values(const dvector &x, const int &ii)=0
virtual const char * label(void)
virtual void minimize(void)
virtual void sd_vscale(const dvar_vector &d, const dvar_vector &x, const int &ii)
dvariable adromb(_func func, double a, double b, int ns=9)
Romberg integration.
virtual void restore_value_from_vector(const dvector &, const int &)
static int num_likeprof_params
Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.
virtual void restore_value(const ifstream &ifs)
unsigned int current_size