mod_mc.cpp File Reference

(Last Changed on January 24, 2022 for git-revision 74757431d83636e29cb5726a0bcd75902dacd0d9.)

Function function_minimizer::monte_carlo_routine. More...

#include <admodel.h>

Go to the source code of this file.

Functions
double	better_rand (long int &)
	Description not yet available. More...
dvector	bounded_multivariate_cauchy (int nvar, const dvector &a1, dvector &b1, const dmatrix &ch, long int &iseed, const double &lprob, double &log_tprob, const int &outflag)
dvector	bounded_robust_multivariate_normal (int nvar, const dvector &a1, dvector &b1, const dmatrix &ch, const dmatrix &ch3, const dmatrix &chinv, const dmatrix &ch3inv, double contaminant, long int &iseed, const double &lprob, const double &lprob3, double &log_tprob, const int &outflag)
double	cumd_cauchy (const double &x)
	Description not yet available. More...
double	cumd_norm (const double &x)
	Culative normal distribution; constant objects. More...
double	density_cauchy (const double &x)
	Description not yet available. More...
double	inv_cumd_cauchy (const double &x)
	Description not yet available. More...
double	inv_cumd_norm (const double &x)
	Description not yet available. More...
double	inv_cumd_norms (const double &x)
double	log_likelihood_mixture (const double &x)
void	multivariate_mixture (const dvector &_mix, int nvar, long int &iseed, const double &_log_density_normal, const double &_log_density_cauchy, const double &_log_density_small_normal, int is)
double	myran1 (long int &)

Detailed Description

Function function_minimizer::monte_carlo_routine.

Author

David Fournier

Copyright

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

Definition in file mod_mc.cpp.

Function Documentation

double better_rand

(

long int &

idum

)

Description not yet available.

Parameters

Definition at line 18 of file bet_rand.cpp.

dvector bounded_multivariate_cauchy	(	int	nvar,
		const dvector &	a1,
		dvector &	b1,
		const dmatrix &	ch,
		long int &	iseed,
		const double &	lprob,
		double &	log_tprob,
		const int &	outflag
	)

Definition at line 97 of file nmonte.cpp.

dvector bounded_robust_multivariate_normal	(	int	nvar,
		const dvector &	a1,
		dvector &	b1,
		const dmatrix &	ch,
		const dmatrix &	ch3,
		const dmatrix &	chinv,
		const dmatrix &	ch3inv,
		double	contaminant,
		long int &	iseed,
		const double &	lprob,
		const double &	lprob3,
		double &	log_tprob,
		const int &	outflag
	)

Definition at line 47 of file nmonte.cpp.

double cumd_cauchy

(

const double &

x

)

Description not yet available.

Parameters

Definition at line 17 of file cumd_cau.cpp.

Referenced by bounded_multivariate_normal(), bounded_multivariate_normal_mcmc(), cumd_mixture(), cumd_mixture_02(), get_bounded_cauchy(), ghk_choleski_m_cauchy(), new_probing_bounded_multivariate_normal(), new_probing_bounded_multivariate_normal_mcmc(), probing_bounded_multivariate_normal(), and probing_bounded_multivariate_normal_mcmc().

double density_cauchy

(

const double &

x

)

Description not yet available.

Parameters

Definition at line 29 of file cumd_cau.cpp.

Referenced by new_probing_bounded_multivariate_normal(), new_probing_bounded_multivariate_normal_mcmc(), probing_bounded_multivariate_normal(), and probing_bounded_multivariate_normal_mcmc().

double inv_cumd_cauchy

(

const double &

x

)

Description not yet available.

Parameters

Definition at line 49 of file cumd_cau.cpp.

Referenced by bounded_multivariate_normal(), get_bounded_cauchy(), ghk_choleski_m_cauchy(), inv_cumd_mixture(), inv_cumd_mixture_02(), multivariate_mixture(), new_probing_bounded_multivariate_normal(), new_probing_bounded_multivariate_normal_mcmc(), probing_bounded_multivariate_normal(), and randcau().

double inv_cumd_norm

(

const double &

x

)

Description not yet available.

Parameters

Definition at line 78 of file cumdist.cpp.

double inv_cumd_norms

(

const double &

x

)

double log_likelihood_mixture

(

const double &

x

)

Definition at line 540 of file nmonte.cpp.

Referenced by get_bounded_mixture().

void multivariate_mixture	(	const dvector &	_mix,
		int	nvar,
		long int &	iseed,
		const double &	_log_density_normal,
		const double &	_log_density_cauchy,
		const double &	_log_density_small_normal,
		int	is
	)

Definition at line 33 of file mod_mc3.cpp.

Referenced by function_minimizer::monte_carlo_routine().

double myran1

(

long int &

)