nuts.cpp File Reference

(Last Changed on June 28, 2022 for git-revision b75f20beaa52fbb8e39f2e547aa45593b40c8951.)

The no-U-turn sampler (NUTS) MCMC routine. More...

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

Go to the source code of this file.

Functions
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_scale1 (int nvar, const dmatrix &_SS, double s, int mcmc2_flag)

Detailed Description

The no-U-turn sampler (NUTS) MCMC routine.

Author

Cole C. Monnahan

Definition in file nuts.cpp.

Function Documentation

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_scale1	(	int	nvar,
		const dmatrix &	_SS,
		double	s,
		int	mcmc2_flag
	)

Definition at line 1453 of file xxmcmc.cpp.