src/markov_chain.h

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/*
    APEMoST - Automated Parameter Estimation and Model Selection Toolkit
    Copyright (C) 2009  Johannes Buchner

    This program is free software: you can redistribute it and/or modify
    it under the terms of the GNU General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.

    This program is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU General Public License for more details.

    You should have received a copy of the GNU General Public License
    along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

#ifndef MCMC_MARKOV_CHAIN_H_
#define MCMC_MARKOV_CHAIN_H_

#include "mcmc.h"
#include "define_defaults.h"

#define DEFAULT_ADJUST_STEP 0.5
#ifndef NO_RESCALING_LIMIT
#define NO_RESCALING_LIMIT 15
#endif

#ifndef ITER_READJUST
#define ITER_READJUST 200
#endif

#ifndef CIRCULAR_PARAMS

#define CIRCULAR_PARAMS 0
#endif

void markov_chain_calibrate(mcmc * m, const unsigned int burn_in_iterations,
                double desired_acceptance_rate, const double max_ar_deviation,
                const unsigned int iter_limit, double mul, const double adjust_step);
void markov_chain_step(mcmc * m);
void markov_chain_step_for(mcmc * m, const unsigned int index);

void rmw_adapt_stepwidth(mcmc * m, double prob_old);

void burn_in(mcmc * m, const unsigned int burn_in_iterations);

#ifndef ACCURACY_DEVIATION_FACTOR

#define ACCURACY_DEVIATION_FACTOR 0.25
#endif

unsigned int assess_acceptance_rate(mcmc * m, unsigned int param,
                double desired_acceptance_rate, double min_accuracy,
                double max_accuracy, double * acceptance_rate, double * accuracy);

void restart_from_best(mcmc * m);

#endif /* MCMC_MARKOV_CHAIN_H_ */