APEMoST
|
#include "mcmc.h"
Go to the source code of this file.
Functions | |
const char ** | get_params_descr (const mcmc *m) |
unsigned long | get_params_accepts_global (const mcmc *m) |
unsigned long | get_params_rejects_global (const mcmc *m) |
unsigned long | get_params_accepts_sum (const mcmc *m) |
unsigned long | get_params_rejects_sum (const mcmc *m) |
gsl_vector * | get_accept_rate (const mcmc *m) |
double | get_accept_rate_for (const mcmc *m, const unsigned int i) |
double | get_accept_rate_global (const mcmc *m) |
unsigned long | get_params_accepts_for (const mcmc *m, const unsigned int i) |
unsigned long | get_params_rejects_for (const mcmc *m, const unsigned int i) |
gsl_vector * | get_params (const mcmc *m) |
double | get_params_for (const mcmc *m, const unsigned int i) |
gsl_vector * | get_params_min (const mcmc *m) |
double | get_params_min_for (const mcmc *m, const unsigned int i) |
gsl_vector * | get_params_max (const mcmc *m) |
double | get_params_max_for (const mcmc *m, const unsigned int i) |
gsl_vector * | get_params_best (const mcmc *m) |
double | get_params_best_for (const mcmc *m, const unsigned int i) |
unsigned int | get_n_par (const mcmc *m) |
gsl_rng * | get_random (const mcmc *m) |
double | get_prob (const mcmc *m) |
double | get_prior (const mcmc *m) |
double | get_prob_best (const mcmc *m) |
gsl_vector * | get_steps (const mcmc *m) |
double | get_steps_for (const mcmc *m, const unsigned int i) |
double | get_steps_for_normalized (const mcmc *m, const unsigned int i) |
void | set_prob (mcmc *m, const double new_prob) |
void | set_prob_best (mcmc *m, const double new_prob_best) |
void | set_minmax_for (mcmc *m, const double new_min, const double new_max, const unsigned int i) |
void | set_model (mcmc *m, gsl_vector *new_model) |
void | set_n_par (mcmc *m, const int new_n_par) |
void | set_params_best (mcmc *m, const gsl_vector *new_params_best) |
void | set_params_for (mcmc *m, const double new_param, const unsigned int i) |
void | set_params (mcmc *m, gsl_vector *new_params) |
void | set_params_descr_all (mcmc *m, const char **new_par_descr) |
void | set_params_descr_for (mcmc *m, const char *new_par_descr, const unsigned int i) |
void | set_random (mcmc *m, gsl_rng *newrandom) |
void | set_prior (mcmc *m, const double new_prior) |
void | set_data (mcmc *m, const gsl_matrix *new_data) |
void | set_steps_for (mcmc *m, const double new_steps, const unsigned int i) |
void | set_steps_for_normalized (mcmc *m, const double new_step, const unsigned int i) |
void | set_steps_all (mcmc *m, const double *new_steps) |
void | set_params_accepts_for (mcmc *m, const long new_params_accept, const unsigned int i) |
void | set_params_rejects_for (mcmc *m, const long new_params_reject, const unsigned int i) |
void | inc_params_accepts_for (mcmc *m, const unsigned int i) |
void | inc_params_rejects_for (mcmc *m, const unsigned int i) |
void | inc_params_accepts (mcmc *m) |
void | inc_params_rejects (mcmc *m) |
void | reset_accept_rejects (mcmc *m) |
double | get_next_uniform_random (const mcmc *m) |
double | get_next_uniform_plusminus_random (const mcmc *m) |
double | get_next_alog_urandom (const mcmc *m) |
double | get_next_random_jump (const mcmc *m, const double sigma) |
gsl_vector* get_accept_rate | ( | const mcmc * | m | ) |
References get_n_par, get_vector_from_array(), mcmc::params_accepts, mcmc::params_rejects, and r.
Referenced by markov_chain_calibrate_orig().
double get_accept_rate_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References get_params_accepts_for(), and get_params_rejects_for().
double get_accept_rate_global | ( | const mcmc * | m | ) |
References get_params_accepts_global(), and get_params_rejects_global().
Referenced by markov_chain_calibrate_orig().
unsigned int get_n_par | ( | const mcmc * | m | ) |
Referenced by analyse_marginal_distributions(), assess_acceptance_rate(), calc_model(), calibrate_rest(), dump_mcmc(), main(), markov_chain_calibrate_alt(), markov_chain_calibrate_linear_regression(), markov_chain_calibrate_multilinear_regression(), markov_chain_calibrate_orig(), markov_chain_calibrate_quadratic(), mcmc_dump_close(), mcmc_dump_current(), mcmc_dump_flush(), mcmc_free(), mcmc_open_dump_files(), read_calibration_file(), rmw_adapt_stepwidth(), write_calibration_summary(), write_calibrations_file(), and write_params_file().
double get_next_alog_urandom | ( | const mcmc * | m | ) |
get next random number (logarithmic uniformly distributed between -inf and 0)
References get_next_uniform_random().
Referenced by test_random().
double get_next_random_jump | ( | const mcmc * | m, |
const double | sigma | ||
) |
get next random number (distributed by the proposal distribution)
You can choose a proposal distribution. The default is a gaussian distribution.
Set PROPOSAL_LOGISTIC, PROPOSAL_UNIFORM if you want to use a different proposal distribution.
References get_random().
Referenced by do_step_for().
double get_next_uniform_plusminus_random | ( | const mcmc * | m | ) |
get next random number (uniformly distributed between -1 and 1)
References get_next_uniform_random().
double get_next_uniform_random | ( | const mcmc * | m | ) |
get next random number (uniformly distributed between 0 and 1)
References get_random().
Referenced by get_next_alog_urandom(), get_next_uniform_plusminus_random(), parallel_tempering_decide_swap_now(), parallel_tempering_decide_swap_random(), rmw_adapt_stepwidth(), and test_random().
gsl_vector* get_params | ( | const mcmc * | m | ) |
References mcmc::params.
Referenced by burn_in(), dump(), main(), markov_chain_calibrate_alt(), markov_chain_calibrate_orig(), print_current_positions(), and read_calibration_file().
unsigned long get_params_accepts_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_accepts.
Referenced by assess_acceptance_rate(), and get_accept_rate_for().
unsigned long get_params_accepts_global | ( | const mcmc * | m | ) |
References mcmc::accept.
Referenced by assess_acceptance_rate(), dump(), and get_accept_rate_global().
unsigned long get_params_accepts_sum | ( | const mcmc * | m | ) |
References get_n_par, and mcmc::params_accepts.
Referenced by adapt().
gsl_vector* get_params_best | ( | const mcmc * | m | ) |
References mcmc::params_best.
Referenced by calibrate_rest(), print_current_positions(), restart_from_best(), and write_params_file().
double get_params_best_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_best.
const char** get_params_descr | ( | const mcmc * | m | ) |
References mcmc::params_descr.
Referenced by analyse_marginal_distributions(), calc_marginal_distribution(), markov_chain_calibrate_orig(), and write_params_file().
double get_params_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params.
Referenced by calc_model(), and write_calibrations_file().
gsl_vector* get_params_max | ( | const mcmc * | m | ) |
References mcmc::params_max.
Referenced by calc_beta_0(), and write_params_file().
double get_params_max_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_max.
Referenced by calc_marginal_distribution(), get_steps_for_normalized(), main(), and set_steps_for_normalized().
gsl_vector* get_params_min | ( | const mcmc * | m | ) |
References mcmc::params_min.
Referenced by calc_beta_0(), and write_params_file().
double get_params_min_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_min.
Referenced by calc_marginal_distribution(), get_steps_for_normalized(), main(), and set_steps_for_normalized().
unsigned long get_params_rejects_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_rejects.
Referenced by get_accept_rate_for().
unsigned long get_params_rejects_global | ( | const mcmc * | m | ) |
References mcmc::reject.
Referenced by dump(), and get_accept_rate_global().
unsigned long get_params_rejects_sum | ( | const mcmc * | m | ) |
References get_n_par, and mcmc::params_rejects.
Referenced by adapt().
double get_prior | ( | const mcmc * | m | ) |
References mcmc::prior.
Referenced by calc_model(), main(), and run_sampler().
double get_prob | ( | const mcmc * | m | ) |
References mcmc::prob.
Referenced by adapt(), main(), markov_chain_step(), markov_chain_step_for(), print_current_positions(), rmw_adapt_stepwidth(), and run_sampler().
double get_prob_best | ( | const mcmc * | m | ) |
References mcmc::prob_best.
Referenced by print_current_positions(), and restart_from_best().
gsl_rng* get_random | ( | const mcmc * | m | ) |
References mcmc::random.
Referenced by get_next_random_jump(), get_next_uniform_random(), and markov_chain_calibrate_multilinear_regression().
gsl_vector* get_steps | ( | const mcmc * | m | ) |
double get_steps_for | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_step.
Referenced by get_steps_for_normalized(), markov_chain_calibrate_alt(), markov_chain_calibrate_orig(), write_calibration_summary(), and write_calibrations_file().
double get_steps_for_normalized | ( | const mcmc * | m, |
const unsigned int | i | ||
) |
void inc_params_accepts | ( | mcmc * | m | ) |
References mcmc::accept, get_n_par, and inc_params_accepts_for().
Referenced by markov_chain_step().
void inc_params_accepts_for | ( | mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_accepts.
Referenced by inc_params_accepts(), and markov_chain_step_for().
void inc_params_rejects | ( | mcmc * | m | ) |
References get_n_par, inc_params_rejects_for(), and mcmc::reject.
Referenced by markov_chain_step().
void inc_params_rejects_for | ( | mcmc * | m, |
const unsigned int | i | ||
) |
References mcmc::params_rejects.
Referenced by inc_params_rejects(), and markov_chain_step_for().
void reset_accept_rejects | ( | mcmc * | m | ) |
restart counting
References mcmc::accept, get_n_par, mcmc::reject, set_params_accepts_for(), and set_params_rejects_for().
Referenced by adapt(), assess_acceptance_rate(), and markov_chain_calibrate_orig().
void set_data | ( | mcmc * | m, |
const gsl_matrix * | new_data | ||
) |
References mcmc::data.
Referenced by prepare_and_run_sampler().
void set_minmax_for | ( | mcmc * | m, |
const double | new_min, | ||
const double | new_max, | ||
const unsigned int | i | ||
) |
References mcmc::params_max, and mcmc::params_min.
void set_model | ( | mcmc * | m, |
gsl_vector * | new_model | ||
) |
void set_n_par | ( | mcmc * | m, |
const int | new_n_par | ||
) |
void set_params | ( | mcmc * | m, |
gsl_vector * | new_params | ||
) |
References assert, mcmc::n_par, and mcmc::params.
Referenced by calibrate_rest(), markov_chain_step(), and restart_from_best().
void set_params_accepts_for | ( | mcmc * | m, |
const long | new_params_accept, | ||
const unsigned int | i | ||
) |
References mcmc::params_accepts.
Referenced by reset_accept_rejects().
void set_params_best | ( | mcmc * | m, |
const gsl_vector * | new_params_best | ||
) |
References mcmc::params_best.
Referenced by mcmc_check_best(), and read_calibration_file().
void set_params_descr_all | ( | mcmc * | m, |
const char ** | new_par_descr | ||
) |
References mcmc::params_descr.
void set_params_descr_for | ( | mcmc * | m, |
const char * | new_par_descr, | ||
const unsigned int | i | ||
) |
References mcmc::params_descr.
void set_params_for | ( | mcmc * | m, |
const double | new_param, | ||
const unsigned int | i | ||
) |
References assert, and mcmc::params.
Referenced by do_step_for(), main(), markov_chain_step_for(), and read_calibration_file().
void set_params_rejects_for | ( | mcmc * | m, |
const long | new_params_reject, | ||
const unsigned int | i | ||
) |
References mcmc::params_rejects.
Referenced by reset_accept_rejects().
void set_prior | ( | mcmc * | m, |
const double | new_prior | ||
) |
References mcmc::prior.
Referenced by calc_model().
void set_prob | ( | mcmc * | m, |
const double | new_prob | ||
) |
References mcmc::prob.
Referenced by calc_model(), and restart_from_best().
void set_prob_best | ( | mcmc * | m, |
const double | new_prob_best | ||
) |
References mcmc::prob_best.
void set_random | ( | mcmc * | m, |
gsl_rng * | newrandom | ||
) |
References mcmc::random.
void set_steps_all | ( | mcmc * | m, |
const double * | new_steps | ||
) |
References get_n_par, and set_steps_for().
void set_steps_for | ( | mcmc * | m, |
const double | new_steps, | ||
const unsigned int | i | ||
) |
References mcmc::params_step.
Referenced by markov_chain_calibrate_alt(), markov_chain_calibrate_orig(), read_calibration_file(), and set_steps_all().
void set_steps_for_normalized | ( | mcmc * | m, |
const double | new_step, | ||
const unsigned int | i | ||
) |