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laplace_approximation_calculator Class Reference

Description not yet available. More...

#include <adrndeff.h>

Public Member Functions

 laplace_approximation_calculator (int _xsize, int _usize, int _minder, int _maxder, function_minimizer *pfmin)
 Description not yet available.
 laplace_approximation_calculator (int _xsize, int _usize, ivector _minder, ivector _maxder, function_minimizer *pfmin)
 Description not yet available.
 ~laplace_approximation_calculator ()
 Description not yet available.
void allocate_block_diagonal_stuff (void)
 Description not yet available.
dvector banded_calculations (const dvector &_x, const double &_f, function_minimizer *pfmin)
 Description not yet available.
dvector banded_calculations_lme (const dvector &_x, const double &_f, function_minimizer *pfmin)
 Description not yet available.
dvector banded_calculations_trust_region_approach (const dvector &_uhat, function_minimizer *pmin)
 Description not yet available.
void begin_separable_call_stuff (void)
 Description not yet available.
dvector block_diagonal_calculations (const dvector &_x, const double &_f, function_minimizer *pfmin)
 Description not yet available.
void build_up_nested_shape (void)
 Description not yet available.
void check_derivatives (const dvector &, function_minimizer *pfmin, double fval1)
 Description not yet available.
void check_for_need_to_reallocate (int ip)
 Does Nothing.
void check_hessian_type (const dvector &_x, function_minimizer *)
 Description not yet available.
void check_hessian_type (function_minimizer *pfmin)
 Description not yet available.
void check_hessian_type2 (function_minimizer *pfmin)
 Description not yet available.
void check_pool_size (void)
 Description not yet available.
imatrix check_sparse_matrix_structure (void)
 Description not yet available.
dvector default_calculations (const dvector &_x, const double &_f, function_minimizer *pfmin)
 Description not yet available.
dvector default_calculations_check_derivatives (const dvector &_x, function_minimizer *pfmin, const double &f)
 Description not yet available.
dvector default_calculations_parallel_master (const dvector &_x, const double &_f, function_minimizer *pfmin)
void default_calculations_parallel_slave (const dvector &_x, const double &_f, function_minimizer *pfmin)
void do_newton_raphson_banded (function_minimizer *pmin, double, int &)
 Description not yet available.
void do_newton_raphson_state_space (function_minimizer *pfmin, double f_from_1, int &no_converge_flag)
 Description not yet available.
double do_one_feval (const dvector &x, function_minimizer *pfmin)
 Description not yet available.
void do_separable_stuff (void)
 Description not yet available.
void do_separable_stuff_hessian_type_information (void)
 Description not yet available.
void do_separable_stuff_laplace_approximation_banded (df1b2variable &)
 Description not yet available.
void do_separable_stuff_laplace_approximation_banded_adjoint (const df1b2variable &ff)
 Description not yet available.
void do_separable_stuff_laplace_approximation_block_diagonal (df1b2variable &)
 Calculates the Laplace approximation for a single separable function in the "block diagonal", i.e.
void do_separable_stuff_laplace_approximation_importance_sampling_adjoint (df1b2variable &)
 Description not yet available.
void do_separable_stuff_newton_raphson_banded (df1b2variable &)
 Description not yet available.
void do_separable_stuff_newton_raphson_block_diagonal (df1b2variable &)
 Description not yet available.
void do_separable_stuff_x_u_block_diagonal (df1b2variable &ff)
 Description not yet available.
void end_separable_call_stuff (void)
 Description not yet available.
void generate_antithetical_rvs ()
 Description not yet available.
void get_block_diagonal_hessian (df1b2variable &)
 Description not yet available.
void get_complete_hessian (dmatrix &H, function_minimizer *pfmin)
void get_complete_hessian (dmatrix &H, dvector &g, function_minimizer *pfmin)
 Description not yet available.
double get_fx_fu (function_minimizer *pfmin)
 Description not yet available.
dmatrix get_gradient_for_hessian_calcs (const dmatrix &local_Hess, double &f)
 Description not yet available.
dvector get_gradient_lme (const dvector &x, function_minimizer *pfmin)
 Description not yet available.
dvector get_gradient_lme (function_minimizer *pfmin)
 Description not yet available.
dvector get_gradient_lme_hp (const double &x, function_minimizer *pfmin)
 Description not yet available.
void get_hessian_components_banded_lme (function_minimizer *pfmin)
 Description not yet available.
dvar_matrix get_hessian_from_components_lme (function_minimizer *pfmin)
 Description not yet available.
void get_newton_raphson_info (function_minimizer *pmin)
 Description not yet available.
dvector get_newton_raphson_info_banded (function_minimizer *pmin)
 Description not yet available.
dvector get_newton_raphson_info_block_diagonal (function_minimizer *pmin)
 Description not yet available.
void get_newton_raphson_info_master (function_minimizer *pmin)
void get_newton_raphson_info_slave (function_minimizer *pmin)
dvector get_uhat (const dvector &x, function_minimizer *pfmin)
dvector get_uhat_lm_newton (const dvector &x, function_minimizer *pfmin)
 Description not yet available.
dvector get_uhat_lm_newton2 (const dvector &x, function_minimizer *pfmin)
 Description not yet available.
dvector get_uhat_quasi_newton (const dvector &x, function_minimizer *pfmin)
 Description not yet available.
dvector get_uhat_quasi_newton_block_diagonal (const dvector &x, function_minimizer *pfmin)
 Description not yet available.
dvector get_uhat_quasi_newton_qd (const dvector &x, function_minimizer *pfmin)
 Description not yet available.
double inner_optimization_banded (dvector &x, function_minimizer *pfmin, int &no_converge_flag)
 Description not yet available.
dvector lincg (dvector &x, dvector &c, dmatrix &H, double tol, double Delta, function_minimizer *pfmin, double &truef, double &e, double &f, double &fbest, int &iflag, int &iter, int maxfn)
 Description not yet available.
dvector local_minimization (dvector &s, dmatrix &Hess, dvector &grad, double lambda)
 Description not yet available.
dvector local_minimization_routine (dvector &s, dmatrix &Hess, dvector &grad, double lambda)
 Description not yet available.
void make_sparse_triplet (void)
 Description not yet available.
dvector operator() (const dvector &_x, const double &_f, function_minimizer *pfmin)
 Description not yet available.
void pvm_slave_function_evaluation_random_effects (void)
void set_default_hessian_type (void)
 Description not yet available.
void set_u_dot (int i)
 Description not yet available.
double standard_type3_loop (int no_converge_flag)
void test_trust_region_method (function_minimizer *pmin)
dvector test_trust_region_method (const dvector &_x, const double &_f, function_minimizer *pfmin)
 Description not yet available.

Public Attributes

dmatrixantiepsilon
banded_symmetric_dmatrixbHess
int bHess_pd_flag
banded_symmetric_dmatrixbHessadjoint
d3_arrayblock_diagonal_ch
d3_arrayblock_diagonal_Dux
imatrixblock_diagonal_fe_list
int block_diagonal_flag
d3_arrayblock_diagonal_hessian
imatrixblock_diagonal_re_list
dvar3_arrayblock_diagonal_vch
dvar3_arrayblock_diagonal_vhessian
d3_arrayblock_diagonal_vhessianadjoint
int bw
imatrixcalling_set
dvector check_local_uadjoint
dvector check_local_uadjoint2
dvector check_local_xadjoint
dvector check_local_xadjoint2
imatrixcompressed_triplet_information
dvector curv
int dd_nr_flag
imatrixderindex
dmatrix Dux
dmatrix epsilon
fmm fmc
fmm fmc1
gauss_hermite_stuffgh
dvector grad
dvectorgrad_x
dvectorgrad_x_u
int have_bounded_random_effects
int have_users_hesstype
dmatrix Hess
d3_arrayHess_components
dmatrix Hessadjoint
int hesstype
dvar_matriximportance_sampling_components
int importance_sampling_counter
dvectorimportance_sampling_values
dvectorimportance_sampling_weights
int in_gauss_hermite_phase
int init_switch
double inner_crit
int inner_iprint
int inner_lmnflag
int inner_lmnsteps
int inner_maxfn
int inner_noprintx
int is_diagnostics_flag
int isfunnel_flag
dvector local_dtemp
double max_separable_g
ivector maxder
ivector minder
int multi_random_effects
nested_calls_indices nested_indices
ivector nested_separable_calls_counter
nested_calls_shape nested_shape
ivector nested_tree_position
int nfunnelblocks
int no_function_component_flag
double nr_crit
int nr_debug
int num_der_blocks
int num_importance_samples
ivectornum_local_fixed_array
ivectornum_local_re_array
int num_nr_iters
int num_separable_calls
int nvar
int nvariables
dmatrixpHess_non_quadprior_part
function_minimizerpmin
int rseed
dvector scale
int separable_call_level
int separable_calls_counter
dvectorseparable_function_difference
int sparse_count
int sparse_count_adjoint
ivectorsparse_iterator
hs_symbolicsparse_symbolic
hs_symbolicsparse_symbolic2
dcompressed_tripletsparse_triplet
dcompressed_tripletsparse_triplet2
dvector step
i3_arraytriplet_information
dvector uadjoint
dvector ubest
dvector uhat
int use_gauss_hermite
int use_outliers
ivector used_flags
int usize
int var_flag
dvar_compressed_tripletvsparse_triplet
dcompressed_tripletvsparse_triplet_adjoint
dvector xadjoint
int xsize
init_df1b2vector y

Static Public Attributes

static int antiflag = 0
static int print_importance_sampling_weights_flag = 0
static int saddlepointflag = 0
static int sparse_hessian_flag = 0
static dvar_vectorvariance_components_vector = 0
static int where_are_we_flag = 0

Detailed Description

Description not yet available.

Definition at line 182 of file adrndeff.h.


Constructor & Destructor Documentation

laplace_approximation_calculator::laplace_approximation_calculator ( int  _xsize,
int  _usize,
int  _minder,
int  _maxder,
function_minimizer _pmin 
)

Description not yet available.

Parameters:

Definition at line 311 of file df1b2lap.cpp.

laplace_approximation_calculator::laplace_approximation_calculator ( int  _xsize,
int  _usize,
ivector  _minder,
ivector  _maxder,
function_minimizer _pmin 
)

Description not yet available.

Parameters:

Definition at line 1000 of file df1b2lap.cpp.

Description not yet available.

Parameters:

Definition at line 1104 of file df1b2lap.cpp.


Member Function Documentation

Description not yet available.

Parameters:

Definition at line 807 of file df1b2lp8.cpp.

Description not yet available.

Parameters:

Definition at line 329 of file df1b2lp6.cpp.

Description not yet available.

Parameters:

Definition at line 171 of file df1b2lme.cpp.

Description not yet available.

Parameters:

Definition at line 1084 of file df1b2lp6.cpp.

Referenced by do_newton_raphson_banded().

Description not yet available.

Parameters:

Definition at line 2251 of file df1b2lap.cpp.

Description not yet available.

Parameters:

Definition at line 28 of file df1b2lp2.cpp.

Description not yet available.

Parameters:

Definition at line 2275 of file df1b2lap.cpp.

void laplace_approximation_calculator::check_derivatives ( const dvector _x,
function_minimizer pfmin,
double  f 
)

Description not yet available.

Parameters:

Definition at line 38 of file df1b2chkder.cpp.

Referenced by default_calculations_check_derivatives().

Does Nothing.

Definition at line 1858 of file df1b2lap.cpp.

Referenced by check_hessian_type(), check_hessian_type2(), and get_newton_raphson_info_banded().

Description not yet available.

Parameters:

Definition at line 400 of file df1b2lp8.cpp.

Description not yet available.

Parameters:

Definition at line 842 of file df1b2lp1.cpp.

Referenced by default_calculations_check_derivatives().

Description not yet available.

Parameters:

Definition at line 1136 of file df1b2lp8.cpp.

Description not yet available.

Parameters:

Definition at line 40 of file df1b2lp1.cpp.

Description not yet available.

Parameters:

Definition at line 49 of file df1b2chkder.cpp.

void laplace_approximation_calculator::do_newton_raphson_banded ( function_minimizer pfmin,
double  f_from_1,
int &  no_converge_flag 
)

Description not yet available.

Parameters:

Definition at line 48 of file df1b2lp6.cpp.

void laplace_approximation_calculator::do_newton_raphson_state_space ( function_minimizer pfmin,
double  f_from_1,
int &  no_converge_flag 
)

Description not yet available.

Parameters:

Definition at line 204 of file df1b2lp11.cpp.

Description not yet available.

Parameters:

Definition at line 525 of file test_trust.cpp.

Description not yet available.

Parameters:

Definition at line 22 of file f1b2fnl2.cpp.

Description not yet available.

Parameters:

Definition at line 986 of file df1b2lp8.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 865 of file df1b2lp6.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 19 of file df1b2lp7.cpp.

Referenced by do_separable_stuff().

Calculates the Laplace approximation for a single separable function in the "block diagonal", i.e.

each u(i) occurs only in a single separable function.

Parameters:
ffvalue of separable function (???) This function will be called multiple times (once for each separable function). Notation: x = fixed effects (parameters) and u = random effects.

Definition at line 112 of file f1b2fnl3.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 128 of file f1b2fnl5.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 662 of file df1b2lp6.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 139 of file f1b2fnl2.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 19 of file f1b2fnl3.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 2264 of file df1b2lap.cpp.

Description not yet available.

Parameters:

Definition at line 132 of file df1b2lp8.cpp.

Referenced by check_hessian_type().

Description not yet available.

Parameters:

Definition at line 19 of file f1b2fnl5.cpp.

Referenced by do_separable_stuff().

Description not yet available.

Parameters:

Definition at line 208 of file test_trust.cpp.

Description not yet available.

Parameters:

Definition at line 2214 of file df1b2lap.cpp.

Description not yet available.

Parameters:

Definition at line 250 of file f1b2fnl3.cpp.

Referenced by do_separable_stuff_laplace_approximation_block_diagonal().

Description not yet available.

Parameters:

Definition at line 256 of file df1b2lme.cpp.

Description not yet available.

Parameters:

Definition at line 229 of file df1b2lme.cpp.

Description not yet available.

Parameters:

Definition at line 282 of file df1b2lme.cpp.

Description not yet available.

Parameters:

Definition at line 20 of file df1b2lme.cpp.

Referenced by function_minimizer::limited_memory_quasi_newton_block(), function_minimizer::prof_minimize_re(), and function_minimizer::quasi_newton_block().

Description not yet available.

Parameters:

Definition at line 121 of file df1b2lme.cpp.

Description not yet available.

Parameters:

Definition at line 693 of file df1b2lp1.cpp.

Description not yet available.

Parameters:

Definition at line 790 of file df1b2lp6.cpp.

Referenced by do_newton_raphson_banded(), and do_newton_raphson_state_space().

Description not yet available.

Parameters:

Definition at line 407 of file df1b2lp2.cpp.

Description not yet available.

Parameters:

Definition at line 204 of file df1b2lap.cpp.

Referenced by banded_calculations_trust_region_approach(), and inner_optimization_banded().

Description not yet available.

Parameters:

Definition at line 2698 of file df1b2lap.cpp.

Description not yet available.

Parameters:

Definition at line 52 of file df1b2lap.cpp.

Referenced by banded_calculations_trust_region_approach(), and inner_optimization_banded().

Description not yet available.

Parameters:

Definition at line 32 of file df1b2lp9.cpp.

Description not yet available.

Parameters:

Definition at line 28 of file f1b2lapqd.cpp.

Referenced by banded_calculations_trust_region_approach(), and inner_optimization_banded().

double laplace_approximation_calculator::inner_optimization_banded ( dvector x,
function_minimizer pfmin,
int &  no_converge_flag 
)

Description not yet available.

Parameters:

Definition at line 291 of file df1b2lp6.cpp.

dvector laplace_approximation_calculator::lincg ( dvector xinit,
dvector c,
dmatrix H1,
double  tol,
double  Delta,
function_minimizer pfmin,
double &  truef,
double &  estdiff,
double &  truediff,
double &  bestf,
int &  iflag,
int &  inner_iter,
int  maxfn 
)

Description not yet available.

Parameters:

Definition at line 627 of file test_trust.cpp.

Description not yet available.

Parameters:

Definition at line 42 of file dflocmin.cpp.

Description not yet available.

Parameters:

Definition at line 97 of file dflocmin.cpp.

Description not yet available.

Parameters:

Definition at line 21 of file df1b2lp8.cpp.

Referenced by check_hessian_type().

dvector laplace_approximation_calculator::operator() ( const dvector _x,
const double &  _f,
function_minimizer pfmin 
)

Description not yet available.

Parameters:

Definition at line 1252 of file df1b2lap.cpp.

Description not yet available.

Parameters:

Definition at line 2186 of file df1b2lap.cpp.

Description not yet available.

Parameters:

Definition at line 827 of file df1b2lp1.cpp.

Referenced by default_calculations_check_derivatives(), and get_second_ders().

Description not yet available.

Parameters:

Definition at line 37 of file test_trust.cpp.


Member Data Documentation

Definition at line 199 of file adrndeff.h.

Referenced by check_hessian_type(), and laplace_approximation_calculator().

Definition at line 258 of file adrndeff.h.

Referenced by calculate_laplace_approximation().

Definition at line 295 of file adrndeff.h.

Referenced by block_diagonal_calculations().

Definition at line 296 of file adrndeff.h.

Referenced by block_diagonal_calculations().

Definition at line 297 of file adrndeff.h.

Referenced by block_diagonal_calculations().

Definition at line 298 of file adrndeff.h.

Referenced by block_diagonal_calculations().

Definition at line 192 of file adrndeff.h.

Referenced by check_hessian_type(), and make_sparse_triplet().

Definition at line 293 of file adrndeff.h.

Referenced by do_separable_stuff_newton_raphson_block_diagonal().

Definition at line 189 of file adrndeff.h.

Referenced by do_newton_raphson_banded().

Definition at line 291 of file adrndeff.h.

Referenced by generate_antithetical_rvs().

Definition at line 307 of file adrndeff.h.

Definition at line 229 of file adrndeff.h.

Definition at line 238 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

Definition at line 237 of file adrndeff.h.

Definition at line 234 of file adrndeff.h.

Definition at line 239 of file adrndeff.h.

Definition at line 196 of file adrndeff.h.

Referenced by print_is_diagnostics().

Definition at line 228 of file adrndeff.h.

Definition at line 230 of file adrndeff.h.

Referenced by do_separable_stuff_newton_raphson_block_diagonal().

Definition at line 186 of file adrndeff.h.

Definition at line 207 of file adrndeff.h.

Referenced by build_up_nested_shape(), and laplace_approximation_calculator().

Definition at line 187 of file adrndeff.h.

Referenced by build_up_nested_shape().

Definition at line 208 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

Definition at line 231 of file adrndeff.h.

Definition at line 235 of file adrndeff.h.

Referenced by do_newton_raphson_state_space().

Definition at line 245 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

Definition at line 201 of file adrndeff.h.

Referenced by function_minimizer::minimize().

Definition at line 200 of file adrndeff.h.

Referenced by generate_antithetical_rvs(), and laplace_approximation_calculator().

Definition at line 264 of file adrndeff.h.

Definition at line 262 of file adrndeff.h.

Referenced by make_sparse_triplet().

Definition at line 268 of file adrndeff.h.

Referenced by ~laplace_approximation_calculator().

Definition at line 261 of file adrndeff.h.

Referenced by make_sparse_triplet(), and ~laplace_approximation_calculator().

Definition at line 254 of file adrndeff.h.

Referenced by laplace_approximation_calculator().

List of all members.


The documentation for this class was generated from the following files: