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hybmcmc.cpp File Reference

(* $Id: hybmcmc.cpp 2733 2014-11-26 23:31:39Z johnoel $)

Description not yet available. More...

#include <sstream>
#include <df1b2fun.h>
#include <adrndeff.h>
#include <admodel.h>

Go to the source code of this file.

Functions

void ad_update_function_minimizer_report (int feval, int iter, int phase, double fval, double gmax, const char *cbuf)
void ad_update_mcmc_report (dmatrix &m, int i, int j, int ff=0)
void ad_update_mcmc_stats_report (int feval, int iter, double fval, double gmax)
void ad_update_mcmchist_report (dmatrix &mcmc_values, ivector &number_offsets, dvector &mean_mcmc_values, dvector &h, int ff=0)
void add_hist_values (const dvector &s, const dvector &m, const dmatrix &hist, dvector &mcmc_values, double llc, const dvector &h, int nslots, double total_spreadd, int probflag=0)
double better_rand (long int &)
 Description not yet available.
void make_preliminary_hist (const dvector &s, const dvector &m, int nsim, const dmatrix &values, dmatrix &hist, const dvector &h, int slots, double total_spread, int probflag=0)
int maxnz (const dvector &xa)
int minnz (const dvector &x)
dvector new_probing_bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, double pprobe, random_number_generator &rng)
void new_probing_bounded_multivariate_normal_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &_y, double pprobe, random_number_generator &rng)
void print_hist_data (const dmatrix &hist, const dmatrix &values, const dvector &h, dvector &m, const dvector &s, const dvector &parsave, long int iseed, double size_scale)
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'.
void read_hessian_matrix_and_scale (int nvar, const dmatrix &S, const dvector &pen_vector)
void read_hessian_matrix_and_scale1 (int nvar, const dmatrix &_SS, double s, int mcmc2_flag)
int read_hist_data (const dmatrix &hist, const dvector &h, dvector &m, const dvector &s, const dvector &parsave, long int &iseed, const double &size_scale)
void set_labels_for_mcmc (void)
void store_mcmc_values (const ofstream &ofs)
void write_empirical_covariance_matrix (int ncor, const dvector &s_mean, const dmatrix &s_covar, adstring &prog_name)
 Writes the covariance matrix out to a file, which is prog_name prepended to the extension '.ecm'.

Detailed Description

Description not yet available.

Definition in file hybmcmc.cpp.


Function Documentation

void ad_update_function_minimizer_report ( int  feval,
int  iter,
int  phase,
double  fval,
double  gmax,
const char *  cbuf 
)
void ad_update_mcmc_report ( dmatrix m,
int  i,
int  j,
int  ff = 0 
)
void ad_update_mcmc_stats_report ( int  feval,
int  iter,
double  fval,
double  gmax 
)
void ad_update_mcmchist_report ( dmatrix mcmc_values,
ivector number_offsets,
dvector mean_mcmc_values,
dvector h,
int  ff = 0 
)
void add_hist_values ( const dvector s,
const dvector m,
const dmatrix hist,
dvector mcmc_values,
double  llc,
const dvector h,
int  nslots,
double  total_spreadd,
int  probflag = 0 
)

Definition at line 1156 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().

double better_rand ( long int &  idum)

Description not yet available.

Parameters:

Definition at line 21 of file bet_rand.cpp.

void make_preliminary_hist ( const dvector s,
const dvector m,
int  nsim,
const dmatrix values,
dmatrix hist,
const dvector h,
int  slots,
double  total_spread,
int  probflag = 0 
)

Definition at line 1219 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().

int maxnz ( const dvector xa)

Definition at line 1139 of file xxmcmc.cpp.

Referenced by print_hist_data().

int minnz ( const dvector x)

Definition at line 1122 of file xxmcmc.cpp.

Referenced by print_hist_data().

dvector new_probing_bounded_multivariate_normal ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  wght,
double  pprobe,
random_number_generator rng 
)

Definition at line 14 of file prmonte.cpp.

Referenced by function_minimizer::mcmc_routine().

void new_probing_bounded_multivariate_normal_mcmc ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  wght,
const dvector _y,
double  pprobe,
random_number_generator rng 
)

Definition at line 167 of file prmonte.cpp.

Referenced by function_minimizer::mcmc_routine().

void print_hist_data ( const dmatrix hist,
const dmatrix values,
const dvector h,
dvector m,
const dvector s,
const dvector parsave,
long int  iseed,
double  size_scale 
)
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:
intnvar
dmatrix&S
adstring&prog_name
Returns:
Nothing, but S has been assigned to the contents of the file.

Definition at line 939 of file xxmcmc.cpp.

Referenced by function_minimizer::hybrid_mcmc_routine(), and function_minimizer::mcmc_routine().

void read_hessian_matrix_and_scale ( int  nvar,
const dmatrix S,
const dvector pen_vector 
)

Definition at line 1340 of file xxmcmc.cpp.

void read_hessian_matrix_and_scale1 ( int  nvar,
const dmatrix _SS,
double  s,
int  mcmc2_flag 
)
int read_hist_data ( const dmatrix hist,
const dvector h,
dvector m,
const dvector s,
const dvector parsave,
long int &  iseed,
const double &  size_scale 
)
void set_labels_for_mcmc ( void  )
void store_mcmc_values ( const ofstream &  ofs)
void write_empirical_covariance_matrix ( int  ncor,
const dvector s_mean,
const dmatrix s_covar,
adstring prog_name 
)

Writes the covariance matrix out to a file, which is prog_name prepended to the extension '.ecm'.

Also writes the sorted eigenvalues of the covariance matrix to the screen.

Parameters:
intncor
dvector&s_mean
dmatrix&s_covar
adstring&prog_name
Returns:
Nothing.

Definition at line 895 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().