ADMB Documentation  11.1.1517
 All Classes Files Functions Variables Typedefs Friends Defines
Classes | Defines | Typedefs | Functions | Variables
mcmcvar.h File Reference

(* $Id: mcmcvar.h 1112 2013-07-12 21:41:41Z johnoel $)

Description not yet available. More...

#include <fvar.hpp>
#include <adpvm2.h>
#include <cifstrem.h>
#include <adstring.hpp>

Go to the source code of this file.

Classes

class  AD_matherror
 Description not yet available. More...
class  adpvm_manager
 Description not yet available. More...
class  adpvm_slave_args
 Description not yet available. More...
class  data_3array
 Description not yet available. More...
class  data_3iarray
 Description not yet available. More...
class  data_4array
 Description not yet available. More...
class  data_5array
 Description not yet available. More...
class  data_imatrix
 Description not yet available. More...
class  data_int
 Description not yet available. More...
class  data_ivector
 Description not yet available. More...
class  data_matrix
 Description not yet available. More...
class  data_number
 Description not yet available. More...
class  data_vector
 Description not yet available. More...
class  dll_data_3array
 Description not yet available. More...
class  dll_data_int
 Description not yet available. More...
class  dll_data_matrix
 Description not yet available. More...
class  dll_data_number
 Description not yet available. More...
class  dll_data_vector
 Description not yet available. More...
class  dll_named_adstring
 Description not yet available. More...
class  dll_param_d3array
 Description not yet available. More...
class  dll_param_init_bounded_number
 Description not yet available. More...
class  dll_param_init_bounded_vector
 Description not yet available. More...
class  dll_param_init_d3array
 Description not yet available. More...
class  dll_param_init_matrix
 Description not yet available. More...
class  dll_param_init_number
 Description not yet available. More...
class  dll_param_init_vector
 Description not yet available. More...
class  dll_param_matrix
 Description not yet available. More...
class  dll_param_number
 Description not yet available. More...
class  dll_param_vector
 Description not yet available. More...
class  equality_constraint_vector
 Description not yet available. More...
class  function_minimizer
 Description not yet available. More...
class  inequality_constraint_vector
 Description not yet available. More...
class  init_adstring
 Description not yet available. More...
class  init_line_adstring
 Description not yet available. More...
class  initial_params
 Description not yet available. More...
class  label_class
 Description not yet available. More...
class  likeprof_params
 Description not yet available. More...
class  matrix_kludge
 Description not yet available. More...
class  model_name_tag
 Description not yet available. More...
class  named_adstring
 Description not yet available. More...
class  named_d3_array
 Description not yet available. More...
class  named_d4_array
 Description not yet available. More...
class  named_d5_array
 Description not yet available. More...
class  named_d6_array
 Description not yet available. More...
class  named_d7_array
 Description not yet available. More...
class  named_dmatrix
 Description not yet available. More...
class  named_dvar3_array
 Description not yet available. More...
class  named_dvar4_array
 Description not yet available. More...
class  named_dvar5_array
 Description not yet available. More...
class  named_dvar6_array
 Description not yet available. More...
class  named_dvar7_array
 Description not yet available. More...
class  named_dvar_matrix
 Description not yet available. More...
class  named_dvar_vector
 Description not yet available. More...
class  named_dvariable
 Description not yet available. More...
class  named_dvector
 Description not yet available. More...
class  named_i3_array
 Description not yet available. More...
class  named_imatrix
 Description not yet available. More...
class  named_ivector
 Description not yet available. More...
class  named_line_adstring
 Description not yet available. More...
class  objective_function_value
 Description not yet available. More...
class  param_init_bounded_dev_vector
 Description not yet available. More...
class  param_init_bounded_matrix
 Description not yet available. More...
class  param_init_bounded_matrix_vector
 Description not yet available. More...
class  param_init_bounded_number
 Description not yet available. More...
class  param_init_bounded_number_vector
 Description not yet available. More...
class  param_init_bounded_vector
 Description not yet available. More...
class  param_init_bounded_vector_vector
 Description not yet available. More...
class  param_init_d3array
 Description not yet available. More...
class  param_init_matrix
 Description not yet available. More...
class  param_init_matrix_vector
 Description not yet available. More...
class  param_init_number
 Description not yet available. More...
class  param_init_number_vector
 Description not yet available. More...
class  param_init_vector
 Description not yet available. More...
class  param_init_vector_vector
 Description not yet available. More...
class  param_likeprof_number
 Description not yet available. More...
class  param_stddev_matrix
 Description not yet available. More...
class  param_stddev_number
 Description not yet available. More...
class  param_stddev_vector
 Description not yet available. More...
class  pvm_int
 Description not yet available. More...
class  pvm_number
 Description not yet available. More...
class  pvm_params
 Description not yet available. More...
class  stddev_params
 Description not yet available. More...
class  vector_kludge
 Description not yet available. More...

Defines

#define _ADMODEL_H_
#define BORCAST   (prevariable&)
#define param_3array   named_dvar3_array
#define param_4array   named_dvar4_array
#define param_5array   named_dvar5_array
#define param_6array   named_dvar6_array
#define param_7array   named_dvar7_array
#define param_matrix   named_dvar_matrix
#define param_number   named_dvariable
#define param_vector   named_dvar_vector
#define SPparam_3array   SPnamed_dvar3_array
#define SPparam_4array   SPnamed_dvar4_array
#define SPparam_matrix   SPnamed_dvar_matrix
#define SPparam_number   SPnamed_dvariable
#define SPparam_vector   SPnamed_dvar_vector

Typedefs

typedef dvariable(model_parameters::* PMF )(const dvariable &)
typedef dvariable(model_parameters::* PMFI )(const dvariable &, int n)
typedef dvariable(model_parameters::* PMFVI )(const dvar_vector &, int n)
typedef void(model_parameters::* PMFVIV4 )(const dvar_vector &, int n, dvariable &f1, const dvariable &f2, const dvariable &f3, const dvariable &f4)

Functions

int ad_get_commandline_option (const char *option_label, const int &option_value, const char *error_message)
void ad_make_code_reentrant (void)
void admaster_slave_variable_interface (const ad_comm &mp)
void admaster_slave_variable_interface (void)
void adwait (double)
dvector bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &lprob, const random_number_generator &rng)
void bounded_multivariate_normal_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &y, const random_number_generator &rng)
dvector bounded_multivariate_normal_sobol (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &lprob, const random_number_generator &rng)
dvector bounded_multivariate_uniform (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &lprob, random_number_generator &rng)
void bounded_multivariate_uniform_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &y, const random_number_generator &rng)
void check_datafile_pointer (void *p)
int check_pvm_message (int i, int j)
void cleanup_argv (int nopt, char ***pa)
void cleanup_laplace_stuff (laplace_approximation_calculator *)
 Description not yet available.
void copy_value_from_vector (const double &_sd, const dvector &x, const int &_ii)
void copy_value_from_vector (const dvector &_sd, const dvector &x, const int &_ii)
void copy_value_from_vector (const dmatrix &_sd, const dvector &x, const int &_ii)
void copy_value_to_vector (const prevariable &x, const dvector &v, const int &ii)
void copy_value_to_vector (const dvar_vector &x, const dvector &v, const int &ii)
void copy_value_to_vector (const dvar_matrix &x, const dvector &v, const int &ii)
void copy_value_to_vector (const dvar3_array &x, const dvector &v, const int &ii)
double cumd_cauchy (const double &x)
 Description not yet available.
double cumd_exp (double x)
double cumd_mixture (const double &x)
double cumd_mixture_02 (const double &x)
double density_cauchy (const double &x)
 Description not yet available.
void do_dll_housekeeping (int argc, char **argv)
double ffmax (double a, double b)
double ffmin (double a, double b)
dmatrix get_dmatrix_from_master (void)
 Description not yet available.
d3_array get_dmatrix_from_slaves ()
d3_array get_dmatrix_from_slaves (const imatrix &flags)
dvector get_dvector_from_master (void)
 Description not yet available.
dmatrix get_dvector_from_slaves ()
dvar_matrix get_f_from_slaves ()
int get_int_from_master (void)
imatrix get_int_from_slaves (void)
adstring get_reportfile_name (void)
void get_sp_printf (void)
dvar_vector get_x_from_master (void)
 Description not yet available.
double inv_cumd_cauchy (const double &x)
 Description not yet available.
double inv_cumd_exp (double x)
double inv_cumd_mixture (const double &y)
double inv_cumd_mixture_02 (const double &y)
double log_density_cauchy (const double &x)
 Description not yet available.
double mfexp (double)
 Robust exponential function for arguments > 60 or < -60.
dvariable mfexp (const prevariable &v1)
 Robust exponential function for arguments > 60 or < -60.
dvar_vector mfexp (const dvar_vector &)
 Description not yet available.
dvector mfexp (const dvector &)
 Description not yet available.
double ndfboundp (double x, double fmin, double fmax, const double &fpen)
 Description not yet available.
double ndfboundp_mc (double x, double fmin, double fmax, const double &fpen)
 Description not yet available.
char ** no_dll_options (char *pname, const int &argc)
ostream & operator<< (const ostream &s, const label_class &lc)
cifstreamoperator>> (const cifstream &s, const param_init_number &x)
cifstreamoperator>> (const cifstream &s, const param_init_vector &v)
cifstreamoperator>> (const cifstream &s, const param_init_matrix &m)
char ** parse_dll_options (char *pname, const int &argc, char *dll_options)
dvector probing_bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &lprob, double pprobe, const random_number_generator &rng)
void probing_bounded_multivariate_normal_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &wght, const dvector &v, double pprobe, const random_number_generator &rng)
void pvm_pack (const dvar_vector &)
 Description not yet available.
void pvm_pack (const prevariable &)
 Description not yet available.
void pvm_pack (const dvar_matrix &)
 Description not yet available.
void pvm_unpack (const dvar_vector &)
 Description not yet available.
void pvm_unpack (const prevariable &)
 Description not yet available.
void pvm_unpack (const dvar_matrix &)
 Description not yet available.
dvariable receive_f_from_slaves (void)
void restore_value_from_vector (const prevariable &x, const dvector &v, const int &ii)
void restore_value_from_vector (const dvar_vector &x, const dvector &v, const int &ii)
void restore_value_from_vector (const dvar_matrix &x, const dvector &v, const int &ii)
void restore_value_from_vector (dvar3_array &x, const dvector &v, const int &ii)
void send_dmatrix_to_master (const dmatrix &x)
void send_dmatrix_to_slaves (const dmatrix &x, ivector &jmin, ivector &jmax)
void send_dvector_to_master (const dvector &x)
 Description not yet available.
void send_dvector_to_slaves (const dvector &x)
void send_f_to_master (const dvariable &x)
 Description not yet available.
void send_int_to_master (int i)
void send_int_to_slaves (int x)
void send_int_to_slaves (const ivector &x)
 Description not yet available.
void send_x_to_slaves (const dvar_vector &x)
void set_covariance_matrix (const dll_data_matrix &m)
void set_covariance_matrix (const dmatrix &m)
void set_gauss_covariance_matrix (const dll_data_matrix &m)
void set_gauss_covariance_matrix (const dmatrix &m)
double set_value_inv_mc (double v, double fmin, double fmax)
double set_value_inv_mc (const prevariable &v, double fmin, double fmax)
void set_value_inv_mc (const dvar_vector &x, const dvector &v, const int &ii, double fmin, double fmax)
void set_value_mc (const dvar_vector &x, cons tdvar_vector &v, const int &ii, double fmin, double fmax)
double set_value_mc (double z, double min, double max)
void strcpy (const adpvm_slave_args &a, const char *s)
 Description not yet available.
void tracing_message (int traceflag, const char *s, int *pn)
 Description not yet available.
void tracing_message (int traceflag, const char *s, double *pn)
 Description not yet available.
int withinbound (int lb, int n, int ub)

Variables

int AD_gaussflag
int ADqd_flag
function_minimizerpfm
int traceflag

Detailed Description

Description not yet available.

Definition in file mcmcvar.h.


Define Documentation

#define _ADMODEL_H_

Definition at line 56 of file mcmcvar.h.

#define BORCAST   (prevariable&)

Definition at line 86 of file mcmcvar.h.

Definition at line 87 of file mcmcvar.h.

Definition at line 88 of file mcmcvar.h.

Definition at line 89 of file mcmcvar.h.

Definition at line 90 of file mcmcvar.h.

Definition at line 83 of file mcmcvar.h.

Definition at line 85 of file mcmcvar.h.

Definition at line 84 of file mcmcvar.h.

#define SPparam_3array   SPnamed_dvar3_array

Definition at line 95 of file mcmcvar.h.

#define SPparam_4array   SPnamed_dvar4_array

Definition at line 96 of file mcmcvar.h.

Definition at line 92 of file mcmcvar.h.

Definition at line 94 of file mcmcvar.h.

Definition at line 93 of file mcmcvar.h.


Typedef Documentation

typedef dvariable(model_parameters::* PMF)(const dvariable &)

Definition at line 1575 of file mcmcvar.h.

typedef dvariable(model_parameters::* PMFI)(const dvariable &, int n)

Definition at line 1576 of file mcmcvar.h.

typedef dvariable(model_parameters::* PMFVI)(const dvar_vector &, int n)

Definition at line 1577 of file mcmcvar.h.

typedef void(model_parameters::* PMFVIV4)(const dvar_vector &, int n, dvariable &f1, const dvariable &f2, const dvariable &f3, const dvariable &f4)

Definition at line 1578 of file mcmcvar.h.


Function Documentation

int ad_get_commandline_option ( const char *  option_label,
const int option_value,
const char *  error_message 
)
void ad_make_code_reentrant ( void  )

Definition at line 9 of file model33.cpp.

Definition at line 680 of file parallel.cpp.

Definition at line 715 of file parallel.cpp.

void adwait ( double  )

Definition at line 33 of file model34.cpp.

dvector bounded_multivariate_normal ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  lprob,
const random_number_generator rng 
)
void bounded_multivariate_normal_mcmc ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  wght,
const dvector y,
const random_number_generator rng 
)

Definition at line 14 of file xmonte2.cpp.

dvector bounded_multivariate_normal_sobol ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  lprob,
const random_number_generator rng 
)
dvector bounded_multivariate_uniform ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  lprob,
random_number_generator rng 
)

Definition at line 203 of file monte.cpp.

void bounded_multivariate_uniform_mcmc ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  wght,
const dvector y,
const random_number_generator rng 
)

Definition at line 130 of file xmonte2.cpp.

void check_datafile_pointer ( void *  p)

Definition at line 556 of file model.cpp.

int check_pvm_message ( int  i,
int  j 
)

Definition at line 17 of file profmin.cpp.

void cleanup_argv ( int  nopt,
char ***  pa 
)

Definition at line 123 of file model33.cpp.

Description not yet available.

Parameters:

Definition at line 2104 of file df1b2lap.cpp.

void copy_value_from_vector ( const double &  _sd,
const dvector x,
const int _ii 
)

Definition at line 9 of file model42.cpp.

void copy_value_from_vector ( const dvector _sd,
const dvector x,
const int _ii 
)

Definition at line 16 of file model42.cpp.

void copy_value_from_vector ( const dmatrix _sd,
const dvector x,
const int _ii 
)

Definition at line 26 of file model42.cpp.

void copy_value_to_vector ( const prevariable x,
const dvector v,
const int ii 
)

Definition at line 45 of file model3.cpp.

void copy_value_to_vector ( const dvar_vector x,
const dvector v,
const int ii 
)

Definition at line 52 of file model3.cpp.

void copy_value_to_vector ( const dvar_matrix x,
const dvector v,
const int ii 
)

Definition at line 67 of file model3.cpp.

void copy_value_to_vector ( const dvar3_array x,
const dvector v,
const int ii 
)

Definition at line 79 of file model3.cpp.

double cumd_cauchy ( const double &  x)

Description not yet available.

Parameters:

Definition at line 17 of file cumd_cau.cpp.

double cumd_exp ( double  x)

Definition at line 40 of file monte.cpp.

double cumd_mixture ( const double &  x)

Definition at line 523 of file nmonte.cpp.

double cumd_mixture_02 ( const double &  x)

Definition at line 511 of file nmonte.cpp.

double density_cauchy ( const double &  x)

Description not yet available.

Parameters:

Definition at line 29 of file cumd_cau.cpp.

void do_dll_housekeeping ( int  argc,
char **  argv 
)

Definition at line 143 of file model33.cpp.

double ffmax ( double  a,
double  b 
)

Definition at line 14 of file monte.cpp.

double ffmin ( double  a,
double  b 
)

Definition at line 19 of file monte.cpp.

Description not yet available.

Parameters:

Definition at line 2018 of file adpvm2.cpp.

Referenced by laplace_approximation_calculator::default_calculations_parallel_slave().

Definition at line 535 of file parallel.cpp.

Definition at line 554 of file parallel.cpp.

Description not yet available.

Parameters:

Definition at line 2002 of file adpvm2.cpp.

Referenced by laplace_approximation_calculator::default_calculations_parallel_slave().

Definition at line 577 of file parallel.cpp.

Definition at line 516 of file parallel.cpp.

Definition at line 597 of file parallel.cpp.

Definition at line 498 of file parallel.cpp.

void get_sp_printf ( void  )
double inv_cumd_cauchy ( const double &  x)

Description not yet available.

Parameters:

Definition at line 49 of file cumd_cau.cpp.

double inv_cumd_exp ( double  x)

Definition at line 28 of file monte.cpp.

double inv_cumd_mixture ( const double &  y)

Definition at line 550 of file nmonte.cpp.

double inv_cumd_mixture_02 ( const double &  y)

Definition at line 603 of file nmonte.cpp.

double log_density_cauchy ( const double &  x)
dvar_vector mfexp ( const dvar_vector v1)

Description not yet available.

Parameters:

Definition at line 19 of file fvar_a50.cpp.

dvector mfexp ( const dvector v1)

Description not yet available.

Parameters:

Definition at line 17 of file dvect19.cpp.

double ndfboundp ( double  x,
double  fmin,
double  fmax,
const double &  fpen 
)
double ndfboundp_mc ( double  x,
double  fmin,
double  fmax,
const double &  fpen 
)

Description not yet available.

Parameters:

Definition at line 67 of file mc_scale.cpp.

char** no_dll_options ( char *  pname,
const int argc 
)

Definition at line 109 of file model33.cpp.

ostream& operator<< ( const ostream &  s,
const label_class lc 
)

Definition at line 43 of file model11.cpp.

cifstream& operator>> ( const cifstream s,
const param_init_number x 
)

Definition at line 11 of file model11.cpp.

cifstream& operator>> ( const cifstream s,
const param_init_vector v 
)

Definition at line 18 of file model11.cpp.

cifstream& operator>> ( const cifstream s,
const param_init_matrix m 
)

Definition at line 36 of file model11.cpp.

char** parse_dll_options ( char *  pname,
const int argc,
char *  dll_options 
)

Definition at line 415 of file model33.cpp.

dvector probing_bounded_multivariate_normal ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  lprob,
double  pprobe,
const random_number_generator rng 
)
void probing_bounded_multivariate_normal_mcmc ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  wght,
const dvector v,
double  pprobe,
const random_number_generator rng 
)

Definition at line 79 of file xmonte2.cpp.

void pvm_pack ( const dvar_vector _v)

Description not yet available.

Parameters:

Definition at line 1118 of file adpvm2.cpp.

void pvm_pack ( const prevariable _v)

Description not yet available.

Parameters:

Definition at line 1232 of file adpvm2.cpp.

void pvm_pack ( const dvar_matrix _m)

Description not yet available.

Parameters:

Definition at line 1132 of file adpvm2.cpp.

void pvm_unpack ( const dvar_vector _v)

Description not yet available.

Parameters:

Definition at line 1242 of file adpvm2.cpp.

void pvm_unpack ( const prevariable _v)

Description not yet available.

Parameters:

Definition at line 1088 of file adpvm2.cpp.

void pvm_unpack ( const dvar_matrix _m)

Description not yet available.

Parameters:

Definition at line 1275 of file adpvm2.cpp.

void restore_value_from_vector ( const prevariable x,
const dvector v,
const int ii 
)

Definition at line 127 of file model3.cpp.

void restore_value_from_vector ( const dvar_vector x,
const dvector v,
const int ii 
)

Definition at line 135 of file model3.cpp.

void restore_value_from_vector ( const dvar_matrix x,
const dvector v,
const int ii 
)

Definition at line 151 of file model3.cpp.

void restore_value_from_vector ( dvar3_array x,
const dvector v,
const int ii 
)

Definition at line 164 of file model3.cpp.

void send_dmatrix_to_master ( const dmatrix x)

Definition at line 631 of file parallel.cpp.

void send_dmatrix_to_slaves ( const dmatrix x,
ivector jmin,
ivector jmax 
)

Definition at line 471 of file parallel.cpp.

void send_dvector_to_master ( const dvector v)
void send_dvector_to_slaves ( const dvector x)

Definition at line 455 of file parallel.cpp.

void send_f_to_master ( const dvariable f)
void send_int_to_master ( int  i)

Definition at line 609 of file parallel.cpp.

void send_int_to_slaves ( int  x)

Definition at line 422 of file parallel.cpp.

void send_int_to_slaves ( const ivector x)
void send_x_to_slaves ( const dvar_vector x)

Definition at line 439 of file parallel.cpp.

Definition at line 28 of file mod_sd.cpp.

void set_covariance_matrix ( const dmatrix m)

Definition at line 33 of file mod_sd.cpp.

Definition at line 18 of file mod_sd.cpp.

void set_gauss_covariance_matrix ( const dmatrix m)

Definition at line 23 of file mod_sd.cpp.

double set_value_inv_mc ( double  v,
double  fmin,
double  fmax 
)

Definition at line 123 of file mod_mc3.cpp.

double set_value_inv_mc ( const prevariable v,
double  fmin,
double  fmax 
)

Definition at line 118 of file mod_mc3.cpp.

void set_value_inv_mc ( const dvar_vector x,
const dvector v,
const int ii,
double  fmin,
double  fmax 
)

Definition at line 142 of file mod_mc3.cpp.

void set_value_mc ( const dvar_vector x,
cons tdvar_vector &  v,
const int ii,
double  fmin,
double  fmax 
)
double set_value_mc ( double  z,
double  min,
double  max 
)

Definition at line 135 of file mod_mc3.cpp.

void strcpy ( const adpvm_slave_args _a,
const char *  s 
)
void tracing_message ( int  traceflag,
const char *  s,
int pn 
)

Description not yet available.

Parameters:

Definition at line 113 of file newfmin.cpp.

void tracing_message ( int  traceflag,
const char *  s,
double *  pd 
)

Description not yet available.

Parameters:

Definition at line 128 of file newfmin.cpp.

int withinbound ( int  lb,
int  n,
int  ub 
)

Definition at line 46 of file model.cpp.


Variable Documentation

Definition at line 28 of file model.cpp.

Definition at line 29 of file model.cpp.

Definition at line 2525 of file mcmcvar.h.