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xxmcmc.cpp File Reference

(* $Id: xxmcmc.cpp 1935 2014-04-26 02:02:58Z johnoel $)

#include <admodel.h>

Go to the source code of this file.

Defines

#define getch   getchar

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_guihist_values (const dvector &s, const dvector &m, const dmatrix &_hist, dvector &mcmcnumber_values, double llc, const dvector &h, int nslots, double total_spread)
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)
void ADSleep (int)
 Description not yet available.
double better_rand (long int &)
 Description not yet available.
void check_java_flags (int &start_flag, int &quit_flag, int &der_flag, int &next_flag)
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 newton_raftery_bayes_estimate_new (double cbf, int ic, const dvector &lk, double d)
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_covariance_matrix (const dmatrix &S, int nvar, int &oldHbf, dvector &sscale)
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)
dvector read_old_scale (int &old_nvar)
void save_mcmc_for_gui (const dvector &mcmc_values, dmatrix &mdm, int &ids)
void save_mcmc_for_gui1 (const dvector &mcmc_values, dmatrix &mdm, int &ids, int &iwrap, ivector &no)
void set_labels_for_mcmc (void)
void store_mcmc_values (const ofstream &ofs)
int user_stop (void)
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'.

Variables

int ctlc_flag
 Description not yet available.

Define Documentation

#define getch   getchar
Id:
xxmcmc.cpp 1935 2014-04-26 02:02:58Z johnoel

Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California

Definition at line 12 of file xxmcmc.cpp.

Referenced by user_stop().


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_guihist_values ( const dvector s,
const dvector m,
const dmatrix _hist,
dvector mcmcnumber_values,
double  llc,
const dvector h,
int  nslots,
double  total_spread 
)
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 1149 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().

void ADSleep ( int  t)

Description not yet available.

Parameters:

Definition at line 22 of file adsleep.cpp.

Referenced by test_mcmc_options_window().

double better_rand ( long int &  idum)
void check_java_flags ( int &  start_flag,
int &  quit_flag,
int &  der_flag,
int &  next_flag 
)
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 1212 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().

int maxnz ( const dvector xa)

Definition at line 1132 of file xxmcmc.cpp.

Referenced by print_hist_data().

int minnz ( const dvector x)

Definition at line 1115 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.

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.

void newton_raftery_bayes_estimate_new ( double  cbf,
int  ic,
const dvector lk,
double  d 
)

Definition at line 1581 of file xxmcmc.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 
)

Definition at line 983 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().

void read_covariance_matrix ( const dmatrix S,
int  nvar,
int &  oldHbf,
dvector sscale 
)
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 938 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 1333 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 
)

Definition at line 1063 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().

dvector read_old_scale ( int &  old_nvar)

Definition at line 1636 of file xxmcmc.cpp.

Referenced by function_minimizer::hybrid_mcmc_routine().

void save_mcmc_for_gui ( const dvector mcmc_values,
dmatrix mdm,
int &  ids 
)
void save_mcmc_for_gui1 ( const dvector mcmc_values,
dmatrix mdm,
int &  ids,
int &  iwrap,
ivector no 
)

Definition at line 1621 of file xxmcmc.cpp.

void set_labels_for_mcmc ( void  )
void store_mcmc_values ( const ofstream &  ofs)
int user_stop ( void  )

Definition at line 1529 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().

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 894 of file xxmcmc.cpp.

Referenced by function_minimizer::mcmc_routine().


Variable Documentation

int ctlc_flag

Description not yet available.

Parameters:

Definition at line 61 of file gradstrc.cpp.