#include <GibbsUPropMono.hpp>

Inheritance diagram for GibbsUPropMono:

Public Member Functions
	GibbsUPropMono ()

	GibbsUPropMono (Db db, std::vector< Model > models, double rho)

	GibbsUPropMono (const GibbsUPropMono &r)

GibbsUPropMono &	operator= (const GibbsUPropMono &r)

virtual	~GibbsUPropMono ()

void	update (VectorVectorDouble &y, int isimu, int ipgs, int iter) override

int	covmatAlloc (bool verbose, bool verboseTimer=false) override

double	getEps () const

void	setEps (double eps)

double	getRval () const

void	setRval (double rval)

Public Member Functions inherited from GibbsMultiMono
	GibbsMultiMono ()

	GibbsMultiMono (Db db, std::vector< Model > models, double rho)

	GibbsMultiMono (const GibbsMultiMono &r)

GibbsMultiMono &	operator= (const GibbsMultiMono &r)

virtual	~GibbsMultiMono ()

Model *	getModels (int ivar) const

double	getRho () const

int	getVariableNumber () const

int	calculInitialize (VectorVectorDouble &y, int isimu, int ipgs)

double	getSimulate (VectorVectorDouble &y, double yk, double sk, int ipgs, int ivar, int iact, int iter)

int	checkGibbs (const VectorVectorDouble &y, int isimu, int ipgs)

Public Member Functions inherited from AGibbs
	AGibbs ()

	AGibbs (Db *db)

	AGibbs (Db *db, int npgs, int nvar, int nburn, int niter, int seed, int flag_order, bool flag_decay)

	AGibbs (const AGibbs &r)

AGibbs &	operator= (const AGibbs &r)

virtual	~AGibbs ()

virtual String	toString (const AStringFormat *strfmt=nullptr) const override

virtual int	run (VectorVectorDouble &y, int ipgs=0, int isimu=0, bool verbose=false, bool flagCheck=false)

virtual void	cleanup ()

void	init (int npgs, int nvar, int nburn, int niter, int seed=3241, int flag_order=0, bool flag_decay=true)

void	getBoundsDecay (int iter, double vmin, double vmax) const

int	getNvar () const

void	setNvar (int nvar)

int	getNpgs () const

void	setNpgs (int npgs)

int	getNburn () const

void	setNburn (int nburn)

int	getNiter () const

void	setNiter (int niter)

int	getFlagOrder () const

void	setFlagOrder (int flagOrder)

bool	getOptionStats () const

void	setOptionStats (int option_stats)

Db *	getDb () const

int	getDimension () const

int	getRank (int ipgs, int ivar) const

VectorVectorDouble	allocY () const

void	storeResult (const VectorVectorDouble &y, int isimu, int ipgs)

int	getSampleNumber () const

int	getSampleRankNumber () const

int	getSampleRank (int i) const

VectorInt	calculateSampleRanks () const

void	updateStats (const VectorVectorDouble &y, int ipgs, int iter, double amort=0.9)

bool	isConstraintTight (int ipgs, int ivar, int iact, double *value) const

void	statsInit ()

bool	getFlagDecay () const

int	getRelativeRank (int iech)

Public Member Functions inherited from AStringable
	AStringable ()

	AStringable (const AStringable &r)

AStringable &	operator= (const AStringable &r)

virtual	~AStringable ()

virtual void	display (const AStringFormat *strfmt=nullptr) const final

virtual void	display (int level) const final

Detailed Description

This class is designated for Gibbs with the following properties

Unique (absent) Neighborhood
Monovariate case only
Propagation algorithm (no need to establish and invert Covariance matrix)
No bound provided

Constructor & Destructor Documentation

GibbsUPropMono::GibbsUPropMono ( )

GibbsUPropMono::GibbsUPropMono	(	Db *	db,
		std::vector< Model * >	models,
		double	rho
	)

GibbsUPropMono::GibbsUPropMono ( const GibbsUPropMono & r )

GibbsUPropMono::~GibbsUPropMono ( )

virtual

Member Function Documentation

int GibbsUPropMono::covmatAlloc	(	bool	verbose,
		bool	verboseTimer = `false`
	)

overridevirtual

Establish the covariance matrix for Gibbs

Returns: Error returned code

Parameters

[in]	verbose	Verbose flag
[in]	verboseTimer	True to show elapse times

Implements AGibbs.

double GibbsUPropMono::getEps ( ) const

inline

double GibbsUPropMono::getRval ( ) const

inline

GibbsUPropMono & GibbsUPropMono::operator= ( const GibbsUPropMono & r )

void GibbsUPropMono::setEps ( double eps )

inline

void GibbsUPropMono::setRval ( double rval )

inline

void GibbsUPropMono::update	(	VectorVectorDouble &	y,
		int	isimu,
		int	ipgs,
		int	iter
	)

overridevirtual

Perform one update of the Gibbs sampler (Propagative algorithm)

Parameters

[in]	y	Gaussian vector
[in]	isimu	Rank of the simulation
[in]	ipgs	Rank of the GS (should be 0)
[in]	iter	Rank of the iteration

Implements AGibbs.

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

include/Gibbs/GibbsUPropMono.hpp
src/Gibbs/GibbsUPropMono.cpp

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation