1.2.1
CCC
 
GibbsUMultiMono Class Reference

#include <GibbsUMultiMono.hpp>

Inheritance diagram for GibbsUMultiMono:
GibbsMultiMono AGibbs AStringable

Public Member Functions

 GibbsUMultiMono ()
 
 GibbsUMultiMono (Db *db, std::vector< Model * > models, double rho)
 
 GibbsUMultiMono (const GibbsUMultiMono &r)
 
GibbsUMultiMonooperator= (const GibbsUMultiMono &r)
 
virtual ~GibbsUMultiMono ()
 
void update (VectorVectorDouble &y, int isimu, int ipgs, int iter) override
 
int covmatAlloc (bool verbose, bool verboseTimer=false) override
 
- Public Member Functions inherited from GibbsMultiMono
 GibbsMultiMono ()
 
 GibbsMultiMono (Db *db, std::vector< Model * > models, double rho)
 
 GibbsMultiMono (const GibbsMultiMono &r)
 
GibbsMultiMonooperator= (const GibbsMultiMono &r)
 
virtual ~GibbsMultiMono ()
 
ModelgetModels (int ivar) const
 
double getRho () const
 
int getVariableNumber () const
 
int calculInitialize (VectorVectorDouble &y, int isimu, int ipgs) override
 Interface for AGibbs. More...
 
double getSimulate (VectorVectorDouble &y, double yk, double sk, int icase, int ipgs, int ivar, int iact, int iter) override
 
int checkGibbs (const VectorVectorDouble &y, int isimu, int ipgs) override
 
- 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)
 
AGibbsoperator= (const AGibbs &r)
 
virtual ~AGibbs ()
 
virtual String toString (const AStringFormat *strfmt=nullptr) const override
 Interface for AStringable. More...
 
virtual void cleanup ()
 
void init (int npgs, int nvar, int nburn, int niter, int seed=3241, int flag_order=0, bool flag_decay=true)
 
int run (VectorVectorDouble &y, int ipgs0=0, int isimu0=0, bool verboseTimer=false, bool flagCheck=false)
 
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)
 
DbgetDb () const
 
VectorVectorDouble allocY () const
 
void storeResult (const VectorVectorDouble &y, int isimu, int ipgs)
 
int getSampleNumber () const
 
int getSampleRank (int i) const
 
int getRank (int ipgs, int ivar) const
 
- Public Member Functions inherited from AStringable
 AStringable ()
 
 AStringable (const AStringable &r)
 
AStringableoperator= (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
  • Multivariate case: Multiple Monovariate systems (even if the model is provided as multivariate)

Constructor & Destructor Documentation

GibbsUMultiMono::GibbsUMultiMono ( )
GibbsUMultiMono::GibbsUMultiMono ( Db db,
std::vector< Model * >  models,
double  rho 
)
GibbsUMultiMono::GibbsUMultiMono ( const GibbsUMultiMono r)
GibbsUMultiMono::~GibbsUMultiMono ( )
virtual

Member Function Documentation

int GibbsUMultiMono::covmatAlloc ( bool  verbose,
bool  verboseTimer = false 
)
overridevirtual

Establish the covariance matrix for Gibbs

Returns
Error returned code
Parameters
[in]verboseVerbose flag
[in]verboseTimerTrue to show elapse times

Implements AGibbs.

GibbsUMultiMono & GibbsUMultiMono::operator= ( const GibbsUMultiMono r)
void GibbsUMultiMono::update ( VectorVectorDouble y,
int  isimu,
int  ipgs,
int  iter 
)
overridevirtual

Perform one update of the Gibbs sampler

Parameters
[in]yGaussian vector
[in]isimuRank of the simulation
[in]ipgsRank of the GS
[in]iterRank of the iteration

Implements AGibbs.


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