1.2.2
CCC
 
GibbsUPropMono Class Reference

#include <GibbsUPropMono.hpp>

Inheritance diagram for GibbsUPropMono:
GibbsMultiMono AGibbs AStringable

Public Member Functions

 GibbsUPropMono ()
 
 GibbsUPropMono (Db *db, std::vector< Model * > models, double rho)
 
 GibbsUPropMono (const GibbsUPropMono &r)
 
GibbsUPropMonooperator= (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)
 
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
  • 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]verboseVerbose flag
[in]verboseTimerTrue 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]yGaussian vector
[in]isimuRank of the simulation
[in]ipgsRank of the GS (should be 0)
[in]iterRank of the iteration

Implements AGibbs.


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