GibbsUPropMono Class Reference

#include <GibbsUPropMono.hpp>

Inheritance diagram for GibbsUPropMono:

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

Public Member Functions
	GibbsUPropMono ()
	GibbsUPropMono (Db *db, const 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, const 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) 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)
AGibbs &	operator= (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)
Db *	getDb () 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)
AStringable &	operator= (const AStringable &r)
virtual	~AStringable ()
virtual void	display (const AStringFormat *strfmt=nullptr) const final
virtual void	display (int level) const final

Constructor & Destructor Documentation

GibbsUPropMono() [1/3]

GibbsUPropMono::GibbsUPropMono

(

)

GibbsUPropMono() [2/3]

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

GibbsUPropMono() [3/3]

GibbsUPropMono::GibbsUPropMono

(

const GibbsUPropMono &

r

)

~GibbsUPropMono()

GibbsUPropMono::~GibbsUPropMono ( )

virtual

Member Function Documentation

covmatAlloc()

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.

getEps()

double GibbsUPropMono::getEps ( ) const

inline

getRval()

double GibbsUPropMono::getRval ( ) const

inline

operator=()

GibbsUPropMono & GibbsUPropMono::operator=

(

const GibbsUPropMono &

r

)

setEps()

void GibbsUPropMono::setEps ( double  eps )

inline

setRval()

void GibbsUPropMono::setRval ( double  rval )

inline

update()

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.

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

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