1.8.0
CCC
 
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gstlrn::GibbsUMultiMono Class Reference

#include <GibbsUMultiMono.hpp>

Inheritance diagram for gstlrn::GibbsUMultiMono:
gstlrn::GibbsMultiMono gstlrn::AGibbs gstlrn::AStringable

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)

Public Member Functions

 GibbsUMultiMono ()
 
 GibbsUMultiMono (Db *db, const std::vector< Model * > &models, double rho)
 
 GibbsUMultiMono (const GibbsUMultiMono &r)
 
GibbsUMultiMonooperator= (const GibbsUMultiMono &r)
 
virtual ~GibbsUMultiMono ()
 
void update (1 &y, Id isimu, Id ipgs, Id iter) override
 
Id covmatAlloc (bool verbose, bool verboseTimer=false) override
 
- Public Member Functions inherited from gstlrn::GibbsMultiMono
 GibbsMultiMono ()
 
 GibbsMultiMono (Db *db, const std::vector< Model * > &models, double rho)
 
 GibbsMultiMono (const GibbsMultiMono &r)
 
GibbsMultiMonooperator= (const GibbsMultiMono &r)
 
virtual ~GibbsMultiMono ()
 
ModelgetModels (Id ivar) const
 
double getRho () const
 
Id getNVar () const
 
Id calculInitialize (1 &y, Id isimu, Id ipgs) override
 Interface for AGibbs.
 
double getSimulate (1 &y, double yk, double sk, Id icase, Id ipgs, Id ivar, Id iact, Id iter) override
 
Id checkGibbs (const 1 &y, Id isimu, Id ipgs) override
 
- Public Member Functions inherited from gstlrn::AGibbs
 AGibbs ()
 
 AGibbs (Db *db)
 
 AGibbs (Db *db, Id npgs, Id nvar, Id nburn, Id niter, Id seed, Id flag_order, bool flag_decay)
 
 AGibbs (const AGibbs &r)
 
AGibbsoperator= (const AGibbs &r)
 
virtual ~AGibbs ()
 
String toString (const AStringFormat *strfmt=nullptr) const override
 Interface for AStringable.
 
virtual void cleanup ()
 
void init (Id npgs, Id nvar, Id nburn, Id niter, Id seed=3241, Id flag_order=0, bool flag_decay=true)
 
Id run (1 &y, Id ipgs0=0, Id isimu0=0, bool verboseTimer=false, bool flagCheck=false)
 
Id getNvar () const
 
void setNvar (Id nvar)
 
Id getNpgs () const
 
void setNpgs (Id npgs)
 
Id getNburn () const
 
void setNburn (Id nburn)
 
Id getNiter () const
 
void setNiter (Id niter)
 
Id getFlagOrder () const
 
void setFlagOrder (Id flagOrder)
 
bool getOptionStats () const
 
void setOptionStats (Id option_stats)
 
DbgetDb () const
 
 allocY () const
 
void storeResult (const 1 &y, Id isimu, Id ipgs)
 
Id getNSample () const
 
Id getSampleRank (Id i) const
 
Id getRank (Id ipgs, Id ivar) const
 
- Public Member Functions inherited from gstlrn::AStringable
 AStringable ()
 
 AStringable (const AStringable &r)
 
AStringableoperator= (const AStringable &r)
 
virtual ~AStringable ()
 
virtual void display (const AStringFormat *strfmt=nullptr) const final
 
virtual void display (Id level) const final
 

Constructor & Destructor Documentation

◆ GibbsUMultiMono() [1/3]

gstlrn::GibbsUMultiMono::GibbsUMultiMono ( )

◆ GibbsUMultiMono() [2/3]

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

◆ GibbsUMultiMono() [3/3]

gstlrn::GibbsUMultiMono::GibbsUMultiMono ( const GibbsUMultiMono r)

◆ ~GibbsUMultiMono()

gstlrn::GibbsUMultiMono::~GibbsUMultiMono ( )
virtual

Member Function Documentation

◆ covmatAlloc()

Id gstlrn::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 gstlrn::AGibbs.

◆ operator=()

GibbsUMultiMono & gstlrn::GibbsUMultiMono::operator= ( const GibbsUMultiMono r)

◆ update()

void gstlrn::GibbsUMultiMono::update ( 1 &  y,
Id  isimu,
Id  ipgs,
Id  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 gstlrn::AGibbs.


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