gstlrn::GibbsUPropMono Class Reference

#include <GibbsUPropMono.hpp>

Inheritance diagram for gstlrn::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 (1 &y, Id isimu, Id ipgs, Id iter) override
Id	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 gstlrn::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 (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)
AGibbs &	operator= (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)
Db *	getDb () 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)
AStringable &	operator= (const AStringable &r)
virtual	~AStringable ()
virtual void	display (const AStringFormat *strfmt=nullptr) const final
virtual void	display (Id level) const final

Constructor & Destructor Documentation

GibbsUPropMono() [1/3]

gstlrn::GibbsUPropMono::GibbsUPropMono

(

)

GibbsUPropMono() [2/3]

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

GibbsUPropMono() [3/3]

gstlrn::GibbsUPropMono::GibbsUPropMono

(

const GibbsUPropMono &

r

)

~GibbsUPropMono()

gstlrn::GibbsUPropMono::~GibbsUPropMono ( )

virtual

Member Function Documentation

covmatAlloc()

Id gstlrn::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 gstlrn::AGibbs.

getEps()

double gstlrn::GibbsUPropMono::getEps ( ) const

inline

getRval()

double gstlrn::GibbsUPropMono::getRval ( ) const

inline

operator=()

GibbsUPropMono & gstlrn::GibbsUPropMono::operator=

(

const GibbsUPropMono &

r

)

setEps()

void gstlrn::GibbsUPropMono::setEps ( double  eps )

inline

setRval()

void gstlrn::GibbsUPropMono::setRval ( double  rval )

inline

update()

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

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

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