Inheritance diagram for sampler_MCMC_base:

Collaboration diagram for sampler_MCMC_base:

Public Member Functions
	sampler_MCMC_base (int seed, likelihood &L, std::vector< std::string > var_names, size_t dimension)

virtual void	set_initial_location (std::vector< double > initial_parameters)=0

virtual void	run_sampler (int nsteps, int thin, int refresh, int verbosity=1)=0

virtual void	set_output_stream (std::string chain_name, std::string state_name, std::string sampler_name, int output_precision=8)
	Sets the output names for the chains and sampler states. This must be implemented in any classes inheriting sampler_exploration_mcmc_base. More...

virtual std::vector< double >	find_best_fit (std::string chain_file, std::string state_file) const
	Finds the best fit within provided chain file and returns it. More...

virtual std::vector< double >	find_best_fit () const
	Finds the best fit from the chain and state file saved in set_output_stream. More...

void	set_checkpoint (int ckpt_stride, std::string ckpt_file)
	Sets the checkpoint/restart functionality. More...

virtual void	write_checkpoint (std::ostream &out)=0

virtual void	read_checkpoint (std::string ckpt_file)
	Restarts the sampler from the state specified in the ckpt_file. More...

virtual void	read_checkpoint (std::istream &ckpt_in)=0

virtual void	reset_sampler_step ()

void	reset_likelihood_sum ()

double	get_likelihood_sum ()

virtual double	get_rand ()

virtual void	reset_rng_seed (int seed)

virtual void	get_chain_state (std::vector< double > &parameters, std::vector< double > &sample_state)=0

virtual void	set_chain_state (std::vector< double > parameters, std::vector< double > sample_state)=0

void	set_mpi_communicator (MPI_Comm comm)
	Sets the MPI_Comm to be used for the likelihood evaluation. More...

void	close_streams ()
	Helper function that closes the streams from a sampler.

Protected Member Functions
virtual void	write_state ()=0

virtual void	write_chain_header ()

virtual void	write_state_header ()

Protected Attributes
int	_seed

Ran2RNG	_rng

std::vector< std::string >	_var_names

size_t	_dimension

size_t	_step_count

likelihood *	_L

std::string	_chain_file

std::string	_state_file

std::string	_sampler_file

std::string	_ckpt_file

std::ofstream	_chain_out

std::ofstream	_state_out

std::ofstream	_sampler_out

int	_output_precision

int	_ckpt_stride

double	_sum_lklhd

MPI_Comm	_comm

int	_rank

Member Function Documentation

std::vector< double > find_best_fit	(	std::string	chain_file,
		std::string	state_file
	)		const

virtual

Parameters

chain_file	The file name of the chain.
state_file	The file name of the saved state.

Note: if no chain_file or state_file is provided it will just read in the one that was saved using set_output_stream. This also assumes that the first element of the state vector is the log-likelihood value.

Reimplemented in sampler_deo_tempering_MCMC< S >.

std::vector< double > find_best_fit ( ) const

virtual

Note: Only run this after calling run sampler.

Reimplemented in sampler_deo_tempering_MCMC< S >.

void read_checkpoint ( std::string ckpt_file )

virtual

Parameters

ckpt_file The file where the checkpoint information was saved.

Reimplemented in sampler_deo_tempering_MCMC< S >, sampler_stan_adapt_dense_e_nuts_MCMC, sampler_stan_adapt_diag_e_nuts_MCMC, and sampler_automated_factor_slice_sampler_MCMC.

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void set_checkpoint	(	int	ckpt_stride,
		std::string	ckpt_file
	)

Parameters

ckpt_stride	Number of steps between writing a new checkpoint.
ckpt_file	String variable holding the name of the output checkpoint file.

Note: If this isn't called no checkpointing will occur, since ckpt_stride=-1 by default.

void set_mpi_communicator ( MPI_Comm comm )

Parameters

comm	The MPI communicator for the likelihood evaluation.

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void set_output_stream	(	std::string	chain_name,
		std::string	state_name,
		std::string	sampler_name,
		int	output_precision = `8`
	)

virtual

Parameters

chain_name	File name for the chain during the run.
state_name	File name for the state of the sampler, i.e. likelihood value and other sampler specific output.
sampler_name	File name that stores sampler information for a run, e.g. the adaptation parameters.
output_precision	Sets how many decimal points are saved for floats. Default is 8.

Reimplemented in sampler_deo_tempering_MCMC< S >.

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

sampling/sampler_MCMC_base.h
sampling/sampler_MCMC_base.cpp

Public Member Functions

Protected Member Functions

Protected Attributes

Member Function Documentation