MCMC sampler. More...

#include <mckl/algorithm/mcmc.hpp>

Inherits mckl::Sampler< MCMCSampler< T, U > >.

Public Types
using	estimator_type = typename Sampler< MCMCSampler< T, U > >::estimator_type

using	eval_type = typename Sampler< MCMCSampler< T, U > >::eval_type

using	state_type = T

Public Types inherited from mckl::Sampler< MCMCSampler< T, U > >
using	estimator_type = typename SamplerTrait< MCMCSampler< T, U > >::estimator_type

using	eval_type = typename SamplerTrait< MCMCSampler< T, U > >::eval_type

Public Member Functions
template<typename... Args>
	MCMCSampler (Args &&... args)

void	clear ()
	Clear all history. More...

template<typename Estimator >
std::size_t	estimator (Estimator &&estimator)

estimator_type &	estimator (std::size_t k)

const estimator_type &	estimator (std::size_t k) const

void	iterate (std::size_t n=1)
	Iterate the sampler. More...

template<typename Eval >
std::size_t	mutation (Eval &&eval, std::enable_if_t<!std::is_integral< Eval >::value > *=nullptr)
	Add a new evaluation object for the mutation step. More...

eval_type &	mutation (std::size_t k)

const eval_type &	mutation (std::size_t k) const

std::size_t	num_iter () const
	The number of iterations already performed. More...

template<typename OutputIter >
OutputIter	read_accept_history (std::size_t i, OutputIter first) const
	Read accept count history given mutation step index. More...

template<typename OutputIter >
OutputIter	read_accept_history (MatrixLayout layout, OutputIter first) const
	Read all accept count history into a matrix. More...

void	reserve (std::size_t n)
	Reserve space for a specified number of iterations. More...

void	reset ()
	Reset the sampler by clear all history, evaluation objects, and estimators. More...

state_type &	state ()
	Read and write access to the state object. More...

const state_type &	state () const
	Read only access to the state object. More...

Public Member Functions inherited from mckl::Sampler< MCMCSampler< T, U > >
void	clear ()
	Clear all estimator histories. More...

std::basic_ostream< CharT, Traits > &	print (std::basic_ostream< CharT, Traits > &os, char sepchar=' ') const
	Print the summary matrix in textual form. More...

void	reserve (std::size_t n)
	Reserve space for additional iterations. More...

void	reset ()
	Remove all evaluation and estimation methods. More...

Matrix< T, Layout >	summary () const
	Return a combined matrix of all estimates. More...

Additional Inherited Members
Protected Member Functions inherited from mckl::Sampler< MCMCSampler< T, U > >
	Sampler (std::size_t steps)

Vector< estimator_type > &	estimator (std::size_t step)

const Vector< estimator_type > &	estimator (std::size_t step) const

std::size_t	estimator (std::size_t step, Estimator &&estimator, std::enable_if_t<!std::is_integral< Estimator >::value > *=nullptr)

estimator_type &	estimator (std::size_t step, std::size_t k)

const estimator_type &	estimator (std::size_t step, std::size_t k) const

Vector< eval_type > &	eval (std::size_t step)

const Vector< eval_type > &	eval (std::size_t step) const

std::size_t	eval (std::size_t step, Eval &&eval, std::enable_if_t<!std::is_integral< Eval >::value > *=nullptr)

eval_type &	eval (std::size_t step, std::size_t k)

const eval_type &	eval (std::size_t step, std::size_t k) const

Detailed Description

template<typename T, typename U>
class mckl::MCMCSampler< T, U >

MCMC sampler.

Definition at line 58 of file mcmc.hpp.

Member Typedef Documentation

◆ estimator_type

template<typename T , typename U >

using mckl::MCMCSampler< T, U >::estimator_type = typename Sampler<MCMCSampler<T, U> >::estimator_type

Definition at line 76 of file mcmc.hpp.

◆ eval_type

template<typename T , typename U >

using mckl::MCMCSampler< T, U >::eval_type = typename Sampler<MCMCSampler<T, U> >::eval_type

Definition at line 75 of file mcmc.hpp.

◆ state_type

template<typename T , typename U >

using mckl::MCMCSampler< T, U >::state_type = T

Definition at line 74 of file mcmc.hpp.

Constructor & Destructor Documentation

◆ MCMCSampler()

template<typename T , typename U >

template<typename... Args>

mckl::MCMCSampler< T, U >::MCMCSampler ( Args &&... args )

inlineexplicit

Definition at line 79 of file mcmc.hpp.

Member Function Documentation

◆ clear()

template<typename T , typename U >

void mckl::MCMCSampler< T, U >::clear ( )

inline

Clear all history.

Definition at line 111 of file mcmc.hpp.

◆ estimator() [1/3]

template<typename T , typename U >

template<typename Estimator >

std::size_t mckl::MCMCSampler< T, U >::estimator ( Estimator && estimator )

inline

Definition at line 131 of file mcmc.hpp.

◆ estimator() [2/3]

template<typename T , typename U >

estimator_type& mckl::MCMCSampler< T, U >::estimator ( std::size_t k )

inline

Definition at line 137 of file mcmc.hpp.

◆ estimator() [3/3]

template<typename T , typename U >

const estimator_type& mckl::MCMCSampler< T, U >::estimator ( std::size_t k ) const

inline

Definition at line 142 of file mcmc.hpp.

◆ iterate()

template<typename T , typename U >

void mckl::MCMCSampler< T, U >::iterate ( std::size_t n = 1 )

inline

Iterate the sampler.

Definition at line 148 of file mcmc.hpp.

◆ mutation() [1/3]

template<typename T , typename U >

template<typename Eval >

std::size_t mckl::MCMCSampler< T, U >::mutation	(	Eval &&	eval,
		std::enable_if_t<!std::is_integral< Eval >::value > *	= `nullptr`
	)

inline

Add a new evaluation object for the mutation step.

Definition at line 120 of file mcmc.hpp.

◆ mutation() [2/3]

template<typename T , typename U >

eval_type& mckl::MCMCSampler< T, U >::mutation ( std::size_t k )

inline

Definition at line 126 of file mcmc.hpp.

◆ mutation() [3/3]

template<typename T , typename U >

const eval_type& mckl::MCMCSampler< T, U >::mutation ( std::size_t k ) const

inline

Definition at line 128 of file mcmc.hpp.

◆ num_iter()

template<typename T , typename U >

std::size_t mckl::MCMCSampler< T, U >::num_iter ( ) const

inline

The number of iterations already performed.

Definition at line 87 of file mcmc.hpp.

◆ read_accept_history() [1/2]

template<typename T , typename U >

template<typename OutputIter >

OutputIter mckl::MCMCSampler< T, U >::read_accept_history	(	std::size_t	i,
		OutputIter	first
	)		const

inline

Read accept count history given mutation step index.

Definition at line 166 of file mcmc.hpp.

◆ read_accept_history() [2/2]

template<typename T , typename U >

template<typename OutputIter >

OutputIter mckl::MCMCSampler< T, U >::read_accept_history	(	MatrixLayout	layout,
		OutputIter	first
	)		const

inline

Read all accept count history into a matrix.

Definition at line 177 of file mcmc.hpp.

◆ reserve()

template<typename T , typename U >

void mckl::MCMCSampler< T, U >::reserve ( std::size_t n )

inline

Reserve space for a specified number of iterations.

Definition at line 94 of file mcmc.hpp.

◆ reset()

template<typename T , typename U >

void mckl::MCMCSampler< T, U >::reset ( )

inline

Reset the sampler by clear all history, evaluation objects, and estimators.

Definition at line 104 of file mcmc.hpp.

◆ state() [1/2]

template<typename T , typename U >

state_type& mckl::MCMCSampler< T, U >::state ( )

inline

Read and write access to the state object.

Definition at line 159 of file mcmc.hpp.

◆ state() [2/2]

template<typename T , typename U >

const state_type& mckl::MCMCSampler< T, U >::state ( ) const

inline

Read only access to the state object.

Definition at line 162 of file mcmc.hpp.

Public Types

Public Member Functions

Additional Inherited Members

Detailed Description

template<typename T, typename U> class mckl::MCMCSampler< T, U >

Member Typedef Documentation

◆ estimator_type

◆ eval_type

◆ state_type

Constructor & Destructor Documentation

◆ MCMCSampler()

Member Function Documentation

◆ clear()

◆ estimator() [1/3]

◆ estimator() [2/3]

◆ estimator() [3/3]

◆ iterate()

◆ mutation() [1/3]

◆ mutation() [2/3]

◆ mutation() [3/3]

◆ num_iter()

◆ read_accept_history() [1/2]

◆ read_accept_history() [2/2]

◆ reserve()

◆ reset()

◆ state() [1/2]

◆ state() [2/2]

template<typename T, typename U>
class mckl::MCMCSampler< T, U >