SMC sampler. More...

#include <mckl/algorithm/smc.hpp>

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

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

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

using	size_type = typename Particle< T >::size_type

using	state_type = T

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

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

Public Member Functions
	SMCSampler ()

template<typename... Args>
	SMCSampler (size_type N, Args &&... args)
	Construct a SMC sampler. More...

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

SMCSampler< T, U >	clone () const
	Clone the SMC sampler except the RNG engines. More...

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

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

estimator_type &	mutation_estimator (std::size_t k)

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

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

Particle< T > &	particle ()
	Read and write access to the Particle<T> object. More...

const Particle< T > &	particle () const
	Read only access to the Particle<T> object. More...

template<typename OutputIter >
OutputIter	read_ess_history (OutputIter first) const
	Read the history of the values of ESS. More...

template<typename OutputIter >
OutputIter	read_size_history (OutputIter first) const
	Read history the sampler sizes. More...

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

std::size_t	resample (ResampleScheme scheme)
	Add a new evaluation object for the resample step by a built-in resample scheme. More...

eval_type &	resample (std::size_t k)

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

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

estimator_type &	resample_estimator (std::size_t k)

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

double	resample_threshold () const
	Get resampling threshold. More...

void	resample_threshold (double threshold)
	Set resampling threshold. 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...

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

eval_type &	selection (std::size_t k)

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

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

estimator_type &	selection_estimator (std::size_t k)

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

size_type	size () const
	`this->particle().size()` More...

Public Member Functions inherited from mckl::Sampler< SMCSampler< 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...

Static Public Member Functions
static double	resample_threshold_always ()
	Special value of resampling threshold that indicates resampling will always be performed. More...

static double	resample_threshold_never ()
	Special value of resampling threshold that indicates no resampling will be ever performed. More...

Additional Inherited Members
Protected Member Functions inherited from mckl::Sampler< SMCSampler< 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::SMCSampler< T, U >

SMC sampler.

Definition at line 139 of file smc.hpp.

Member Typedef Documentation

◆ estimator_type

template<typename T, typename U>

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

Definition at line 158 of file smc.hpp.

◆ eval_type

template<typename T, typename U>

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

Definition at line 157 of file smc.hpp.

◆ size_type

template<typename T, typename U>

using mckl::SMCSampler< T, U >::size_type = typename Particle<T>::size_type

Definition at line 156 of file smc.hpp.

◆ state_type

template<typename T, typename U>

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

Definition at line 155 of file smc.hpp.

Constructor & Destructor Documentation

◆ SMCSampler() [1/2]

template<typename T, typename U>

mckl::SMCSampler< T, U >::SMCSampler ( )

inline

Definition at line 160 of file smc.hpp.

◆ SMCSampler() [2/2]

template<typename T, typename U>

template<typename... Args>

mckl::SMCSampler< T, U >::SMCSampler	(	size_type	N,
		Args &&...	args
	)

inlineexplicit

Construct a SMC sampler.

All arguments are passed to the constructor of Particle

Definition at line 167 of file smc.hpp.

Member Function Documentation

◆ clear()

template<typename T, typename U>

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

inline

Clear all history.

Definition at line 210 of file smc.hpp.

◆ clone()

template<typename T, typename U>

SMCSampler<T, U> mckl::SMCSampler< T, U >::clone ( ) const

inline

Clone the SMC sampler except the RNG engines.

Definition at line 176 of file smc.hpp.

◆ iterate()

template<typename T, typename U>

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

inline

Iterate the sampler.

Definition at line 352 of file smc.hpp.

◆ mutation() [1/3]

template<typename T, typename U>

template<typename Eval >

std::size_t mckl::SMCSampler< 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 290 of file smc.hpp.

◆ mutation() [2/3]

template<typename T, typename U>

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

inline

Definition at line 296 of file smc.hpp.

◆ mutation() [3/3]

template<typename T, typename U>

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

inline

Definition at line 298 of file smc.hpp.

◆ mutation_estimator() [1/3]

template<typename T, typename U>

template<typename Estimator >

std::size_t mckl::SMCSampler< T, U >::mutation_estimator	(	Estimator &&	estimator,
		std::enable_if_t<!std::is_integral< Estimator >::value > *	= `nullptr`
	)

inline

Definition at line 335 of file smc.hpp.

◆ mutation_estimator() [2/3]

template<typename T, typename U>

estimator_type& mckl::SMCSampler< T, U >::mutation_estimator ( std::size_t k )

inline

Definition at line 341 of file smc.hpp.

◆ mutation_estimator() [3/3]

template<typename T, typename U>

const estimator_type& mckl::SMCSampler< T, U >::mutation_estimator ( std::size_t k ) const

inline

Definition at line 346 of file smc.hpp.

◆ num_iter()

template<typename T, typename U>

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

inline

The number of iterations already performed.

Definition at line 190 of file smc.hpp.

◆ particle() [1/2]

template<typename T, typename U>

Particle<T>& mckl::SMCSampler< T, U >::particle ( )

inline

Read and write access to the Particle<T> object.

Definition at line 363 of file smc.hpp.

◆ particle() [2/2]

template<typename T, typename U>

const Particle<T>& mckl::SMCSampler< T, U >::particle ( ) const

inline

Read only access to the Particle<T> object.

Definition at line 366 of file smc.hpp.

◆ read_ess_history()

template<typename T, typename U>

template<typename OutputIter >

OutputIter mckl::SMCSampler< T, U >::read_ess_history ( OutputIter first ) const

inline

Read the history of the values of ESS.

Definition at line 377 of file smc.hpp.

◆ read_size_history()

template<typename T, typename U>

template<typename OutputIter >

OutputIter mckl::SMCSampler< T, U >::read_size_history ( OutputIter first ) const

inline

Read history the sampler sizes.

Definition at line 370 of file smc.hpp.

◆ resample() [1/4]

template<typename T, typename U>

template<typename Eval >

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

inline

Add a new evaluation object for the selection step.

Definition at line 252 of file smc.hpp.

◆ resample() [2/4]

template<typename T, typename U>

std::size_t mckl::SMCSampler< T, U >::resample ( ResampleScheme scheme )

inline

Add a new evaluation object for the resample step by a built-in resample scheme.

Definition at line 260 of file smc.hpp.

◆ resample() [3/4]

template<typename T, typename U>

eval_type& mckl::SMCSampler< T, U >::resample ( std::size_t k )

inline

Definition at line 284 of file smc.hpp.

◆ resample() [4/4]

template<typename T, typename U>

const eval_type& mckl::SMCSampler< T, U >::resample ( std::size_t k ) const

inline

Definition at line 286 of file smc.hpp.

◆ resample_estimator() [1/3]

template<typename T, typename U>

template<typename Estimator >

std::size_t mckl::SMCSampler< T, U >::resample_estimator	(	Estimator &&	estimator,
		std::enable_if_t<!std::is_integral< Estimator >::value > *	= `nullptr`
	)

inline

Definition at line 318 of file smc.hpp.

◆ resample_estimator() [2/3]

template<typename T, typename U>

estimator_type& mckl::SMCSampler< T, U >::resample_estimator ( std::size_t k )

inline

Definition at line 324 of file smc.hpp.

◆ resample_estimator() [3/3]

template<typename T, typename U>

const estimator_type& mckl::SMCSampler< T, U >::resample_estimator ( std::size_t k ) const

inline

Definition at line 329 of file smc.hpp.

◆ resample_threshold() [1/2]

template<typename T, typename U>

double mckl::SMCSampler< T, U >::resample_threshold ( ) const

inline

Get resampling threshold.

Definition at line 219 of file smc.hpp.

◆ resample_threshold() [2/2]

template<typename T, typename U>

void mckl::SMCSampler< T, U >::resample_threshold ( double threshold )

inline

Set resampling threshold.

Definition at line 222 of file smc.hpp.

◆ resample_threshold_always()

template<typename T, typename U>

static double mckl::SMCSampler< T, U >::resample_threshold_always ( )

inlinestatic

Special value of resampling threshold that indicates resampling will always be performed.

Definition at line 233 of file smc.hpp.

◆ resample_threshold_never()

template<typename T, typename U>

static double mckl::SMCSampler< T, U >::resample_threshold_never ( )

inlinestatic

Special value of resampling threshold that indicates no resampling will be ever performed.

Definition at line 229 of file smc.hpp.

◆ reserve()

template<typename T, typename U>

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

inline

Reserve space for a specified number of iterations.

Definition at line 193 of file smc.hpp.

◆ reset()

template<typename T, typename U>

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

inline

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

Definition at line 203 of file smc.hpp.

◆ selection() [1/3]

template<typename T, typename U>

template<typename Eval >

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

inline

Add a new evaluation object for the selection step.

Definition at line 237 of file smc.hpp.

◆ selection() [2/3]

template<typename T, typename U>

eval_type& mckl::SMCSampler< T, U >::selection ( std::size_t k )

inline

Definition at line 243 of file smc.hpp.

◆ selection() [3/3]

template<typename T, typename U>

const eval_type& mckl::SMCSampler< T, U >::selection ( std::size_t k ) const

inline

Definition at line 245 of file smc.hpp.

◆ selection_estimator() [1/3]

template<typename T, typename U>

template<typename Estimator >

std::size_t mckl::SMCSampler< T, U >::selection_estimator	(	Estimator &&	estimator,
		std::enable_if_t<!std::is_integral< Estimator >::value > *	= `nullptr`
	)

inline

Definition at line 301 of file smc.hpp.

◆ selection_estimator() [2/3]

template<typename T, typename U>

estimator_type& mckl::SMCSampler< T, U >::selection_estimator ( std::size_t k )

inline

Definition at line 307 of file smc.hpp.

◆ selection_estimator() [3/3]

template<typename T, typename U>

const estimator_type& mckl::SMCSampler< T, U >::selection_estimator ( std::size_t k ) const

inline

Definition at line 312 of file smc.hpp.

◆ size()

template<typename T, typename U>

size_type mckl::SMCSampler< T, U >::size ( ) const

inline

this->particle().size()

Definition at line 187 of file smc.hpp.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

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

Member Typedef Documentation

◆ estimator_type

◆ eval_type

◆ size_type

◆ state_type

Constructor & Destructor Documentation

◆ SMCSampler() [1/2]

◆ SMCSampler() [2/2]

Member Function Documentation

◆ clear()

◆ clone()

◆ iterate()

◆ mutation() [1/3]

◆ mutation() [2/3]

◆ mutation() [3/3]

◆ mutation_estimator() [1/3]

◆ mutation_estimator() [2/3]

◆ mutation_estimator() [3/3]

◆ num_iter()

◆ particle() [1/2]

◆ particle() [2/2]

◆ read_ess_history()

◆ read_size_history()

◆ resample() [1/4]

◆ resample() [2/4]

◆ resample() [3/4]

◆ resample() [4/4]

◆ resample_estimator() [1/3]

◆ resample_estimator() [2/3]

◆ resample_estimator() [3/3]

◆ resample_threshold() [1/2]

◆ resample_threshold() [2/2]

◆ resample_threshold_always()

◆ resample_threshold_never()

◆ reserve()

◆ reset()

◆ selection() [1/3]

◆ selection() [2/3]

◆ selection() [3/3]

◆ selection_estimator() [1/3]

◆ selection_estimator() [2/3]

◆ selection_estimator() [3/3]

◆ size()

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