The No-U-Turn sampler (NUTS) with multinomial sampling with a Gaussian-Riemannian disintegration and SoftAbs metric and adaptive step size. More...

#include <adapt_softabs_nuts.hpp>

Inheritance diagram for stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >:

Public Member Functions
	adapt_softabs_nuts (const Model &model, BaseRNG &rng)

	~adapt_softabs_nuts ()

sample	transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

void	disengage_adaptation ()

Public Member Functions inherited from stan::mcmc::softabs_nuts< Model, BaseRNG >
	softabs_nuts (const Model &model, BaseRNG &rng)

Public Member Functions inherited from stan::mcmc::base_nuts< Model, softabs_metric, impl_leapfrog, BaseRNG >
	base_nuts (const Model &model, BaseRNG &rng)

	~base_nuts ()

void	set_max_depth (int d)

void	set_max_delta (double d)

int	get_max_depth ()

double	get_max_delta ()

sample	transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

void	get_sampler_param_names (std::vector< std::string > &names)

void	get_sampler_params (std::vector< double > &values)

virtual bool	compute_criterion (Eigen::VectorXd &p_sharp_minus, Eigen::VectorXd &p_sharp_plus, Eigen::VectorXd &rho)

bool	build_tree (int depth, ps_point &z_propose, Eigen::VectorXd &p_sharp_left, Eigen::VectorXd &p_sharp_right, Eigen::VectorXd &rho, double H0, double sign, int &n_leapfrog, double &log_sum_weight, double &sum_metro_prob, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)
	Recursively build a new subtree to completion or until the subtree becomes invalid. More...

Public Member Functions inherited from stan::mcmc::base_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG >
	base_hmc (const Model &model, BaseRNG &rng)

void	write_sampler_state (interface_callbacks::writer::base_writer &writer)

void	get_sampler_diagnostic_names (std::vector< std::string > &model_names, std::vector< std::string > &names)

void	get_sampler_diagnostics (std::vector< double > &values)

void	seed (const Eigen::VectorXd &q)

void	init_hamiltonian (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

void	init_stepsize (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

softabs_metric< Model, BaseRNG >::PointType &	z ()

virtual void	set_nominal_stepsize (double e)

double	get_nominal_stepsize ()

double	get_current_stepsize ()

virtual void	set_stepsize_jitter (double j)

double	get_stepsize_jitter ()

void	sample_stepsize ()

Public Member Functions inherited from stan::mcmc::base_mcmc
	base_mcmc ()

virtual	~base_mcmc ()

Public Member Functions inherited from stan::mcmc::stepsize_adapter
	stepsize_adapter ()

stepsize_adaptation &	get_stepsize_adaptation ()

Public Member Functions inherited from stan::mcmc::base_adapter
	base_adapter ()

virtual void	engage_adaptation ()

bool	adapting ()

Additional Inherited Members
Public Attributes inherited from stan::mcmc::base_nuts< Model, softabs_metric, impl_leapfrog, BaseRNG >
int	depth_

int	max_depth_

double	max_deltaH_

int	n_leapfrog_

bool	divergent_

double	energy_

Protected Attributes inherited from stan::mcmc::base_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG >
softabs_metric< Model, BaseRNG >::PointType	z_

impl_leapfrog< softabs_metric< Model, BaseRNG > >	integrator_

softabs_metric< Model, BaseRNG >	hamiltonian_

BaseRNG &	rand_int_

boost::uniform_01< BaseRNG &>	rand_uniform_

double	nom_epsilon_

double	epsilon_

double	epsilon_jitter_

Protected Attributes inherited from stan::mcmc::stepsize_adapter
stepsize_adaptation	stepsize_adaptation_

Protected Attributes inherited from stan::mcmc::base_adapter
bool	adapt_flag_

Detailed Description

template<class Model, class BaseRNG>
class stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >

The No-U-Turn sampler (NUTS) with multinomial sampling with a Gaussian-Riemannian disintegration and SoftAbs metric and adaptive step size.

Definition at line 16 of file adapt_softabs_nuts.hpp.

Constructor & Destructor Documentation

§ adapt_softabs_nuts()

template<class Model , class BaseRNG >

stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >::adapt_softabs_nuts	(	const Model &	model,
		BaseRNG &	rng
	)

inline

Definition at line 19 of file adapt_softabs_nuts.hpp.

§ ~adapt_softabs_nuts()

template<class Model , class BaseRNG >

stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >::~adapt_softabs_nuts ( )

inline

Definition at line 22 of file adapt_softabs_nuts.hpp.

Member Function Documentation

§ disengage_adaptation()

template<class Model , class BaseRNG >

void stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >::disengage_adaptation ( )

inlinevirtual

Reimplemented from stan::mcmc::base_adapter.

Definition at line 39 of file adapt_softabs_nuts.hpp.

§ transition()

template<class Model , class BaseRNG >

sample stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >::transition	(	sample &	init_sample,
		interface_callbacks::writer::base_writer &	info_writer,
		interface_callbacks::writer::base_writer &	error_writer
	)

inlinevirtual

Implements stan::mcmc::base_mcmc.

Definition at line 24 of file adapt_softabs_nuts.hpp.

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

src/stan/mcmc/hmc/nuts/adapt_softabs_nuts.hpp

Public Member Functions

Additional Inherited Members

Detailed Description

template<class Model, class BaseRNG> class stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >

Constructor & Destructor Documentation

§ adapt_softabs_nuts()

§ ~adapt_softabs_nuts()

Member Function Documentation

§ disengage_adaptation()

§ transition()

template<class Model, class BaseRNG>
class stan::mcmc::adapt_softabs_nuts< Model, BaseRNG >