stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG > Class Template Reference

Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time. More...

#include <base_static_hmc.hpp>

Inheritance diagram for stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >:

Public Member Functions
	base_static_hmc (const Model &model, BaseRNG &rng)
	~base_static_hmc ()
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)
void	set_nominal_stepsize_and_T (const double e, const double t)
void	set_nominal_stepsize_and_L (const double e, const int l)
void	set_T (const double t)
void	set_nominal_stepsize (const double e)
double	get_T ()
int	get_L ()
Public Member Functions inherited from stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, 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)
Hamiltonian< Model, BaseRNG >::PointType &	z ()
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 ()

Protected Member Functions
void	update_L_ ()

Protected Attributes
double	T_
int	L_
double	energy_
Protected Attributes inherited from stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >
Hamiltonian< Model, BaseRNG >::PointType	z_
Integrator< Hamiltonian< Model, BaseRNG > >	integrator_
Hamiltonian< Model, BaseRNG >	hamiltonian_
BaseRNG &	rand_int_
boost::uniform_01< BaseRNG & >	rand_uniform_
double	nom_epsilon_
double	epsilon_
double	epsilon_jitter_

Detailed Description

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
class stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >

Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time.

Definition at line 23 of file base_static_hmc.hpp.

Constructor & Destructor Documentation

base_static_hmc()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::base_static_hmc ( const Model &  model, BaseRNG &  rng  )

inline

Definition at line 26 of file base_static_hmc.hpp.

~base_static_hmc()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::~base_static_hmc ( )

inline

Definition at line 32 of file base_static_hmc.hpp.

Member Function Documentation

get_L()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

int stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_L ( )

inline

Definition at line 113 of file base_static_hmc.hpp.

get_sampler_param_names()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_sampler_param_names ( std::vector< std::string > &  names )

inlinevirtual

Reimplemented from stan::mcmc::base_mcmc.

Definition at line 68 of file base_static_hmc.hpp.

get_sampler_params()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_sampler_params ( std::vector< double > &  values )

inlinevirtual

Reimplemented from stan::mcmc::base_mcmc.

Definition at line 74 of file base_static_hmc.hpp.

get_T()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

double stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_T ( )

inline

Definition at line 109 of file base_static_hmc.hpp.

set_nominal_stepsize()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::set_nominal_stepsize ( const double  e )

inlinevirtual

Reimplemented from stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >.

Definition at line 102 of file base_static_hmc.hpp.

set_nominal_stepsize_and_L()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::set_nominal_stepsize_and_L ( const double  e, const int  l  )

inline

Definition at line 88 of file base_static_hmc.hpp.

set_nominal_stepsize_and_T()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::set_nominal_stepsize_and_T ( const double  e, const double  t  )

inline

Definition at line 80 of file base_static_hmc.hpp.

set_T()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::set_T ( const double  t )

inline

Definition at line 95 of file base_static_hmc.hpp.

transition()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

sample stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, 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 35 of file base_static_hmc.hpp.

update_L_()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::update_L_ ( )

inlineprotected

Definition at line 122 of file base_static_hmc.hpp.

Member Data Documentation

energy_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

double stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::energy_

protected

Definition at line 120 of file base_static_hmc.hpp.

L_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

int stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::L_

protected

Definition at line 119 of file base_static_hmc.hpp.

T_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

double stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG >::T_

protected

Definition at line 118 of file base_static_hmc.hpp.

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

• src/stan/mcmc/hmc/static/base_static_hmc.hpp