hops
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hops::AcceptanceRateTuner Class Reference

#include <AcceptanceRateTuner.hpp>

Collaboration diagram for hops::AcceptanceRateTuner:
Collaboration graph

Classes

struct  param_type
 

Public Member Functions

 AcceptanceRateTuner ()=delete
 

Static Public Member Functions

static bool tune (std::vector< std::shared_ptr< MarkovChain >> &markovChain, std::vector< RandomNumberGenerator > &randomNumberGenerator, param_type &parameters)
 tunes markov chain acceptance rate by nested intervals. The chain is not guaranteed to have converged to the specified acceptance rate. More...
 
static bool tune (double &stepSize, double &deltaAcceptanceRate, std::vector< std::shared_ptr< MarkovChain >> &markovChain, std::vector< RandomNumberGenerator > &randomNumberGenerator, param_type &parameters)
 tunes markov chain acceptance rate by nested intervals. The chain is not guaranteed to have converged to the specified acceptance rate. More...
 
static bool tune (double &stepSize, double &deltaAcceptanceRate, std::vector< std::shared_ptr< MarkovChain >> &markovChain, std::vector< RandomNumberGenerator > &randomNumberGenerator, param_type &, Eigen::MatrixXd &, Eigen::MatrixXd &)
 tunes markov chain acceptance rate by nested intervals. The chain is not guaranteed to have converged to the specified acceptance rate. More...
 

Constructor & Destructor Documentation

◆ AcceptanceRateTuner()

hops::AcceptanceRateTuner::AcceptanceRateTuner ( )
delete

Member Function Documentation

◆ tune() [1/3]

static bool hops::AcceptanceRateTuner::tune ( double &  stepSize,
double &  deltaAcceptanceRate,
std::vector< std::shared_ptr< MarkovChain >> &  markovChain,
std::vector< RandomNumberGenerator > &  randomNumberGenerator,
param_type ,
Eigen::MatrixXd &  ,
Eigen::MatrixXd &   
)
static

tunes markov chain acceptance rate by nested intervals. The chain is not guaranteed to have converged to the specified acceptance rate.

Clears Markov chain history.

Parameters
markovChain
parameters
Returns
true if markov chain is tuned

◆ tune() [2/3]

static bool hops::AcceptanceRateTuner::tune ( double &  stepSize,
double &  deltaAcceptanceRate,
std::vector< std::shared_ptr< MarkovChain >> &  markovChain,
std::vector< RandomNumberGenerator > &  randomNumberGenerator,
param_type parameters 
)
static

tunes markov chain acceptance rate by nested intervals. The chain is not guaranteed to have converged to the specified acceptance rate.

Clears Markov chain history.

Parameters
markovChain
parameters
Returns
true if markov chain is tuned

◆ tune() [3/3]

static bool hops::AcceptanceRateTuner::tune ( std::vector< std::shared_ptr< MarkovChain >> &  markovChain,
std::vector< RandomNumberGenerator > &  randomNumberGenerator,
param_type parameters 
)
static

tunes markov chain acceptance rate by nested intervals. The chain is not guaranteed to have converged to the specified acceptance rate.

Clears Markov chain history.

Parameters
markovChain
parameters
Returns
true if markov chain is tuned

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