Stan  2.10.0
probability, sampling & optimization
adapt_unit_e_nuts_classic.hpp
Go to the documentation of this file.
1 #ifndef STAN_MCMC_HMC_NUTS_ADAPT_UNIT_E_NUTS_CLASSIC_HPP
2 #define STAN_MCMC_HMC_NUTS_ADAPT_UNIT_E_NUTS_CLASSIC_HPP
3 
7 
8 namespace stan {
9  namespace mcmc {
10 
11  // The No-U-Turn Sampler (NUTS) on a
12  // Euclidean manifold with unit metric
13  // and adaptive stepsize
14 
15  template <class Model, class BaseRNG>
17  public unit_e_nuts_classic<Model, BaseRNG>,
18  public stepsize_adapter {
19  public:
20  adapt_unit_e_nuts_classic(const Model& model, BaseRNG& rng):
21  unit_e_nuts_classic<Model, BaseRNG>(model, rng) {}
22 
24 
25  sample
26  transition(sample& init_sample,
29  sample s
31  info_writer,
32  error_writer);
33 
34  if (this->adapt_flag_)
36  s.accept_stat());
37 
38  return s;
39  }
40 
44  }
45  };
46 
47  } // mcmc
48 } // stan
49 #endif
void complete_adaptation(double &epsilon)
sample transition(sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)
double accept_stat() const
Definition: sample.hpp:41
Probability, optimization and sampling library.
void learn_stepsize(double &epsilon, double adapt_stat)
adapt_unit_e_nuts_classic(const Model &model, BaseRNG &rng)
base_writer is an abstract base class defining the interface for Stan writer callbacks.
Definition: base_writer.hpp:20
virtual void disengage_adaptation()
stepsize_adaptation stepsize_adaptation_
sample transition(sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

     [ Stan Home Page ] © 2011–2016, Stan Development Team.