Stan  2.10.0
probability, sampling & optimization
Public Member Functions | Protected Attributes | List of all members
stan::mcmc::covar_adaptation Class Reference

#include <covar_adaptation.hpp>

Inheritance diagram for stan::mcmc::covar_adaptation:
stan::mcmc::windowed_adaptation stan::mcmc::base_adaptation

Public Member Functions

 covar_adaptation (int n)
 
bool learn_covariance (Eigen::MatrixXd &covar, const Eigen::VectorXd &q)
 
- Public Member Functions inherited from stan::mcmc::windowed_adaptation
 windowed_adaptation (std::string name)
 
void restart ()
 
void set_window_params (unsigned int num_warmup, unsigned int init_buffer, unsigned int term_buffer, unsigned int base_window, interface_callbacks::writer::base_writer &writer)
 
bool adaptation_window ()
 
bool end_adaptation_window ()
 
void compute_next_window ()
 

Protected Attributes

stan::math::welford_covar_estimator estimator_
 
- Protected Attributes inherited from stan::mcmc::windowed_adaptation
std::string estimator_name_
 
unsigned int num_warmup_
 
unsigned int adapt_init_buffer_
 
unsigned int adapt_term_buffer_
 
unsigned int adapt_base_window_
 
unsigned int adapt_window_counter_
 
unsigned int adapt_next_window_
 
unsigned int adapt_window_size_
 

Detailed Description

Definition at line 13 of file covar_adaptation.hpp.

Constructor & Destructor Documentation

stan::mcmc::covar_adaptation::covar_adaptation ( int  n)
inlineexplicit

Definition at line 15 of file covar_adaptation.hpp.

Member Function Documentation

bool stan::mcmc::covar_adaptation::learn_covariance ( Eigen::MatrixXd &  covar,
const Eigen::VectorXd &  q 
)
inline

Definition at line 18 of file covar_adaptation.hpp.

Member Data Documentation

stan::math::welford_covar_estimator stan::mcmc::covar_adaptation::estimator_
protected

Definition at line 43 of file covar_adaptation.hpp.


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

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