Stan  2.10.0
probability, sampling & optimization
Public Member Functions | Protected Attributes | List of all members
stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG > Class Template Reference

#include <base_hmc.hpp>

Inheritance diagram for stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >:
stan::mcmc::base_mcmc stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG > stan::mcmc::base_nuts_classic< Model, Hamiltonian, Integrator, BaseRNG > stan::mcmc::base_static_hmc< Model, Hamiltonian, Integrator, BaseRNG > stan::mcmc::base_static_uniform< Model, Hamiltonian, Integrator, BaseRNG > stan::mcmc::base_xhmc< Model, Hamiltonian, Integrator, BaseRNG >

Public Member Functions

 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 ()
 
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 ()
 
virtual sample transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)=0
 
virtual void get_sampler_param_names (std::vector< std::string > &names)
 
virtual void get_sampler_params (std::vector< double > &values)
 

Protected Attributes

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_hmc< Model, Hamiltonian, Integrator, BaseRNG >

Definition at line 23 of file base_hmc.hpp.

Constructor & Destructor Documentation

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::base_hmc ( const Model &  model,
BaseRNG &  rng 
)
inline

Definition at line 25 of file base_hmc.hpp.

Member Function Documentation

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
double stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_current_stepsize ( )
inline

Definition at line 143 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
double stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_nominal_stepsize ( )
inline

Definition at line 139 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_sampler_diagnostic_names ( std::vector< std::string > &  model_names,
std::vector< std::string > &  names 
)
inlinevirtual

Reimplemented from stan::mcmc::base_mcmc.

Definition at line 44 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_sampler_diagnostics ( std::vector< double > &  values)
inlinevirtual

Reimplemented from stan::mcmc::base_mcmc.

Definition at line 49 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
double stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::get_stepsize_jitter ( )
inline

Definition at line 152 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::init_hamiltonian ( interface_callbacks::writer::base_writer info_writer,
interface_callbacks::writer::base_writer error_writer 
)
inline

Definition at line 58 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::init_stepsize ( interface_callbacks::writer::base_writer info_writer,
interface_callbacks::writer::base_writer error_writer 
)
inline

Definition at line 64 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::sample_stepsize ( )
inline

Definition at line 156 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::seed ( const Eigen::VectorXd &  q)
inline

Definition at line 53 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
virtual void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::set_nominal_stepsize ( double  e)
inlinevirtual
template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
virtual void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::set_stepsize_jitter ( double  j)
inlinevirtual

Definition at line 147 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
void stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::write_sampler_state ( interface_callbacks::writer::base_writer writer)
inlinevirtual

Reimplemented from stan::mcmc::base_mcmc.

Definition at line 37 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
Hamiltonian<Model, BaseRNG>::PointType& stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::z ( )
inline

Definition at line 130 of file base_hmc.hpp.

Member Data Documentation

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
double stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::epsilon_
protected

Definition at line 174 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
double stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::epsilon_jitter_
protected

Definition at line 175 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
Hamiltonian<Model, BaseRNG> stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::hamiltonian_
protected

Definition at line 166 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
Integrator<Hamiltonian<Model, BaseRNG> > stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::integrator_
protected

Definition at line 165 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
double stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::nom_epsilon_
protected

Definition at line 173 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
BaseRNG& stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::rand_int_
protected

Definition at line 168 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
boost::uniform_01<BaseRNG&> stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::rand_uniform_
protected

Definition at line 171 of file base_hmc.hpp.

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
Hamiltonian<Model, BaseRNG>::PointType stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >::z_
protected

Definition at line 164 of file base_hmc.hpp.


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

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