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probability, sampling & optimization
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stan::mcmc::softabs_static_hmc< Model, BaseRNG > Class Template Reference

Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time with a Gaussian-Riemannian disintegration and SoftAbs metric. More...

#include <softabs_static_hmc.hpp>

Inheritance diagram for stan::mcmc::softabs_static_hmc< Model, BaseRNG >:
stan::mcmc::base_static_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG > stan::mcmc::base_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG > stan::mcmc::base_mcmc stan::mcmc::adapt_softabs_static_hmc< Model, BaseRNG >

Public Member Functions

 softabs_static_hmc (const Model &model, BaseRNG &rng)
 
- Public Member Functions inherited from stan::mcmc::base_static_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG >
 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, softabs_metric, impl_leapfrog, 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)
 
softabs_metric< 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 ()
 

Additional Inherited Members

- Protected Member Functions inherited from stan::mcmc::base_static_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG >
void update_L_ ()
 
- Protected Attributes inherited from stan::mcmc::base_static_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG >
double T_
 
int L_
 
double energy_
 
- Protected Attributes inherited from stan::mcmc::base_hmc< Model, softabs_metric, impl_leapfrog, BaseRNG >
softabs_metric< Model, BaseRNG >::PointType z_
 
impl_leapfrog< softabs_metric< Model, BaseRNG > > integrator_
 
softabs_metric< 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, class BaseRNG>
class stan::mcmc::softabs_static_hmc< Model, BaseRNG >

Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time with a Gaussian-Riemannian disintegration and SoftAbs metric.

Definition at line 17 of file softabs_static_hmc.hpp.

Constructor & Destructor Documentation

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

Definition at line 21 of file softabs_static_hmc.hpp.


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

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