Stan  2.10.0
probability, sampling & optimization
Classes | Namespaces | Functions
base_xhmc.hpp File Reference
#include <stan/interface_callbacks/writer/base_writer.hpp>
#include <boost/math/special_functions/fpclassify.hpp>
#include <stan/math/prim/scal/fun/log_sum_exp.hpp>
#include <stan/mcmc/hmc/base_hmc.hpp>
#include <stan/mcmc/hmc/hamiltonians/ps_point.hpp>
#include <algorithm>
#include <cmath>
#include <limits>
#include <string>
#include <vector>

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Classes

class  stan::mcmc::base_xhmc< Model, Hamiltonian, Integrator, BaseRNG >
 Exhaustive Hamiltonian Monte Carlo (XHMC) with multinomial sampling. More...
 

Namespaces

 stan
 Probability, optimization and sampling library.
 
 stan::mcmc
 Markov chain Monte Carlo samplers.
 

Functions

void stan::mcmc::stable_sum (double a1, double log_w1, double a2, double log_w2, double &sum_a, double &log_sum_w)
 a1 and a2 are running averages of the form $ a1 = ( \sum_{n \in N1} w_{n} f_{n} ) / ( \sum_{n \in N1} w_{n} ) $ $ a2 = ( \sum_{n \in N2} w_{n} f_{n} ) / ( \sum_{n \in N2} w_{n} ) $ and the weights are the respective normalizing constants $ w1 = \sum_{n \in N1} w_{n} $ $ w2 = \sum_{n \in N2} w_{n}. $ More...
 

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