#include <sample_vector.h>

Inheritance diagram for Vector_srw_step< VectorModel >:

Public Types
typedef Basic_mh_step < VectorModel, Mv_gaussian_proposer < VectorModel > >	Base

typedef Vector_srw_step	Self

typedef Base::Target_distribution	Target_distribution

typedef Base::Proposer	Proposer

Public Types inherited from Basic_mh_step< VectorModel, Mv_gaussian_proposer< VectorModel > >
typedef Abstract_mh_step < VectorModel, Mv_gaussian_proposer < VectorModel > >	Parent

typedef Parent::Target_distribution	Target_distribution

typedef Mv_gaussian_proposer < VectorModel >	Proposer

Public Types inherited from Abstract_mh_step< VectorModel, Mv_gaussian_proposer< VectorModel > >
typedef Model_evaluator < VectorModel >::Type	Target_distribution

Public Member Functions
	Vector_srw_step (const Target_distribution &target, const kjb::Matrix &covariance)
	Creates a Vector_srw_step. More...

	Vector_srw_step (const Target_distribution &target, const kjb::Vector &covariance)
	Creates a Vector_srw_step. More...

void	set_covariance (const kjb::Matrix &covariance)

void	set_covariance (const kjb::Vector &covariance)

virtual	~Vector_srw_step ()

Public Member Functions inherited from Basic_mh_step< VectorModel, Mv_gaussian_proposer< VectorModel > >
	Basic_mh_step (const Target_distribution &log_target, const Mv_gaussian_proposer< VectorModel > &proposer)
	Initializes target and proposer functors (or functions) to the given arguments. More...

virtual	~Basic_mh_step ()
	Initializes target and proposer functors (or functions) to the given arguments. More...

virtual Mh_proposal_result	propose (const VectorModel &m, VectorModel &m_p) const
	Assignment. More...

virtual double	l_target (const VectorModel &m) const
	Evaluate the log-target distribution for the given model. More...

void	set_target (const Target_distribution &target)

void	record_extra (bool enable)

void	set_temperature (double T)

virtual double	get_temperature () const

Public Member Functions inherited from Abstract_mh_step< VectorModel, Mv_gaussian_proposer< VectorModel > >
	BOOST_CONCEPT_ASSERT ((BaseModel< VectorModel >))

Step_log< VectorModel >	run_step (VectorModel &m, double lt_m, double &accept_prob, boost::optional< VectorModel & > proposed_state_out=boost::none) const
	Runs a step of Metropolis-Hastings on a model m. More...

virtual Step_log< VectorModel >	operator() (VectorModel &m, double lt_m) const
	Runs a step of Metropolis-Hastings on a model m. More...

virtual	~Abstract_mh_step ()

virtual void	on_accept () const

virtual void	on_reject () const

Additional Inherited Members
Protected Member Functions inherited from Basic_mh_step< VectorModel, Mv_gaussian_proposer< VectorModel > >
virtual bool	record_extra () const

Mv_gaussian_proposer < VectorModel > &	get_proposer_ ()

Protected Attributes inherited from Basic_mh_step< VectorModel, Mv_gaussian_proposer< VectorModel > >
Target_distribution	m_log_target

Mv_gaussian_proposer< VectorModel >	m_proposer

double	m_temperature

bool	m_record_extra

Protected Attributes inherited from Abstract_mh_step< VectorModel, Mv_gaussian_proposer< VectorModel > >
boost::optional< VectorModel >	tmp_model_

Detailed Description

template<typename VectorModel>
class Vector_srw_step< VectorModel >

Symmetric-random-walk Metropolis step. Proposals come from a multivariate gaussian distribution.

Template Parameters

VectorModel The model type. Must comply with VectorModel concept; i.e.,. must have [] and .size() defined and its elements must be convertible to and from double.

Vector_srw_step is a functor that runs a single step of symmetric random walk Metropolis on a vector model