/usr/include/JAGS/sampler/Slicer.h is in jags 4.3.0-1.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 | #ifndef SLICER_H_
#define SLICER_H_
#include <sampler/MutableSampleMethod.h>
namespace jags {
/**
* Enumerates different states of the sampler, SLICER_OK means there has
* been no error, SLICER_POSINF means that the Slicer is stuck at a
* point of infinite density. SLICER_NEGINF means that current value of
* the slicer has zero density (or -Inf on the log scale).
*/
enum SlicerState {SLICER_OK, SLICER_POSINF, SLICER_NEGINF};
/**
* @short Slice Sampling method
*
* The slice sampler is defined by Neal R (2003) Slice Sampling,
* Ann. Statist. 31; 3: 705-767.
*
* This class provides basic infrastructure for slice sampling.
*
* The Slicer class provides no update method. A subclass must provide
* an update method that calls either updateStep or updateDouble,
* depending on whether the "stepping out" or "doubling" method is
* used. The subclass must also provide member functions value,
* setValue, getLimits and logDensity.
*/
class Slicer : public MutableSampleMethod
{
double _width;
bool _adapt;
unsigned int _max;
double _sumdiff;
unsigned int _iter;
SlicerState _state;
bool accept(double xold, double xnew, double z, double L, double R,
double lower, double upper);
public:
/**
* Constructor for Slice Sampler
*
* @param width Initial width of slice
*
* @param max Maximum number of times initial width of slice will
* increase at each iteration.
*/
Slicer(double width, unsigned int max);
/**
* Update the current value using the "stepping" method. A Sampler
* that uses a Slicer can implement Sampler#update by calling this
* function.
*
* @return Success indicator. If the return value is false, then
* the slicer state is set to show the error that occurred.
*/
bool updateStep(RNG *rng);
/**
* Update the current value using the "doubling" method. A Sampler
* that uses a Slicer can implement Sampler#update by calling this
* function.
*
* @return Success indicator. If the return value is false, then
* the Slicer state is set to show the error that occurred.
*/
bool updateDouble(RNG *rng);
/**
* Returns the current value of the Slicer.
*/
virtual double value() const = 0;
/**
* Sets the value of the Slicer.
*
* @param x value to set
*/
virtual void setValue(double x) = 0;
/**
* Gets the lowest and highest possible values of the Slicer
*/
virtual void getLimits(double *lower, double *upper) const = 0;
/**
* Turns off adaptive mode.
*/
void adaptOff();
/**
* The current adaptation test is very basic, and will return true
* if a minimum number of iterations (50) have taken place.
*/
bool checkAdaptation() const;
/**
* The slicer method is adaptive. The step size adapts to the
* mean distance between consecutive updates
*/
bool isAdaptive() const;
/**
* Returns the log probability density function of the target
* distribution.
*/
virtual double logDensity() const = 0;
/**
* Returns the state of the sampler.
*/
SlicerState state() const;
};
} /* namespace jags */
#endif /* SLICER_H_ */
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