/usr/include/openturns/MCMC.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief MCMC updates the chain
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_MCMC_HXX
#define OPENTURNS_MCMC_HXX
#include "openturns/OTprivate.hxx"
#include "openturns/SamplerImplementation.hxx"
#include "openturns/ResourceMap.hxx"
#include "openturns/Distribution.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class MCMC
*
* @brief The class implements the concept of comparison operator defined in Sampler.
*
* This class is abstract so it can not be instanciated. It must be derived.
* @see Sampler
*/
class OT_API MCMC
: public SamplerImplementation
{
CLASSNAME;
public:
typedef Collection<Point> PointCollection;
typedef PersistentCollection<Point> PointPersistentCollection;
typedef Collection<PointWithDescription> PointWithDescriptionCollection;
/** Default constructor */
MCMC();
/** Constructor with parameters*/
MCMC(const Distribution & prior,
const Distribution & conditional,
const Sample & observations,
const Point & initialState);
/** Constructor with parameters*/
MCMC(const Distribution & prior,
const Distribution & conditional,
const Function & model,
const Sample & parameters,
const Sample & observations,
const Point & initialState);
/** String converter */
virtual String __repr__() const;
/** Compute the likelihood w.r.t. observartions */
Scalar computeLogLikelihood(const Point & currentState) const;
/** Prior accessor */
void setPrior(const Distribution & prior);
Distribution getPrior() const;
/** Conditional accessor */
Distribution getConditional() const;
/** Model accessor */
Function getModel() const;
/** Obervations accessor */
void setObservations(const Sample & observations);
Sample getObservations() const;
/** Parameters accessor */
void setParameters(const Sample & parameters);
Sample getParameters() const;
/// Burning accessor
void setBurnIn(UnsignedInteger burnIn);
UnsignedInteger getBurnIn() const;
/// Thinning accessor
void setThinning(UnsignedInteger thinning);
UnsignedInteger getThinning() const;
/** History accessor */
void setHistory(const HistoryStrategy & strategy);
HistoryStrategy getHistory() const;
/** non-rejected components accessor */
void setNonRejectedComponents(const Indices & nonRejectedComponents);
Indices getNonRejectedComponents() const;
/** Virtual constructor */
virtual MCMC * clone() const;
/** Dimension accessor */
virtual UnsignedInteger getDimension() const;
/** Method save() stores the object through the StorageManager */
virtual void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
virtual void load(Advocate & adv);
protected:
Point initialState_;
mutable Point currentState_;
mutable HistoryStrategy history_;
Indices nonRejectedComponents_; // components that are always accepted
private:
Distribution prior_;
Distribution conditional_;
mutable Function model_;
Sample parameters_;
Sample observations_;
UnsignedInteger burnIn_; // number of first samples discarded to reach stationary regime
UnsignedInteger thinning_; // number of samples skipped at each generation
}; /* class MCMC */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_MCMC_HXX */
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