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/home/weinberg/src/BIE/include/GelmanRubinConverge.h // This is really -*- C++ -*- #ifndef GelmanRubinConverge_h #define GelmanRubinConverge_h #include <mpi.h> #include <deque> #include <Ensemble.h> #include <Converge.h> extern double inv_student_t_1sided(double alpha, double df); #include "Serializable.h" namespace BIE { //+ CLICLASS GelmanRubinConverge SUPER Converge class GelmanRubinConverge : public Converge { private: int count; int next; int maxit; int nconv; int nburn; Ensemble* _dist; string _id; // For notational convenience typedef vector<double> dvec; // Double-ended queue of vectors for parameters deque< vector<State> > data; // Double-ended queue for posterior probability deque< vector<double> > prob; // Currently valid chains vector<unsigned char> chain_mask; // Looks for abberant chains using Grubbs' test int ComputeMask(); // Keep count of instances for debugging static unsigned ninstance; public: static unsigned ngood; static unsigned nskip; static double alpha; static int maxoutlier; static int noutlier; static double rtol; static bool verbose; static double poffset; static bool debug; static int maxkp; //+ CLICONSTR int Ensemble* string GelmanRubinConverge(int m, Ensemble* d, string id); virtual GelmanRubinConverge* New(int m, Ensemble* d, string id); virtual bool Converged(); virtual bool IsParallel() { return true; } //+ CLIMETHOD void setNskip int void setNskip(int n) { nskip = n; next = count + nskip; } //+ CLIMETHOD void setNoutlier int void setNoutlier(int n) { noutlier = n; } //+ CLIMETHOD void setMaxout int void setMaxout(int n) { maxoutlier = n; } //+ CLIMETHOD void setNgood int void setNgood(int n) { ngood = n; nburn = -1; next = count + nskip; } //+ CLIMETHOD void Quiet void Quiet() { verbose = false; } //+ CLIMETHOD void setPoffset double void setPoffset(double z) { poffset = z; } int ConvergedIndex() { return nconv; } //+ CLIMETHOD int BurnIn int BurnIn() { MPI_Bcast(&nconv, 1, MPI_INT, 0, MPI_COMM_WORLD); return nconv; } //+ CLIMETHOD void setRhatMax double void setRhatMax(double r) { rtol = r; } //+ CLIMETHOD void setAlpha double void setAlpha(double a) { alpha = a; } //+ CLIMETHOD void setMaxK int32 static void setMaxK(int n) { maxkp = n; } virtual bool AccumData(vector<double>& values, vector<State>& states); virtual bool GetLast(vector<double>& values, vector<State>& states) { if (prob.size()>0) { values = prob.back(); states = data.back(); return true; } else { return false; } } void ComputeDistribution() { _dist->ComputeDistribution(); } double PDF(State& x) {return _dist->PDF(x);} double logPDF(State& x) {return _dist->logPDF(x);} vector<double> lower(void) {return _dist->lower();} vector<double> upper(void) {return _dist->upper();} vector<double> Mean() {return _dist->Mean();} vector<double> StdDev() {return _dist->StdDev();} vector<double> Moments(int m) {return _dist->Moments(m);} vector<double> Sample() {return _dist->Sample();} GelmanRubinConverge* New() { GelmanRubinConverge *p = new GelmanRubinConverge(maxit, _dist, _id); return p; } // AUTO GENERATED BY ../persistence/autopersist.py protected: GelmanRubinConverge() {} private: friend class boost::serialization::access; template<class Archive> void serialize(Archive & ar, const unsigned int version) { this->pre_serialize(ar, version); try { ar & BOOST_SERIALIZATION_BASE_OBJECT_NVP(Converge); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(count); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(next); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(maxit); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(nconv); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(nburn); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(_dist); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(_id); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(data); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(prob); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(chain_mask); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(ninstance); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(ngood); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(nskip); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(alpha); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(maxoutlier); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(noutlier); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(rtol); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(verbose); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(poffset); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(debug); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } try { ar & BOOST_SERIALIZATION_NVP(maxkp); BIE_CATCH_BOOST_SERIALIZATION_EXCEPTION; } this->post_serialize(ar, version); } }; } BIE_CLASS_TYPE_INFO(BIE::GelmanRubinConverge) BIE_CLASS_EXPORT_KEY(BIE::GelmanRubinConverge) #endif