Classes | |
struct | adaptation_engaged |
struct | gamma |
struct | init_buffer |
struct | int_time |
struct | kappa |
struct | max_depth |
struct | num_samples |
struct | num_warmup |
struct | save_warmup |
struct | stepsize |
struct | stepsize_jitter |
struct | t0 |
struct | term_buffer |
struct | thin |
struct | window |
Functions | |
template<class Model > | |
int | fixed_param (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_samples, int num_thin, int refresh, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_dense_e (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_dense_e (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_dense_e_adapt (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_dense_e_adapt (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_diag_e (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_diag_e (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_diag_e_adapt (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_diag_e_adapt (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_unit_e (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_nuts_unit_e_adapt (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, int max_depth, double delta, double gamma, double kappa, double t0, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_dense_e (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_dense_e (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_dense_e_adapt (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_dense_e_adapt (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_diag_e (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_diag_e (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_diag_e_adapt (Model &model, stan::io::var_context &init, stan::io::var_context &init_inv_metric, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_diag_e_adapt (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, double delta, double gamma, double kappa, double t0, unsigned int init_buffer, unsigned int term_buffer, unsigned int window, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_unit_e (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
template<class Model > | |
int | hmc_static_unit_e_adapt (Model &model, stan::io::var_context &init, unsigned int random_seed, unsigned int chain, double init_radius, int num_warmup, int num_samples, int num_thin, bool save_warmup, int refresh, double stepsize, double stepsize_jitter, double int_time, double delta, double gamma, double kappa, double t0, callbacks::interrupt &interrupt, callbacks::logger &logger, callbacks::writer &init_writer, callbacks::writer &sample_writer, callbacks::writer &diagnostic_writer) |
int stan::services::sample::fixed_param | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_samples, | ||
int | num_thin, | ||
int | refresh, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs the fixed parameter sampler.
The fixed parameter sampler sets the parameters randomly once on the unconstrained scale, then runs the model for the number of iterations specified with the parameters fixed.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | refresh | Controls the output |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 44 of file fixed_param.hpp.
References stan::services::util::create_rng(), febshutoff_auto::end, stan::services::util::generate_transitions(), MECModelEnuComparisons::i, stan::services::util::initialize(), stan::services::error_codes::OK, febshutoff_auto::start, stan::services::util::mcmc_writer::write_diagnostic_names(), stan::services::util::mcmc_writer::write_sample_names(), and stan::services::util::mcmc_writer::write_timing().
Referenced by TEST_F().
int stan::services::sample::hmc_nuts_dense_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS without adaptation using dense Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial dense inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 49 of file hmc_nuts_dense_e.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::services::util::initialize(), stan::services::error_codes::OK, stan::services::util::read_dense_inv_metric(), stan::services::util::run_sampler(), stan::mcmc::base_nuts< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_max_depth(), stan::mcmc::base_nuts< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize(), stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), and stan::services::util::validate_dense_inv_metric().
Referenced by hmc_nuts_dense_e(), and TEST_F().
int stan::services::sample::hmc_nuts_dense_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS without adaptation using dense Euclidean metric, with identity matrix as initial inv_metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 121 of file hmc_nuts_dense_e.hpp.
References stan::services::util::create_unit_e_dense_inv_metric(), and hmc_nuts_dense_e().
int stan::services::sample::hmc_nuts_dense_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS with adaptation using dense Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial dense inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 57 of file hmc_nuts_dense_e_adapt.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::mcmc::stepsize_covar_adapter::get_stepsize_adaptation(), stan::services::util::initialize(), test_ParserArtEvents::log, stan::services::error_codes::OK, stan::services::util::read_dense_inv_metric(), stan::services::util::run_adaptive_sampler(), stan::mcmc::base_nuts< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_max_depth(), stan::mcmc::base_nuts< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize(), stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), stan::mcmc::stepsize_covar_adapter::set_window_params(), and stan::services::util::validate_dense_inv_metric().
Referenced by hmc_nuts_dense_e_adapt(), and TEST_F().
int stan::services::sample::hmc_nuts_dense_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS with adaptation using dense Euclidean metric, with identity matrix as initial inv_metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 148 of file hmc_nuts_dense_e_adapt.hpp.
References stan::services::util::create_unit_e_dense_inv_metric(), and hmc_nuts_dense_e_adapt().
int stan::services::sample::hmc_nuts_diag_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS without adaptation using diagonal Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial diagonal inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 50 of file hmc_nuts_diag_e.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::services::util::initialize(), stan::services::error_codes::OK, stan::services::util::read_diag_inv_metric(), stan::services::util::run_sampler(), stan::mcmc::base_nuts< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_max_depth(), stan::mcmc::base_nuts< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize(), stan::mcmc::base_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), and stan::services::util::validate_diag_inv_metric().
Referenced by hmc_nuts_diag_e(), and TEST_F().
int stan::services::sample::hmc_nuts_diag_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS without adaptation using diagonal Euclidean metric, with identity matrix as initial inv_metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 120 of file hmc_nuts_diag_e.hpp.
References stan::services::util::create_unit_e_diag_inv_metric(), and hmc_nuts_diag_e().
int stan::services::sample::hmc_nuts_diag_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS with adaptation using diagonal Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial diagonal inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 57 of file hmc_nuts_diag_e_adapt.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::mcmc::stepsize_var_adapter::get_stepsize_adaptation(), stan::services::util::initialize(), test_ParserArtEvents::log, stan::services::error_codes::OK, stan::services::util::read_diag_inv_metric(), stan::services::util::run_adaptive_sampler(), stan::mcmc::base_nuts< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_max_depth(), stan::mcmc::base_nuts< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize(), stan::mcmc::base_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), stan::mcmc::stepsize_var_adapter::set_window_params(), and stan::services::util::validate_diag_inv_metric().
Referenced by stan::test::performance::command(), hmc_nuts_diag_e_adapt(), and TEST_F().
int stan::services::sample::hmc_nuts_diag_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS with adaptation using diagonal Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 146 of file hmc_nuts_diag_e_adapt.hpp.
References stan::services::util::create_unit_e_diag_inv_metric(), and hmc_nuts_diag_e_adapt().
int stan::services::sample::hmc_nuts_unit_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS with unit Euclidean metric without adaptation.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 45 of file hmc_nuts_unit_e.hpp.
References stan::services::util::create_rng(), stan::services::util::initialize(), stan::services::error_codes::OK, stan::services::util::run_sampler(), stan::mcmc::base_nuts< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_max_depth(), stan::mcmc::base_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize(), and stan::mcmc::base_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter().
Referenced by TEST_F().
int stan::services::sample::hmc_nuts_unit_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
int | max_depth, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs HMC with NUTS with unit Euclidean metric with adaptation.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | max_depth | Maximum tree depth |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 49 of file hmc_nuts_unit_e_adapt.hpp.
References stan::services::util::create_rng(), stan::mcmc::stepsize_adapter::get_stepsize_adaptation(), stan::services::util::initialize(), test_ParserArtEvents::log, stan::services::error_codes::OK, stan::services::util::run_adaptive_sampler(), stan::mcmc::base_nuts< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_max_depth(), stan::mcmc::base_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize(), and stan::mcmc::base_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter().
Referenced by TEST_F().
int stan::services::sample::hmc_static_dense_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC without adaptation using dense Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial diagonal inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 48 of file hmc_static_dense_e.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::services::util::initialize(), stan::services::error_codes::OK, stan::services::util::read_dense_inv_metric(), stan::services::util::run_sampler(), stan::mcmc::base_static_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_static_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize_and_T(), stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), and stan::services::util::validate_dense_inv_metric().
Referenced by hmc_static_dense_e(), and TEST_F().
int stan::services::sample::hmc_static_dense_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC without adaptation using dense Euclidean metric, with identity matrix as initial inv_metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 120 of file hmc_static_dense_e.hpp.
References stan::services::util::create_unit_e_dense_inv_metric(), and hmc_static_dense_e().
int stan::services::sample::hmc_static_dense_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC with adaptation using dense Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial diagonal inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 57 of file hmc_static_dense_e_adapt.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::mcmc::stepsize_covar_adapter::get_stepsize_adaptation(), stan::services::util::initialize(), test_ParserArtEvents::log, stan::services::error_codes::OK, stan::services::util::read_dense_inv_metric(), stan::services::util::run_adaptive_sampler(), stan::mcmc::base_static_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_static_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize_and_T(), stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), stan::mcmc::stepsize_covar_adapter::set_window_params(), and stan::services::util::validate_dense_inv_metric().
Referenced by hmc_static_dense_e_adapt(), and TEST_F().
int stan::services::sample::hmc_static_dense_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC with adaptation using dense Euclidean metric. with identity matrix as initial inv_metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 148 of file hmc_static_dense_e_adapt.hpp.
References stan::services::util::create_unit_e_dense_inv_metric(), and hmc_static_dense_e_adapt().
int stan::services::sample::hmc_static_diag_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC without adaptation using diagonal Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial diagonal inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 51 of file hmc_static_diag_e.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::services::util::initialize(), stan::services::error_codes::OK, stan::services::util::read_diag_inv_metric(), stan::services::util::run_sampler(), stan::mcmc::base_static_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_static_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize_and_T(), stan::mcmc::base_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), and stan::services::util::validate_diag_inv_metric().
Referenced by hmc_static_diag_e(), and TEST_F().
int stan::services::sample::hmc_static_diag_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC without adaptation using diagonal Euclidean metric. with identity matrix as initial inv_metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 120 of file hmc_static_diag_e.hpp.
References stan::services::util::create_unit_e_diag_inv_metric(), and hmc_static_diag_e().
int stan::services::sample::hmc_static_diag_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
stan::io::var_context & | init_inv_metric, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC with adaptation using diagonal Euclidean metric with a pre-specified Euclidean metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | init_inv_metric | var context exposing an initial diagonal inverse Euclidean metric (must be positive definite) |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 57 of file hmc_static_diag_e_adapt.hpp.
References stan::services::error_codes::CONFIG, stan::services::util::create_rng(), stan::math::domain_error(), e, stan::mcmc::stepsize_var_adapter::get_stepsize_adaptation(), stan::services::util::initialize(), test_ParserArtEvents::log, stan::services::error_codes::OK, stan::services::util::read_diag_inv_metric(), stan::services::util::run_adaptive_sampler(), stan::mcmc::base_static_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_metric(), stan::mcmc::base_static_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize_and_T(), stan::mcmc::base_hmc< Model, diag_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter(), stan::mcmc::stepsize_var_adapter::set_window_params(), and stan::services::util::validate_diag_inv_metric().
Referenced by hmc_static_diag_e_adapt(), and TEST_F().
int stan::services::sample::hmc_static_diag_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
unsigned int | init_buffer, | ||
unsigned int | term_buffer, | ||
unsigned int | window, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC with adaptation using diagonal Euclidean metric, with identity matrix as initial inv_metric.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in] | init_buffer | width of initial fast adaptation interval |
[in] | term_buffer | width of final fast adaptation interval |
[in] | window | initial width of slow adaptation interval |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 147 of file hmc_static_diag_e_adapt.hpp.
References stan::services::util::create_unit_e_diag_inv_metric(), and hmc_static_diag_e_adapt().
int stan::services::sample::hmc_static_unit_e | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC with unit Euclidean metric without adaptation.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 46 of file hmc_static_unit_e.hpp.
References stan::services::util::create_rng(), stan::services::util::initialize(), stan::services::error_codes::OK, stan::services::util::run_sampler(), stan::mcmc::base_static_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize_and_T(), and stan::mcmc::base_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter().
int stan::services::sample::hmc_static_unit_e_adapt | ( | Model & | model, |
stan::io::var_context & | init, | ||
unsigned int | random_seed, | ||
unsigned int | chain, | ||
double | init_radius, | ||
int | num_warmup, | ||
int | num_samples, | ||
int | num_thin, | ||
bool | save_warmup, | ||
int | refresh, | ||
double | stepsize, | ||
double | stepsize_jitter, | ||
double | int_time, | ||
double | delta, | ||
double | gamma, | ||
double | kappa, | ||
double | t0, | ||
callbacks::interrupt & | interrupt, | ||
callbacks::logger & | logger, | ||
callbacks::writer & | init_writer, | ||
callbacks::writer & | sample_writer, | ||
callbacks::writer & | diagnostic_writer | ||
) |
Runs static HMC with unit Euclidean metric with adaptation.
Model | Model class |
[in] | model | Input model to test (with data already instantiated) |
[in] | init | var context for initialization |
[in] | random_seed | random seed for the random number generator |
[in] | chain | chain id to advance the pseudo random number generator |
[in] | init_radius | radius to initialize |
[in] | num_warmup | Number of warmup samples |
[in] | num_samples | Number of samples |
[in] | num_thin | Number to thin the samples |
[in] | save_warmup | Indicates whether to save the warmup iterations |
[in] | refresh | Controls the output |
[in] | stepsize | initial stepsize for discrete evolution |
[in] | stepsize_jitter | uniform random jitter of stepsize |
[in] | int_time | integration time |
[in] | delta | adaptation target acceptance statistic |
[in] | gamma | adaptation regularization scale |
[in] | kappa | adaptation relaxation exponent |
[in] | t0 | adaptation iteration offset |
[in,out] | interrupt | Callback for interrupts |
[in,out] | logger | Logger for messages |
[in,out] | init_writer | Writer callback for unconstrained inits |
[in,out] | sample_writer | Writer for draws |
[in,out] | diagnostic_writer | Writer for diagnostic information |
Definition at line 50 of file hmc_static_unit_e_adapt.hpp.
References stan::services::util::create_rng(), stan::mcmc::stepsize_adapter::get_stepsize_adaptation(), stan::services::util::initialize(), test_ParserArtEvents::log, stan::services::error_codes::OK, stan::services::util::run_adaptive_sampler(), stan::mcmc::base_static_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_nominal_stepsize_and_T(), and stan::mcmc::base_hmc< Model, unit_e_metric, expl_leapfrog, BaseRNG >::set_stepsize_jitter().
Referenced by TEST_F().