Struct MetropolisHastings 

pub struct MetropolisHastings<T, D>
where
    T: FloatNum + RealField,
    D: Dim,
    DefaultAllocator: Allocator<D> + Allocator<D, D>,
{
    pub k: T,
    pub move_type: MoveType,
    pub prob: OptProb<T, D>,
    pub mala_step_size: T,
    pub mala_use_preconditioning: bool,
    pub pcn_step_size: T,
    pub pcn_preconditioner: T,
    pub rng: StdRng,
}

Poorly names struct for all update types

Fields

k: T

move_type: MoveType

prob: OptProb<T, D>

mala_step_size: T

mala_use_preconditioning: bool

pcn_step_size: T

pcn_preconditioner: T

rng: StdRng

Implementations

impl<T, D> MetropolisHastings<T, D>

where T: FloatNum + RealField, D: Dim + DimSub<Const<1>>, DefaultAllocator: Allocator<D> + Allocator<D, D> + Allocator<<D as DimSub<Const<1>>>::Output>,

pub fn new( prob: OptProb<T, D>, update_conf: &UpdateConf, generic_x: OVector<T, D>, seed: u64, ) -> Self

pub fn local_move( &mut self, x_old: &OVector<T, D>, step_size: &OMatrix<T, D, D>, t: T, ) -> OVector<T, D>

pub fn local_move_with_covariance( &mut self, x_old: &OVector<T, D>, step_size: &OMatrix<T, D, D>, covariance_matrix: &OMatrix<T, D, D>, t: T, ) -> OVector<T, D>

pub fn local_move_pcn_with_variance( &mut self, x_old: &OVector<T, D>, covariance_matrix: &OMatrix<T, D, D>, variance_param: T, ) -> OVector<T, D>

pub fn accept_reject( &mut self, x_old: &OVector<T, D>, x_new: &OVector<T, D>, constraints_new: bool, t: T, ) -> bool

pub fn accept_replica_exchange<N>( &mut self, fitness_i: &OVector<T, N>, fitness_j: &OVector<T, N>, t_i: T, t_j: T, ) -> bool

where N: Dim, DefaultAllocator: Allocator<N>,

pub fn update_step_size_parks( current_step_size: &OMatrix<T, D, D>, x_old: &OVector<T, D>, x_new: &OVector<T, D>, alpha: T, omega: T, ) -> OMatrix<T, D, D>

Update step size based on Parks et al. (1990) approach

Trait Implementations

impl<T, D> Clone for MetropolisHastings<T, D>

where T: FloatNum + RealField + Clone, D: Dim + Clone, DefaultAllocator: Allocator<D> + Allocator<D, D>,

fn clone(&self) -> MetropolisHastings<T, D>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.