SMC Sampler. More...

#include <vsmc/core/sampler.hpp>

Public Types
using	eval_type = std::function< std::size_t(std::size_t, Particle< T > &)>

using	size_type = typename Particle< T >::size_type

Public Member Functions
template<typename... Args>
	Sampler (Args &&...args)
	Construct a Sampler. More...

Sampler< T >	clone () const
	Clone the Sampler except the RNG engines. More...

double	ess_history (std::size_t iter) const
	Get ESS of a given iteration, (initialization count as iter zero) More...

Sampler< T > &	eval (const eval_type &new_eval, SamplerStage stage, bool append=true)
	Add a new evaluation object. More...

Sampler< T > &	initialize ()
	Initialization. More...

std::size_t	iter_num () const
	Current iteration number (initialization count as zero) More...

std::size_t	iter_size () const
	Number of iterations (including initialization) More...

Sampler< T > &	iterate (std::size_t num=1)
	Iteration. More...

Sampler< T > &	monitor (const std::string &name, const Monitor< T > &mon)
	Add a monitor. More...

Monitor< T > &	monitor (const std::string &name)
	Read and write access to a named monitor. More...

const Monitor< T > &	monitor (const std::string &name) const
	Read only access to a named monitor. More...

bool	monitor_clear (const std::string &name)
	Erase a named monitor. More...

Sampler< T > &	monitor_clear ()
	Erase all monitors. More...

Particle< T > &	particle ()
	Read and write access to the Particle<T> object. More...

const Particle< T > &	particle () const
	Read only access to the Particle<T> object. More...

template<typename CharT , typename Traits >
std::basic_ostream< CharT, Traits > &	print (std::basic_ostream< CharT, Traits > &os, char sepchar= '\t') const
	Print the history of the Sampler. More...

template<typename OutputIter >
OutputIter	read_ess_history (OutputIter first) const
	Read ESS history through an output iterator. More...

template<typename OutputIter >
OutputIter	read_resampled_history (OutputIter first) const
	Read resampling indicator history through an output iterator. More...

template<typename OutputIter >
OutputIter	read_size_history (OutputIter first) const
	Read sampler size history through an output iterator. More...

Sampler< T > &	resample_method (ResampleScheme scheme, double threshold=resample_threshold_always())
	Set resampling method by a built-in ResampleScheme scheme name. More...

Sampler< T > &	resample_method (const eval_type &res_eval, double threshold=resample_threshold_always())
	Set resampling method by a `eval_type` object. More...

double	resample_threshold () const
	Get resampling threshold. More...

Sampler< T > &	resample_threshold (double threshold)
	Set resampling threshold. More...

bool	resampled_history (std::size_t iter) const
	Get resampling indicator of a given iteration. More...

void	reserve (std::size_t num)
	Reserve space for a specified number of iterations. More...

size_type	size () const
	Number of particles. More...

size_type	size_history (std::size_t iter) const
	Get sampler size of a given iteration (initialization count as iteration zero) More...

std::size_t	status_history (std::size_t iter, std::size_t id) const
	Get the status of a given move id and the iteration. More...

std::map< std::string, Vector< double > >	summary () const
	Summary of sampler history. More...

Static Public Member Functions
static double	resample_threshold_always ()
	Special value of resampling threshold that indicate no resampling will always be performed. More...

static double	resample_threshold_never ()
	Special value of resampling threshold that indicate no resampling will be ever performed. More...

Detailed Description

template<typename T>
class vsmc::Sampler< T >

SMC Sampler.

Definition at line 99 of file sampler.hpp.

Member Typedef Documentation

template<typename T>

using vsmc::Sampler< T >::eval_type = std::function<std::size_t(std::size_t, Particle<T> &)>

Definition at line 103 of file sampler.hpp.

template<typename T>

using vsmc::Sampler< T >::size_type = typename Particle<T>::size_type

Definition at line 102 of file sampler.hpp.

Constructor & Destructor Documentation

template<typename T>

template<typename... Args>

vsmc::Sampler< T >::Sampler ( Args &&... args )

inlineexplicit

Construct a Sampler.

All arguments are passed to the constructor of Particle

Definition at line 110 of file sampler.hpp.

Member Function Documentation

template<typename T>

Sampler<T> vsmc::Sampler< T >::clone ( ) const

inline

Clone the Sampler except the RNG engines.

Definition at line 118 of file sampler.hpp.

template<typename T>

double vsmc::Sampler< T >::ess_history ( std::size_t iter ) const

inline

Get ESS of a given iteration, (initialization count as iter zero)

Definition at line 311 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::eval	(	const eval_type &	new_eval,
		SamplerStage	stage,
		bool	append = `true`
	)

inline

Add a new evaluation object.

Definition at line 149 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::initialize ( )

inline

Initialization.

Definition at line 271 of file sampler.hpp.

template<typename T>

std::size_t vsmc::Sampler< T >::iter_num ( ) const

inline

Current iteration number (initialization count as zero)

Definition at line 146 of file sampler.hpp.

template<typename T>

std::size_t vsmc::Sampler< T >::iter_size ( ) const

inline

Number of iterations (including initialization)

Definition at line 143 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::iterate ( std::size_t num = 1 )

inline

Iteration.

Definition at line 279 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::monitor	(	const std::string &	name,
		const Monitor< T > &	mon
	)

inline

Add a monitor.

Parameters

name	The name of the monitor
mon	The new monitor to be added

Definition at line 227 of file sampler.hpp.

template<typename T>

Monitor<T>& vsmc::Sampler< T >::monitor ( const std::string & name )

inline

Read and write access to a named monitor.

Definition at line 235 of file sampler.hpp.

template<typename T>

const Monitor<T>& vsmc::Sampler< T >::monitor ( const std::string & name ) const

inline

Read only access to a named monitor.

Definition at line 245 of file sampler.hpp.

template<typename T>

bool vsmc::Sampler< T >::monitor_clear ( const std::string & name )

inline

Erase a named monitor.

Definition at line 256 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::monitor_clear ( )

inline

Erase all monitors.

Definition at line 263 of file sampler.hpp.

template<typename T>

Particle<T>& vsmc::Sampler< T >::particle ( )

inline

Read and write access to the Particle<T> object.

Definition at line 290 of file sampler.hpp.

template<typename T>

const Particle<T>& vsmc::Sampler< T >::particle ( ) const

inline

Read only access to the Particle<T> object.

Definition at line 293 of file sampler.hpp.

template<typename T>

template<typename CharT , typename Traits >

std::basic_ostream<CharT, Traits>& vsmc::Sampler< T >::print	(	std::basic_ostream< CharT, Traits > &	os,
		char	sepchar = `'\t'`
	)		const

inline

Print the history of the Sampler.

Parameters

os	The ostream to which the contents are printed
sepchar	The seperator of fields

Definition at line 398 of file sampler.hpp.

template<typename T>

template<typename OutputIter >

OutputIter vsmc::Sampler< T >::read_ess_history ( OutputIter first ) const

inline

Read ESS history through an output iterator.

Definition at line 315 of file sampler.hpp.

template<typename T>

template<typename OutputIter >

OutputIter vsmc::Sampler< T >::read_resampled_history ( OutputIter first ) const

inline

Read resampling indicator history through an output iterator.

Definition at line 328 of file sampler.hpp.

template<typename T>

template<typename OutputIter >

OutputIter vsmc::Sampler< T >::read_size_history ( OutputIter first ) const

inline

Read sampler size history through an output iterator.

Definition at line 304 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::resample_method	(	ResampleScheme	scheme,
		double	threshold = `resample_threshold_always()`
	)

inline

Set resampling method by a built-in ResampleScheme scheme name.

Definition at line 161 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::resample_method	(	const eval_type &	res_eval,
		double	threshold = `resample_threshold_always()`
	)

inline

Set resampling method by a eval_type object.

Definition at line 190 of file sampler.hpp.

template<typename T>

double vsmc::Sampler< T >::resample_threshold ( ) const

inline

Get resampling threshold.

Definition at line 200 of file sampler.hpp.

template<typename T>

Sampler<T>& vsmc::Sampler< T >::resample_threshold ( double threshold )

inline

Set resampling threshold.

Definition at line 203 of file sampler.hpp.

template<typename T>

static double vsmc::Sampler< T >::resample_threshold_always ( )

inlinestatic

Special value of resampling threshold that indicate no resampling will always be performed.

Definition at line 218 of file sampler.hpp.

template<typename T>

static double vsmc::Sampler< T >::resample_threshold_never ( )

inlinestatic

Special value of resampling threshold that indicate no resampling will be ever performed.

Definition at line 211 of file sampler.hpp.

template<typename T>

bool vsmc::Sampler< T >::resampled_history ( std::size_t iter ) const

inline

Get resampling indicator of a given iteration.

Definition at line 321 of file sampler.hpp.

template<typename T>

void vsmc::Sampler< T >::reserve ( std::size_t num )

inline

Reserve space for a specified number of iterations.

Definition at line 131 of file sampler.hpp.

template<typename T>

size_type vsmc::Sampler< T >::size ( ) const

inline

Number of particles.

Definition at line 128 of file sampler.hpp.

template<typename T>

size_type vsmc::Sampler< T >::size_history ( std::size_t iter ) const

inline

Get sampler size of a given iteration (initialization count as iteration zero)

Definition at line 297 of file sampler.hpp.

template<typename T>

std::size_t vsmc::Sampler< T >::status_history	(	std::size_t	iter,
		std::size_t	id
	)		const

inline

Get the status of a given move id and the iteration.

Definition at line 335 of file sampler.hpp.

template<typename T>

std::map<std::string, Vector<double> > vsmc::Sampler< T >::summary ( ) const

inline

Summary of sampler history.

Definition at line 341 of file sampler.hpp.

Public Types

Public Member Functions

Static Public Member Functions

Detailed Description

template<typename T> class vsmc::Sampler< T >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

template<typename T>
class vsmc::Sampler< T >