Monitor for Monte Carlo integration. More...

#include <vsmc/core/monitor.hpp>

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

using	value_type = T

Public Member Functions
	Monitor (std::size_t dim, const eval_type &eval, bool record_only=false, MonitorStage stage=MonitorMCMC)

void	clear ()
	Clear all records of the index and integrations. More...

std::size_t	dim () const
	The dimension of the Monitor. More...

bool	empty () const
	Whether the evaluation object is valid. More...

void	eval (std::size_t iter, Particle< T > &particle, MonitorStage stage)
	Perform the evaluation for a given iteration and a Particle<T> object. More...

std::size_t	index (std::size_t iter) const
	Get the iteration index of the sampler of a given Monitor iteration. More...

const std::size_t *	index_data () const
	Read only access to the raw data of the index vector. More...

std::size_t	iter_size () const
	The number of iterations has been recorded. More...

std::string &	name (std::size_t id)
	Read and write access to the names of variables. More...

const std::string &	name (std::size_t id) const
	Read only access to the names of variables. More...

template<typename OutputIter >
void	read_index (OutputIter first) const
	Read the index history through an output iterator. More...

template<typename OutputIter >
void	read_record (std::size_t id, OutputIter first) const
	Read the record history for a given variable through an output iterator. More...

template<typename OutputIterIter >
void	read_record_matrix (OutputIterIter first) const
	Read the record history of all variables through an array of output iterators. More...

template<MatrixOrder Order, typename OutputIter >
void	read_record_matrix (OutputIter first) const
	Read the record history of all variables through an output iterator. More...

double	record (std::size_t id) const
	Get the latest Monte Carlo integration record of a given variable. More...

double	record (std::size_t id, std::size_t iter) const
	Get the Monte Carlo integration record of a given variable and the Monitor iteration. More...

const double *	record_data () const
	Read only access to the raw data of records (a row major matrix) More...

const double *	record_data (std::size_t iter) const
	Read only access to the raw data of records for a given Monitor iteration. More...

bool	record_only () const
	If this is a record only Monitor. More...

bool	recording () const
	Whether the Monitor is actively recording results. More...

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

void	set_eval (const eval_type &new_eval)
	Set a new evaluation object of type eval_type. More...

MonitorStage	stage () const
	The stage of the Montior. More...

void	turn_off ()
	Turn off the recording. More...

void	turn_on ()
	Turn on the recording. More...

Detailed Description

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

Monitor for Monte Carlo integration.

Definition at line 63 of file monitor.hpp.

Member Typedef Documentation

template<typename T>

using vsmc::Monitor< T >::eval_type = std::function<void(std::size_t, std::size_t, Particle<T> &, double *)>

Definition at line 68 of file monitor.hpp.

template<typename T>

using vsmc::Monitor< T >::value_type = T

Definition at line 66 of file monitor.hpp.

Constructor & Destructor Documentation

template<typename T>

vsmc::Monitor< T >::Monitor	(	std::size_t	dim,
		const eval_type &	eval,
		bool	record_only = `false`,
		MonitorStage	stage = `MonitorMCMC`
	)

inlineexplicit

Definition at line 70 of file monitor.hpp.

Member Function Documentation

template<typename T>

void vsmc::Monitor< T >::clear ( )

inline

Clear all records of the index and integrations.

Definition at line 269 of file monitor.hpp.

template<typename T>

std::size_t vsmc::Monitor< T >::dim ( ) const

inline

The dimension of the Monitor.

Definition at line 82 of file monitor.hpp.

template<typename T>

bool vsmc::Monitor< T >::empty ( ) const

inline

Whether the evaluation object is valid.

Definition at line 101 of file monitor.hpp.

template<typename T>

void vsmc::Monitor< T >::eval	(	std::size_t	iter,
		Particle< T > &	particle,
		MonitorStage	stage
	)

inline

Perform the evaluation for a given iteration and a Particle<T> object.

Definition at line 242 of file monitor.hpp.

template<typename T>

std::size_t vsmc::Monitor< T >::index ( std::size_t iter ) const

inline

Get the iteration index of the sampler of a given Monitor iteration.

For example, if a Monitor is only added to the sampler at the sampler's iteration siter. Then index(0) will be siter and so on. If the Monitor is added before the sampler's initialization and continued to be evaluated during the iterations without calling turnoff(), then iter(iter) shall just be iter.

Definition at line 134 of file monitor.hpp.

template<typename T>

const std::size_t* vsmc::Monitor< T >::index_data ( ) const

inline

Read only access to the raw data of the index vector.

Definition at line 176 of file monitor.hpp.

template<typename T>

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

inline

The number of iterations has been recorded.

Definition at line 91 of file monitor.hpp.

template<typename T>

std::string& vsmc::Monitor< T >::name ( std::size_t id )

inline

Read and write access to the names of variables.

By default, each variable of a Monitor is unnamed and the returned string is empty. However, the user can selectively set the names of each variable. This effect how Sampler will print the headers of the summary table.

Definition at line 110 of file monitor.hpp.

template<typename T>

const std::string& vsmc::Monitor< T >::name ( std::size_t id ) const

inline

Read only access to the names of variables.

Definition at line 118 of file monitor.hpp.

template<typename T>

template<typename OutputIter >

void vsmc::Monitor< T >::read_index ( OutputIter first ) const

inline

Read the index history through an output iterator.

Definition at line 170 of file monitor.hpp.

template<typename T>

template<typename OutputIter >

void vsmc::Monitor< T >::read_record	(	std::size_t	id,
		OutputIter	first
	)		const

inline

Read the record history for a given variable through an output iterator.

Definition at line 192 of file monitor.hpp.

template<typename T>

template<typename OutputIterIter >

void vsmc::Monitor< T >::read_record_matrix ( OutputIterIter first ) const

inline

Read the record history of all variables through an array of output iterators.

Parameters

first An iterator of container of output iterators

Definition at line 205 of file monitor.hpp.

template<typename T>

template<MatrixOrder Order, typename OutputIter >

void vsmc::Monitor< T >::read_record_matrix ( OutputIter first ) const

inline

Read the record history of all variables through an output iterator.

Parameters

first The output iterator

For example, say first is of type double *, then if order == ColMajor, then, first[j * iter_size() + i] == record(i, j). Otherwise, if order == RowMajor, then first[i * dim() + j] == record(i, j). That is, the output is an iter_size() by dim() matrix, with the usual meaning of column or row major order.

Definition at line 222 of file monitor.hpp.

template<typename T>

double vsmc::Monitor< T >::record ( std::size_t id ) const

inline

Get the latest Monte Carlo integration record of a given variable.

For a dim dimension Monitor, id shall be 0 to dim - 1

Definition at line 146 of file monitor.hpp.

template<typename T>

double vsmc::Monitor< T >::record	(	std::size_t	id,
		std::size_t	iter
	)		const

inline

Get the Monte Carlo integration record of a given variable and the Monitor iteration.

For a dim dimension Monitor, id shall be 0 to dim - 1

Definition at line 160 of file monitor.hpp.

template<typename T>

const double* vsmc::Monitor< T >::record_data ( ) const

inline

Read only access to the raw data of records (a row major matrix)

Definition at line 180 of file monitor.hpp.

template<typename T>

const double* vsmc::Monitor< T >::record_data ( std::size_t iter ) const

inline

Read only access to the raw data of records for a given Monitor iteration.

Definition at line 184 of file monitor.hpp.

template<typename T>

bool vsmc::Monitor< T >::record_only ( ) const

inline

If this is a record only Monitor.

Definition at line 85 of file monitor.hpp.

template<typename T>

bool vsmc::Monitor< T >::recording ( ) const

inline

Whether the Monitor is actively recording results.

Definition at line 276 of file monitor.hpp.

template<typename T>

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

inline

Reserve space for a specified number of iterations.

Definition at line 94 of file monitor.hpp.

template<typename T>

void vsmc::Monitor< T >::set_eval ( const eval_type & new_eval )

inline

Set a new evaluation object of type eval_type.

Definition at line 238 of file monitor.hpp.

template<typename T>

MonitorStage vsmc::Monitor< T >::stage ( ) const

inline

The stage of the Montior.

Definition at line 88 of file monitor.hpp.

template<typename T>

void vsmc::Monitor< T >::turn_off ( )

inline

Turn off the recording.

Definition at line 282 of file monitor.hpp.

template<typename T>

void vsmc::Monitor< T >::turn_on ( )

inline

Turn on the recording.

Definition at line 279 of file monitor.hpp.

Public Types

Public Member Functions

Detailed Description

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

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

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