random_walk.hpp File Reference

#include <vsmc/rng/internal/common.hpp>
#include <vsmc/rng/normal_distribution.hpp>
#include <vsmc/rng/normal_mv_distribution.hpp>
#include <vsmc/rng/u01_distribution.hpp>

Go to the source code of this file.

Classes
class	vsmc::NormalMVProposal< RealType, Dim >
	Multivariate Normal random walk proposal. More...
class	vsmc::NormalProposal< RealType >
	Normal random walk proposal. More...
class	vsmc::RandomWalk< RealType, Dim >
	Random walk MCMC update. More...
class	vsmc::RandomWalkG< RealType, DimX, DimG >
	Random walk MCMC update with test function. More...

Namespaces
	vsmc
	vsmc::internal

Macros
#define	VSMC_RUNTIME_ASSERT_RNG_RANDOM_WALK_PROPOSAL_PARAM(flag, Name)

Functions
template<typename RealType >
bool	vsmc::internal::normal_mv_proposal_check_param (std::size_t dim, const RealType *a, const RealType *b)
template<typename RealType >
bool	vsmc::internal::normal_proposal_check_param (RealType a, RealType b)
template<typename RealType >
RealType	vsmc::internal::normal_proposal_q (RealType x, RealType &y, RealType z)
template<typename RealType >
RealType	vsmc::internal::normal_proposal_qa (RealType x, RealType &y, RealType z, RealType a)
template<typename RealType >
RealType	vsmc::internal::normal_proposal_qab (RealType x, RealType &y, RealType z, RealType a, RealType b)
template<typename RealType >
RealType	vsmc::internal::normal_proposal_qb (RealType x, RealType &y, RealType z, RealType b)

Macro Definition Documentation

#define VSMC_RUNTIME_ASSERT_RNG_RANDOM_WALK_PROPOSAL_PARAM	(		flag,
			Name
	)

Value:

VSMC_RUNTIME_ASSERT(                                                      \
        (flag), "**" #Name "Proposal** CONSTRUCTED WITH INVALID PARAMETERS")

Definition at line 40 of file random_walk.hpp.