Description not yet available. More...
#include <admodel.h>
Public Member Functions | |
function_minimizer (long int sz=0L) | |
virtual | ~function_minimizer () |
Destructor. | |
virtual void | AD_uf_inner () |
virtual void | AD_uf_outer () |
void | adamoeba (const dmatrix &p, const dvector &y, int ndim, double ftol, int maxfn) |
Nelder-Mead simplex alogrithm. | |
dvariable | adromb (PMF, double a, double b, int ns=9) |
dvariable | adromb (PMF, const dvariable &a, double b, int ns=9) |
dvariable | adromb (PMF, const dvariable &a, const dvariable &b, int ns=9) |
dvariable | adromb (PMF, double a, const dvariable &b, int ns=9) |
dvariable | adrombo (PMF, double a, double b, int ns=9) |
dvariable | adrombo (PMF, const dvariable &a, double b, int ns=9) |
dvariable | adrombo (PMF, const dvariable &a, const dvariable &b, int ns=9) |
dvariable | adrombo (PMF, double a, const dvariable &b, int ns=9) |
virtual void | allocate () |
double | amxxx (const dmatrix &p, const dvector &y, const dvector &psum, int ndim, int ihi, double fac) |
Description not yet available. | |
void | begin_df1b2_funnel (void) |
void | begin_funnel_stuff (void) |
void | begin_gauss_hermite_stuff (void) |
virtual void | between_phases_calculations (void) |
void | computations (int argc, char *argv[]) |
void | computations (void) |
void | computations1 (int argc, char *argv[]) |
void | computations_np (int argc, char *argv[]) |
int | constrained_minimization2 (int _n, int _nh, int _ng, dvector &__x) |
void | constraint_report (void) |
virtual void | constraints_minimize (void) |
virtual void | deallocate () |
dmatrix | dep_hess_routine (const dvariable &dep) |
Description not yet available. | |
void | depvars_routine (void) |
Calculate the derivatives of dependent variables with respect to the independent variables. | |
dmatrix | diag_hess_routine (void) |
double | diag_projected_hess_determinant (const dvector &g, const int underflow_flag, dmatrix &dh) |
dvariable | do_gauss_hermite_integration (void) |
int | ef_ (double *f, double *x) |
void | end_df1b2_funnel (void) |
void | end_df1b2_funnel_stuff (void) |
void | end_gauss_hermite_stuff (void) |
void | end_get_importance_sampling_comnponent (void) |
virtual void | final_calcs (void) |
void | function_evaluation_block_pvm_slave (void) |
void | function_evaluation_block_pvm_slave_random_effects (int nvar, int _crit, independent_variables &x, const dvector &g, const double &f) |
void | function_evaluation_block_pvm_slave_random_effects (void) |
void | get_bigS (int ndvar, int nvar1, int nvar, dmatrix &S, dmatrix &BS, dvector &scale) |
Description not yet available. | |
void | get_function_difference (void) |
double | get_hybrid_monte_carlo_value (int nvar, const independent_variables &x, dvector &g) |
Description not yet available. | |
double | get_monte_carlo_value (int nvar, const independent_variables &x) |
double | get_monte_carlo_value (int nvar, const independent_variables &x, dvector &g) |
double | get_monte_carlo_value (int nvar, const dvector &x) |
void | get_particular_grad (int iprof, int nvar, const dvector &fg, const dvector &g) |
double | hess_determinant (int underflow_flag) |
void | hess_inv (void) |
Symmetrize and invert the hessian. | |
void | hess_routine (void) |
void | hess_routine_and_constraint (int iprof, const dvector &g, dvector &fg) |
void | hess_routine_master (void) |
void | hess_routine_noparallel (void) |
void | hess_routine_noparallel_random_effects (void) |
Description not yet available. | |
void | hess_routine_noparallel_randomeffects (void) |
void | hess_routine_random_effects (void) |
Description not yet available. | |
void | hess_routine_slave (void) |
void | hess_routine_slave_random_effects (void) |
Description not yet available. | |
void | hybrid_mcmc_routine (int, int, double, int) |
Description not yet available. | |
void | likeprof_routine (double global_min) |
void | limited_memory_quasi_newton (const independent_variables &, int) |
void | limited_memory_quasi_newton (const independent_variables &, int, int) |
void | limited_memory_quasi_newton (double &f, const independent_variables &, int, int, int, double) |
void | limited_memory_quasi_newton_block (int nvar, int _crit, independent_variables &x, const dvector &_g, const double &_f, int nsteps) |
Description not yet available. | |
void | mcmc_computations (void) |
void | mcmc_eval (void) |
Description not yet available. | |
void | mcmc_routine (int, int, double, int) |
Monte Carlo Markov Chain minimization routine Approximate the target distribution by performing a random walk across parameter space, integrating at each step. | |
dvariable | midpnt (PMF, double a, double b, int n) |
dvariable | midpnt (PMF, double a, const dvariable &b, int n) |
dvariable | midpnt (PMF, const dvariable &a, double b, int n) |
dvariable | midpnt (PMF, const dvariable &a, const dvariable &b, int n) |
virtual void | minimize (void) |
void | monte_carlo_routine (void) |
void | multint (int n, const dvar_vector &a, const dvar_vector &b, const dvar_vector &h, double al, int m, const dvariable &e, const dvariable &aint, const int &key, PMFVI f) |
void | multint4 (int n, const dvar_vector &a, const dvar_vector &b, const dvar_vector &h, double al, int m, const dvariable &e, const dvariable &aint1, const dvariable &aint2, dvariable &aint3, const dvariable &aint4, const int &key, PMFVIV4 f) |
virtual void * | mycast () |
void | neldmead (int n, dvector &_start, dvector &_xmin, double *ynewlo, double reqmin, double delta, int *icount, int *numres, int *ifault) |
Nelder-Mead simplex alogrithm. | |
void | normalize_posterior_distribution (double udet, const dvector &siglevel, const ofstream &ofs2, int num_pp, const dvector &all_values, const dmatrix &actual_value, double global_min, int offset, const dmatrix &lprof, const dmatrix &ldet, const dmatrix &xdist, const dmatrix &penalties) |
virtual void | other_calculations (void) |
void | other_separable_stuff_begin (void) |
void | other_separable_stuff_end (void) |
void | pre_user_function (void) |
Description not yet available. | |
void | pre_userfunction (void) |
void | prof_hess_routine (int ip, double new_value, double final_weight) |
void | prof_minimize (int iprof, double sigma, double new_value, const double &fprof, const int underflow_flag, double global_min, const double &penalties, const double &final_weight) |
void | prof_minimize_re (int iprof, double sigma, double new_value, const double &fprof, const int underflow_flag, double global_min, const double &penalties, const double &final_weight) |
double | projected_hess_determinant (const dvector &g, const int underflow_flag, const dvector &xscale, const double &ln_det_proj_jac) |
double | projected_hess_determinant (const dvector &g, const int underflow_flag) |
double | projected_hess_determinant (const dmatrix &hh, const dvector &g, const int underflow_flag) |
double | projected_hess_determinant (const dvector &fg, const dvector &g, const int underflow_flag, const dvector &curvscale, const dvector &xscale, double &ln_det_proj_jac, const double &tmp, const dmatrix &hesses) |
double | projected_jacobian (const dvector &g, const dvector &xscale) |
void | pvm_master_function_evaluation (double &f, independent_variables &x, const dvector &g, int nvar) |
void | pvm_master_function_evaluation_no_derivatives (double &f, independent_variables &x, int nvar) |
void | pvm_master_function_evaluation_profile (double &f, independent_variables &x, const dvector &g, int nvar, int iprof, double weight, double new_value) |
double | pvm_master_get_monte_carlo_value (int nvar, const dvector &x) |
void | pvm_master_mcmc_computations (void) |
void | pvm_master_mcmc_routine (int nmcmc, int iseed0, double dscale, int restart_flag) |
void | pvm_master_prof_minimize (int iprof, double sigma, double new_value, const double &_fprof, const int underflow_flag, double global_min, const double &_penalties, const double &_final_weight) |
void | pvm_slave_function_evaluation (void) |
void | pvm_slave_function_evaluation_no_derivatives (void) |
void | pvm_slave_function_evaluation_noder (void) |
void | pvm_slave_get_monte_carlo_value (int nvar) |
void | pvm_slave_likeprof_routine (void) |
void | pvm_slave_mcmc_computations (void) |
void | pvm_slave_mcmc_routine (void) |
void | pvm_slave_prof_minimize (int underflow_flag) |
void | quasi_newton_block (int nvar, int crit, independent_variables &x, const dvector &g, const double &f) |
Description not yet available. | |
void | quasi_newton_block_pvm_master (int nvar, int _crit, independent_variables &x, const dvector &g, const double &f) |
void | quasi_newton_block_pvm_master_random_effects (int nvar, int _crit, independent_variables &x, const dvector &g, const double &f) |
void | quasi_newton_minimizer1 (int nvar, double _crit, double &f, const independent_variables &x, const dvector &g) |
dvariable | random_effects_maximization (const dvar_vector &v) |
void | sd_routine (void) |
void | set_initial_simplex (const dmatrix &p, const dvector &y, int nvar, const dvector &x, double delta) |
void | set_multinomial_weights (dvector &d) |
virtual void | set_runtime (void) |
virtual void | set_runtime_crit (const char *) |
virtual void | set_runtime_maxfn (const char *) |
void | setup_quadprior_calcs (void) |
void | sgibbs_mcmc_routine (int, int, double, int) |
void | sob_routine (int nmcmc, double dscale, int restart_flag) |
void | sobol_importance_routine (int nmcmc, int iseed0, double dscale, int restart_flag) |
void | start_get_importance_sampling_comnponent (void) |
void | top_mcmc_routine (int, int, double, int) |
dvariable | trapzd (void *, double a, double b, int n) |
dvariable | trapzd (PMF, double a, double b, int n) |
dvariable | trapzd (PMF, double a, const dvariable &b, int n) |
dvariable | trapzd (PMF, const dvariable &a, double b, int n) |
dvariable | trapzd (PMF, const dvariable &a, const dvariable &b, int n) |
void | trust_region_update (int nvar, int _crit, independent_variables &x, const dvector &_g, const double &_f) |
Description not yet available. | |
double | unrestricted_hess_determinant (void) |
virtual dvar_matrix | user_d2frandeff (const dvar_vector &x) |
virtual dvar_vector | user_dfrandeff (const dvar_vector &x) |
virtual void | user_function () |
virtual dvariable | user_randeff (const dvar_vector &x) |
virtual void | userfunction (void)=0 |
Static Public Member Functions | |
static int | inner_opt (void) |
Public Attributes | |
double | crit |
double | dfn |
long | iexit |
long | ifn |
long | ihang |
long | ihflag |
int | imax |
int | iprint |
laplace_approximation_calculator * | lapprox |
int | maxfn |
int | maxfn_flag |
int | mcmc2_flag |
double | min_improve |
dvector * | multinomial_weights |
dmatrix * | negdirections |
int | quit_flag |
int | repeatminflag |
int | robust_hybrid_flag |
int | scroll_flag |
int | spminflag |
Static Public Attributes | |
static int | bad_step_flag = 0 |
static int | constraint_exit_number |
static int | first_hessian_flag = 0 |
static int | inner_opt_flag = 0 |
static int | likeprof_flag |
static int | negative_eigenvalue_flag = 0 |
static named_dvar_vector * | pg |
static named_dvar_vector * | ph |
static int | random_effects_flag = 0 |
static int | test_trust_flag = 0 |
Protected Member Functions | |
virtual void | report (const dvector &gradients) |
void | report_function_minimizer_stats (void) |
Protected Attributes | |
double | ffbest |
Static Protected Attributes | |
static dvector | convergence_criteria |
static int | have_constraints = 0 |
static dvector | maximum_function_evaluations |
static int | sd_flag |
static adstring | user_data_file |
static adstring | user_par_file |
Private Member Functions | |
dvariable | do_gauss_hermite_integration_multi (void) |
Private Attributes | |
adstring_array | param_labels |
ivector | param_size |
gradient_structure * | pgs |
Friends | |
class | equality_constraint_vector |
class | inequality_constraint_vector |
function_minimizer::function_minimizer | ( | long int | sz = 0L | ) |
Definition at line 517 of file xmodelm3.cpp.
function_minimizer::~function_minimizer | ( | ) | [virtual] |
Destructor.
Definition at line 582 of file xmodelm3.cpp.
void function_minimizer::AD_uf_inner | ( | ) | [virtual] |
Definition at line 40 of file xmodelm4.cpp.
Referenced by laplace_approximation_calculator::check_hessian_type(), laplace_approximation_calculator::default_calculations_check_derivatives(), laplace_approximation_calculator::do_one_feval(), evaluate_function(), evaluate_function_gradient(), evaluate_function_no_derivatives(), evaluate_function_quiet(), evaluate_function_with_quadprior(), laplace_approximation_calculator::get_fx_fu(), laplace_approximation_calculator::get_gradient_lme(), laplace_approximation_calculator::get_gradient_lme_hp(), laplace_approximation_calculator::get_uhat_lm_newton2(), laplace_approximation_calculator::get_uhat_quasi_newton(), and laplace_approximation_calculator::get_uhat_quasi_newton_block_diagonal().
void function_minimizer::AD_uf_outer | ( | ) | [virtual] |
Definition at line 39 of file xmodelm4.cpp.
Referenced by calculate_importance_sample(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), calculate_laplace_approximation(), do_gauss_hermite_block_diagonal(), and do_gauss_hermite_block_diagonal_multi().
void function_minimizer::adamoeba | ( | const dmatrix & | _p, |
const dvector & | _y, | ||
int | ndim, | ||
double | ftol, | ||
int | nfunk | ||
) |
Nelder-Mead simplex alogrithm.
_p | Matrix |
_y | Vector |
ndim | Integer |
ftol | Double |
nfunk | Integer |
The implementation of this algorithm was inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 10
Definition at line 44 of file amoeba.cpp.
Referenced by minimize().
dvariable function_minimizer::adromb | ( | PMF | , |
double | a, | ||
double | b, | ||
int | ns = 9 |
||
) |
dvariable function_minimizer::adromb | ( | PMF | , |
const dvariable & | a, | ||
double | b, | ||
int | ns = 9 |
||
) |
dvariable function_minimizer::adromb | ( | PMF | , |
const dvariable & | a, | ||
const dvariable & | b, | ||
int | ns = 9 |
||
) |
dvariable function_minimizer::adromb | ( | PMF | , |
double | a, | ||
const dvariable & | b, | ||
int | ns = 9 |
||
) |
dvariable function_minimizer::adrombo | ( | PMF | , |
double | a, | ||
double | b, | ||
int | ns = 9 |
||
) |
dvariable function_minimizer::adrombo | ( | PMF | , |
const dvariable & | a, | ||
double | b, | ||
int | ns = 9 |
||
) |
dvariable function_minimizer::adrombo | ( | PMF | , |
const dvariable & | a, | ||
const dvariable & | b, | ||
int | ns = 9 |
||
) |
dvariable function_minimizer::adrombo | ( | PMF | , |
double | a, | ||
const dvariable & | b, | ||
int | ns = 9 |
||
) |
virtual void function_minimizer::allocate | ( | void | ) | [inline, virtual] |
Definition at line 1846 of file admodel.h.
Referenced by limited_memory_quasi_newton_block(), prof_minimize_re(), quasi_newton_block(), and trust_region_update().
double function_minimizer::amxxx | ( | const dmatrix & | _p, |
const dvector & | _y, | ||
const dvector & | _psum, | ||
int | ndim, | ||
int | ihi, | ||
double | fac | ||
) |
Description not yet available.
Definition at line 113 of file amoeba.cpp.
Referenced by adamoeba().
void function_minimizer::begin_df1b2_funnel | ( | void | ) | [inline] |
void function_minimizer::begin_funnel_stuff | ( | void | ) |
Definition at line 754 of file xmodelm3.cpp.
void function_minimizer::begin_gauss_hermite_stuff | ( | void | ) |
Definition at line 712 of file xmodelm3.cpp.
Referenced by begin_funnel_stuff().
virtual void function_minimizer::between_phases_calculations | ( | void | ) | [inline, virtual] |
Definition at line 1880 of file admodel.h.
Referenced by minimize().
void function_minimizer::computations | ( | int | argc, |
char * | argv[] | ||
) |
Definition at line 33 of file modspmin.cpp.
void function_minimizer::computations | ( | void | ) |
Definition at line 321 of file modspmin.cpp.
void function_minimizer::computations1 | ( | int | argc, |
char * | argv[] | ||
) |
Definition at line 63 of file modspmin.cpp.
Referenced by computations().
void function_minimizer::computations_np | ( | int | argc, |
char * | argv[] | ||
) |
int function_minimizer::constrained_minimization2 | ( | int | _n, |
int | _nh, | ||
int | _ng, | ||
dvector & | __x | ||
) |
void function_minimizer::constraint_report | ( | void | ) |
virtual void function_minimizer::constraints_minimize | ( | void | ) | [virtual] |
Referenced by computations1().
virtual void function_minimizer::deallocate | ( | void | ) | [inline, virtual] |
Definition at line 1847 of file admodel.h.
Referenced by quasi_newton_block().
dmatrix function_minimizer::dep_hess_routine | ( | const dvariable & | dep | ) |
void function_minimizer::depvars_routine | ( | void | ) |
Calculate the derivatives of dependent variables with respect to the independent variables.
Definition at line 418 of file mod_hess.cpp.
Referenced by computations1().
double function_minimizer::diag_projected_hess_determinant | ( | const dvector & | g, |
const int | underflow_flag, | ||
dmatrix & | dh | ||
) |
Definition at line 12 of file xmodelm5.cpp.
Referenced by do_gauss_hermite_block_diagonal(), and do_gauss_hermite_block_diagonal_multi().
dvariable function_minimizer::do_gauss_hermite_integration_multi | ( | void | ) | [private] |
Definition at line 31 of file xmodelm5.cpp.
Referenced by do_gauss_hermite_integration().
int function_minimizer::ef_ | ( | double * | f, |
double * | x | ||
) |
void function_minimizer::end_df1b2_funnel | ( | void | ) | [inline] |
void function_minimizer::end_df1b2_funnel_stuff | ( | void | ) |
Definition at line 781 of file xmodelm3.cpp.
void function_minimizer::end_gauss_hermite_stuff | ( | void | ) |
Definition at line 814 of file xmodelm3.cpp.
Referenced by end_df1b2_funnel_stuff().
Definition at line 736 of file xmodelm3.cpp.
Referenced by end_df1b2_funnel_stuff().
virtual void function_minimizer::final_calcs | ( | void | ) | [inline, virtual] |
Definition at line 1877 of file admodel.h.
Referenced by computations().
void function_minimizer::function_evaluation_block_pvm_slave | ( | void | ) |
Referenced by minimize().
void function_minimizer::function_evaluation_block_pvm_slave_random_effects | ( | int | nvar, |
int | _crit, | ||
independent_variables & | x, | ||
const dvector & | g, | ||
const double & | f | ||
) |
Referenced by minimize().
void function_minimizer::get_bigS | ( | int | ndvar, |
int | nvar1, | ||
int | nvar, | ||
dmatrix & | S, | ||
dmatrix & | BS, | ||
dvector & | scale | ||
) |
Description not yet available.
Definition at line 18 of file getbigs.cpp.
Referenced by sd_routine().
void function_minimizer::get_function_difference | ( | void | ) |
Definition at line 774 of file xmodelm3.cpp.
Referenced by end_df1b2_funnel_stuff().
double function_minimizer::get_hybrid_monte_carlo_value | ( | int | nvar, |
const independent_variables & | x, | ||
dvector & | g | ||
) |
Description not yet available.
Definition at line 697 of file hybmcmc.cpp.
Referenced by hybrid_mcmc_routine().
double function_minimizer::get_monte_carlo_value | ( | int | nvar, |
const independent_variables & | x | ||
) |
Definition at line 13 of file mod_mc2.cpp.
Referenced by mcmc_eval(), mcmc_routine(), and monte_carlo_routine().
double function_minimizer::get_monte_carlo_value | ( | int | nvar, |
const independent_variables & | x, | ||
dvector & | g | ||
) |
Definition at line 77 of file mod_mc2.cpp.
double function_minimizer::get_monte_carlo_value | ( | int | nvar, |
const dvector & | x | ||
) |
Definition at line 11 of file mod_mc4.cpp.
void function_minimizer::get_particular_grad | ( | int | iprof, |
int | nvar, | ||
const dvector & | fg, | ||
const dvector & | g | ||
) |
Definition at line 174 of file newmodm2.cpp.
Referenced by likeprof_routine().
double function_minimizer::hess_determinant | ( | int | underflow_flag | ) |
Definition at line 10 of file modhdet.cpp.
void function_minimizer::hess_inv | ( | void | ) |
Symmetrize and invert the hessian.
Definition at line 471 of file mod_hess.cpp.
Referenced by computations1().
void function_minimizer::hess_routine | ( | void | ) |
Definition at line 18 of file mod_hess.cpp.
Referenced by computations1().
void function_minimizer::hess_routine_and_constraint | ( | int | iprof, |
const dvector & | g, | ||
dvector & | fg | ||
) |
Definition at line 154 of file mod_hess.cpp.
void function_minimizer::hess_routine_master | ( | void | ) |
Referenced by hess_routine().
void function_minimizer::hess_routine_noparallel | ( | void | ) |
Definition at line 55 of file mod_hess.cpp.
Referenced by hess_routine().
Description not yet available.
Definition at line 125 of file mod_rhes.cpp.
Referenced by hess_routine_random_effects().
void function_minimizer::hess_routine_random_effects | ( | void | ) |
Description not yet available.
Definition at line 95 of file mod_rhes.cpp.
Referenced by hess_routine().
void function_minimizer::hess_routine_slave | ( | void | ) |
Referenced by hess_routine().
void function_minimizer::hess_routine_slave_random_effects | ( | void | ) |
Description not yet available.
Definition at line 482 of file mod_rhes.cpp.
Referenced by hess_routine_random_effects().
void function_minimizer::hybrid_mcmc_routine | ( | int | nmcmc, |
int | iseed0, | ||
double | dscale, | ||
int | restart_flag | ||
) |
Description not yet available.
Definition at line 86 of file hybmcmc.cpp.
Referenced by mcmc_computations().
int function_minimizer::inner_opt | ( | void | ) | [static] |
Definition at line 38 of file xmodelm3.cpp.
Referenced by end_df1b2_funnel_stuff(), and pre_userfunction().
void function_minimizer::likeprof_routine | ( | double | global_min | ) |
Definition at line 69 of file mod_pmin.cpp.
Referenced by computations1().
void function_minimizer::limited_memory_quasi_newton | ( | const independent_variables & | _x, |
int | m | ||
) |
Definition at line 31 of file lmnewton.cpp.
Referenced by laplace_approximation_calculator::get_uhat_lm_newton(), and minimize().
void function_minimizer::limited_memory_quasi_newton | ( | const independent_variables & | , |
int | , | ||
int | |||
) |
void function_minimizer::limited_memory_quasi_newton | ( | double & | f, |
const independent_variables & | _x, | ||
int | m, | ||
int | noprintx, | ||
int | maxfn, | ||
double | crit | ||
) |
Definition at line 231 of file lmnewton.cpp.
void function_minimizer::limited_memory_quasi_newton_block | ( | int | nvar, |
int | _crit, | ||
independent_variables & | x, | ||
const dvector & | _g, | ||
const double & | _f, | ||
int | nsteps | ||
) |
Description not yet available.
Definition at line 23 of file df1b2lmn2.cpp.
Referenced by minimize().
void function_minimizer::mcmc_computations | ( | void | ) |
Definition at line 391 of file modspmin.cpp.
Referenced by computations1().
void function_minimizer::mcmc_eval | ( | void | ) |
Description not yet available.
Definition at line 17 of file mceval.cpp.
Referenced by computations().
void function_minimizer::mcmc_routine | ( | int | nmcmc, |
int | iseed0, | ||
double | dscale, | ||
int | restart_flag | ||
) |
Monte Carlo Markov Chain minimization routine Approximate the target distribution by performing a random walk across parameter space, integrating at each step.
This routine also parses the command line arguments and performs actions for the following ones: -mcdiag Use diagonal covariance matrix with covariance = dscale. -mcrb N Modify covariance matrix to reduce high correlations. 1<=N<=9 where 1=10% and 9=90%. -mcec Read in empirical covariance matrix. This is a file with the program name prepended to extension '.ecm'. -mcpin NAME Read in starting values for MCMC from file NAME. NAME must be a valid ADMB '.par' file. -mcscale Dynamically scales covariance matrix until a reasonable acceptance rate is observed. -nosdmcmc Turn off calculation os sdreport variables during mcsave phase (saves a lot of CPU time). -mcu Use uniform multivariate distributions as bounds, if this is not specified then random normal multivariate distributions will be used. -mcnoscale Don't rescale step size based on acceptance rate. -mcr Continue MCMC from a previous -mcmc call. Uses '.mcm' file to accomplish this. -mcsave N Save parameter values from every Nth simulation instead of every single one. -mcprobe N Use probing strategy, 0.00001<N<=0.499. See the function new_probing_bounded_multivariate_normal() in prmonte.cpp for more detail. -mcgrope Deprecated, equivalent to -mcprobe
int | nmcmc The number of MCMC simulations to run. |
int | iseed0 Initial seed value for simulations. |
double | dscale Scale value used only if -mcdiag is specified. |
int | restart_flag Restart the MCMC, even if -mcr is specified. |
Definition at line 125 of file xxmcmc.cpp.
Referenced by mcmc_computations().
dvariable function_minimizer::midpnt | ( | PMF | , |
double | a, | ||
double | b, | ||
int | n | ||
) |
dvariable function_minimizer::midpnt | ( | PMF | , |
double | a, | ||
const dvariable & | b, | ||
int | n | ||
) |
dvariable function_minimizer::midpnt | ( | PMF | , |
const dvariable & | a, | ||
double | b, | ||
int | n | ||
) |
dvariable function_minimizer::midpnt | ( | PMF | , |
const dvariable & | a, | ||
const dvariable & | b, | ||
int | n | ||
) |
void function_minimizer::minimize | ( | void | ) | [virtual] |
Definition at line 48 of file xmodelm3.cpp.
Referenced by computations(), and computations1().
void function_minimizer::monte_carlo_routine | ( | void | ) |
Definition at line 34 of file mod_mc.cpp.
void function_minimizer::multint | ( | int | n, |
const dvar_vector & | a, | ||
const dvar_vector & | b, | ||
const dvar_vector & | h, | ||
double | al, | ||
int | m, | ||
const dvariable & | e, | ||
const dvariable & | aint, | ||
const int & | key, | ||
PMFVI | f | ||
) |
void function_minimizer::multint4 | ( | int | n, |
const dvar_vector & | a, | ||
const dvar_vector & | b, | ||
const dvar_vector & | h, | ||
double | al, | ||
int | m, | ||
const dvariable & | e, | ||
const dvariable & | aint1, | ||
const dvariable & | aint2, | ||
dvariable & | aint3, | ||
const dvariable & | aint4, | ||
const int & | key, | ||
PMFVIV4 | f | ||
) |
virtual void* function_minimizer::mycast | ( | ) | [inline, virtual] |
void function_minimizer::neldmead | ( | int | n, |
dvector & | _start, | ||
dvector & | _xmin, | ||
double * | ynewlo, | ||
double | reqmin, | ||
double | delta, | ||
int * | icount, | ||
int * | numres, | ||
int * | ifault | ||
) |
Nelder-Mead simplex alogrithm.
n | Integer |
_start | Vector |
_xmin | Vector |
ynewlo | Double |
reqmin | Double |
delta | Double |
icount | Integer pointer |
numres | Integer pointer |
ifault | Integer pointer |
Definition at line 156 of file amoeba.cpp.
Referenced by minimize().
void function_minimizer::normalize_posterior_distribution | ( | double | udet, |
const dvector & | siglevel, | ||
const ofstream & | ofs2, | ||
int | num_pp, | ||
const dvector & | all_values, | ||
const dmatrix & | actual_value, | ||
double | global_min, | ||
int | offset, | ||
const dmatrix & | lprof, | ||
const dmatrix & | ldet, | ||
const dmatrix & | xdist, | ||
const dmatrix & | penalties | ||
) |
Definition at line 63 of file newmodmn.cpp.
Referenced by likeprof_routine().
virtual void function_minimizer::other_calculations | ( | void | ) | [inline, virtual] |
Definition at line 1876 of file admodel.h.
Referenced by computations().
void function_minimizer::other_separable_stuff_begin | ( | void | ) |
Definition at line 683 of file xmodelm3.cpp.
void function_minimizer::other_separable_stuff_end | ( | void | ) |
Definition at line 699 of file xmodelm3.cpp.
void function_minimizer::pre_user_function | ( | void | ) |
Description not yet available.
Definition at line 370 of file df1b2lp8.cpp.
Referenced by laplace_approximation_calculator::block_diagonal_calculations(), laplace_approximation_calculator::check_hessian_type(), laplace_approximation_calculator::check_hessian_type2(), and laplace_approximation_calculator::get_newton_raphson_info_block_diagonal().
void function_minimizer::pre_userfunction | ( | void | ) |
Definition at line 567 of file model7.cpp.
Referenced by depvars_routine(), hess_routine_and_constraint(), hess_routine_noparallel(), limited_memory_quasi_newton_block(), and quasi_newton_block().
void function_minimizer::prof_hess_routine | ( | int | ip, |
double | new_value, | ||
double | final_weight | ||
) |
void function_minimizer::prof_minimize | ( | int | iprof, |
double | sigma, | ||
double | new_value, | ||
const double & | fprof, | ||
const int | underflow_flag, | ||
double | global_min, | ||
const double & | penalties, | ||
const double & | final_weight | ||
) |
Definition at line 217 of file newmodm2.cpp.
Referenced by likeprof_routine().
void function_minimizer::prof_minimize_re | ( | int | iprof, |
double | sigma, | ||
double | new_value, | ||
const double & | fprof, | ||
const int | underflow_flag, | ||
double | global_min, | ||
const double & | penalties, | ||
const double & | final_weight | ||
) |
Definition at line 16 of file newmodm5.cpp.
Referenced by likeprof_routine().
double function_minimizer::projected_hess_determinant | ( | const dvector & | g, |
const int | underflow_flag, | ||
const dvector & | xscale, | ||
const double & | ln_det_proj_jac | ||
) |
Definition at line 9 of file nnewmod2.cpp.
double function_minimizer::projected_hess_determinant | ( | const dvector & | g, |
const int | underflow_flag | ||
) |
Definition at line 16 of file newmodm2.cpp.
double function_minimizer::projected_hess_determinant | ( | const dmatrix & | hh, |
const dvector & | g, | ||
const int | underflow_flag | ||
) |
double function_minimizer::projected_hess_determinant | ( | const dvector & | fg, |
const dvector & | g, | ||
const int | underflow_flag, | ||
const dvector & | curvscale, | ||
const dvector & | xscale, | ||
double & | ln_det_proj_jac, | ||
const double & | tmp, | ||
const dmatrix & | hesses | ||
) |
double function_minimizer::projected_jacobian | ( | const dvector & | g, |
const dvector & | xscale | ||
) |
void function_minimizer::pvm_master_function_evaluation | ( | double & | f, |
independent_variables & | x, | ||
const dvector & | g, | ||
int | nvar | ||
) |
void function_minimizer::pvm_master_function_evaluation_no_derivatives | ( | double & | f, |
independent_variables & | x, | ||
int | nvar | ||
) |
Referenced by minimize().
void function_minimizer::pvm_master_function_evaluation_profile | ( | double & | f, |
independent_variables & | x, | ||
const dvector & | g, | ||
int | nvar, | ||
int | iprof, | ||
double | weight, | ||
double | new_value | ||
) |
double function_minimizer::pvm_master_get_monte_carlo_value | ( | int | nvar, |
const dvector & | x | ||
) |
Definition at line 38 of file mod_mc2.cpp.
Referenced by monte_carlo_routine().
void function_minimizer::pvm_master_mcmc_computations | ( | void | ) |
Definition at line 488 of file modspmin.cpp.
Referenced by computations1().
void function_minimizer::pvm_master_mcmc_routine | ( | int | nmcmc, |
int | iseed0, | ||
double | dscale, | ||
int | restart_flag | ||
) |
Referenced by pvm_master_mcmc_computations().
void function_minimizer::pvm_master_prof_minimize | ( | int | iprof, |
double | sigma, | ||
double | new_value, | ||
const double & | _fprof, | ||
const int | underflow_flag, | ||
double | global_min, | ||
const double & | _penalties, | ||
const double & | _final_weight | ||
) |
Referenced by likeprof_routine().
void function_minimizer::pvm_slave_function_evaluation | ( | void | ) |
Referenced by minimize().
void function_minimizer::pvm_slave_function_evaluation_noder | ( | void | ) |
void function_minimizer::pvm_slave_get_monte_carlo_value | ( | int | nvar | ) |
Definition at line 61 of file mod_mc2.cpp.
Referenced by monte_carlo_routine().
void function_minimizer::pvm_slave_likeprof_routine | ( | void | ) |
Definition at line 52 of file mod_pmin.cpp.
Referenced by computations1().
void function_minimizer::pvm_slave_mcmc_computations | ( | void | ) |
Definition at line 551 of file modspmin.cpp.
void function_minimizer::pvm_slave_mcmc_routine | ( | void | ) |
Referenced by computations1(), and pvm_slave_mcmc_computations().
void function_minimizer::pvm_slave_prof_minimize | ( | int | underflow_flag | ) |
Referenced by pvm_slave_likeprof_routine().
void function_minimizer::quasi_newton_block | ( | int | nvar, |
int | _crit, | ||
independent_variables & | x, | ||
const dvector & | _g, | ||
const double & | _f | ||
) |
Description not yet available.
Definition at line 23 of file df1b2qnm.cpp.
Referenced by minimize().
void function_minimizer::quasi_newton_block_pvm_master | ( | int | nvar, |
int | _crit, | ||
independent_variables & | x, | ||
const dvector & | g, | ||
const double & | f | ||
) |
Referenced by minimize().
void function_minimizer::quasi_newton_block_pvm_master_random_effects | ( | int | nvar, |
int | _crit, | ||
independent_variables & | x, | ||
const dvector & | g, | ||
const double & | f | ||
) |
Referenced by minimize().
void function_minimizer::quasi_newton_minimizer1 | ( | int | nvar, |
double | _crit, | ||
double & | f, | ||
const independent_variables & | x, | ||
const dvector & | g | ||
) |
Definition at line 33 of file randeff.cpp.
virtual void function_minimizer::report | ( | const dvector & | gradients | ) | [inline, protected, virtual] |
Definition at line 1858 of file admodel.h.
Referenced by minimize().
void function_minimizer::report_function_minimizer_stats | ( | void | ) | [inline, protected] |
Definition at line 1857 of file admodel.h.
Referenced by minimize().
void function_minimizer::sd_routine | ( | void | ) |
Definition at line 39 of file mod_sd.cpp.
Referenced by computations1().
void function_minimizer::set_initial_simplex | ( | const dmatrix & | p, |
const dvector & | y, | ||
int | nvar, | ||
const dvector & | x, | ||
double | delta | ||
) |
Definition at line 603 of file xmodelm3.cpp.
Referenced by minimize().
void function_minimizer::set_multinomial_weights | ( | dvector & | d | ) |
Definition at line 512 of file xmodelm3.cpp.
void function_minimizer::set_runtime | ( | void | ) | [virtual] |
Definition at line 370 of file modspmin.cpp.
Referenced by computations1().
void function_minimizer::set_runtime_crit | ( | const char * | s | ) | [virtual] |
Definition at line 382 of file modspmin.cpp.
Referenced by computations1().
void function_minimizer::set_runtime_maxfn | ( | const char * | s | ) | [virtual] |
Definition at line 372 of file modspmin.cpp.
Referenced by computations1().
void function_minimizer::setup_quadprior_calcs | ( | void | ) | [inline] |
void function_minimizer::sgibbs_mcmc_routine | ( | int | , |
int | , | ||
double | , | ||
int | |||
) |
void function_minimizer::sob_routine | ( | int | nmcmc, |
double | dscale, | ||
int | restart_flag | ||
) |
void function_minimizer::sobol_importance_routine | ( | int | nmcmc, |
int | iseed0, | ||
double | dscale, | ||
int | restart_flag | ||
) |
Definition at line 728 of file xmodelm3.cpp.
Referenced by begin_funnel_stuff().
void function_minimizer::top_mcmc_routine | ( | int | , |
int | , | ||
double | , | ||
int | |||
) |
dvariable function_minimizer::trapzd | ( | void * | , |
double | a, | ||
double | b, | ||
int | n | ||
) |
dvariable function_minimizer::trapzd | ( | PMF | , |
double | a, | ||
double | b, | ||
int | n | ||
) |
dvariable function_minimizer::trapzd | ( | PMF | , |
double | a, | ||
const dvariable & | b, | ||
int | n | ||
) |
dvariable function_minimizer::trapzd | ( | PMF | , |
const dvariable & | a, | ||
double | b, | ||
int | n | ||
) |
dvariable function_minimizer::trapzd | ( | PMF | , |
const dvariable & | a, | ||
const dvariable & | b, | ||
int | n | ||
) |
void function_minimizer::trust_region_update | ( | int | nvar, |
int | _crit, | ||
independent_variables & | x, | ||
const dvector & | _g, | ||
const double & | _f | ||
) |
Description not yet available.
Definition at line 20 of file f1b2trst.cpp.
Referenced by minimize().
double function_minimizer::unrestricted_hess_determinant | ( | void | ) |
Definition at line 9 of file newmodm4.cpp.
Referenced by likeprof_routine().
dvar_matrix function_minimizer::user_d2frandeff | ( | const dvar_vector & | x | ) | [virtual] |
Definition at line 26 of file model37.cpp.
Referenced by random_effects_maximization().
dvar_vector function_minimizer::user_dfrandeff | ( | const dvar_vector & | x | ) | [virtual] |
Definition at line 18 of file model37.cpp.
Referenced by random_effects_maximization().
void function_minimizer::user_function | ( | ) | [virtual] |
Definition at line 43 of file xmodelm4.cpp.
Referenced by laplace_approximation_calculator::banded_calculations(), laplace_approximation_calculator::block_diagonal_calculations(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), laplace_approximation_calculator::get_complete_hessian(), get_newton_raphson_info(), laplace_approximation_calculator::get_newton_raphson_info(), laplace_approximation_calculator::get_newton_raphson_info_banded(), get_second_ders(), and pre_user_function().
dvariable function_minimizer::user_randeff | ( | const dvar_vector & | x | ) | [virtual] |
Definition at line 9 of file model37.cpp.
Referenced by random_effects_maximization().
virtual void function_minimizer::userfunction | ( | void | ) | [pure virtual] |
Referenced by adamoeba(), amxxx(), dep_hess_routine(), do_evaluation(), get_hybrid_monte_carlo_value(), get_monte_carlo_value(), get_particular_grad(), limited_memory_quasi_newton(), minimize(), neldmead(), pre_userfunction(), prof_minimize(), prof_minimize_re(), pvm_master_get_monte_carlo_value(), pvm_slave_get_monte_carlo_value(), and set_initial_simplex().
friend class equality_constraint_vector [friend] |
friend class inequality_constraint_vector [friend] |
int function_minimizer::bad_step_flag = 0 [static] |
Definition at line 1797 of file admodel.h.
Referenced by laplace_approximation_calculator::banded_calculations(), laplace_approximation_calculator::do_newton_raphson_banded(), and quasi_newton_block().
int function_minimizer::constraint_exit_number [static] |
dvector function_minimizer::convergence_criteria [static, protected] |
Definition at line 1858 of file admodel.h.
Referenced by limited_memory_quasi_newton(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), quasi_newton_block(), random_effects_maximization(), and set_runtime_crit().
double function_minimizer::crit |
Definition at line 1834 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), quasi_newton_block(), and random_effects_maximization().
double function_minimizer::dfn |
Definition at line 1836 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
double function_minimizer::ffbest [protected] |
Definition at line 1851 of file admodel.h.
Referenced by computations1(), limited_memory_quasi_newton_block(), and quasi_newton_block().
int function_minimizer::first_hessian_flag = 0 [static] |
Definition at line 1799 of file admodel.h.
Referenced by laplace_approximation_calculator::block_diagonal_calculations(), laplace_approximation_calculator::default_calculations(), laplace_approximation_calculator::default_calculations_check_derivatives(), and hess_routine_noparallel_random_effects().
int function_minimizer::have_constraints = 0 [static, protected] |
Definition at line 1864 of file admodel.h.
Referenced by computations1().
Definition at line 1837 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
Definition at line 1831 of file admodel.h.
Referenced by limited_memory_quasi_newton(), limited_memory_quasi_newton_block(), quasi_newton_block(), and random_effects_maximization().
Definition at line 1839 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
Definition at line 1838 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
Definition at line 1835 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
int function_minimizer::inner_opt_flag = 0 [static] |
Definition at line 1804 of file admodel.h.
Referenced by laplace_approximation_calculator::get_fx_fu(), laplace_approximation_calculator::get_uhat_lm_newton2(), laplace_approximation_calculator::get_uhat_quasi_newton(), and inner_opt().
Definition at line 1833 of file admodel.h.
Referenced by function_minimizer(), laplace_approximation_calculator::get_uhat_lm_newton(), likeprof_routine(), limited_memory_quasi_newton(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), quasi_newton_block(), and random_effects_maximization().
Definition at line 1806 of file admodel.h.
Referenced by laplace_approximation_calculator::banded_calculations_trust_region_approach(), begin_funnel_stuff(), begin_gauss_hermite_stuff(), laplace_approximation_calculator::block_diagonal_calculations(), calculate_importance_sample(), calculate_importance_sample_block_diagonal(), calculate_importance_sample_block_diagonal_funnel(), calculate_importance_sample_block_diagonal_option2(), calculate_importance_sample_block_diagonal_option_antithetical(), calculate_importance_sample_funnel(), calculate_importance_sample_shess(), calculate_laplace_approximation(), laplace_approximation_calculator::check_hessian_type(), laplace_approximation_calculator::check_hessian_type2(), computations1(), depvars_routine(), do_gauss_hermite_block_diagonal(), do_gauss_hermite_block_diagonal_multi(), do_gauss_hermite_integration(), do_gauss_hermite_integration_multi(), end_df1b2_funnel_stuff(), end_gauss_hermite_stuff(), end_get_importance_sampling_comnponent(), evaluate_function_with_quadprior(), function_minimizer(), get_bigS(), get_function_difference(), get_hybrid_monte_carlo_value(), get_monte_carlo_value(), get_particular_grad(), hess_routine(), hess_routine_noparallel_random_effects(), hess_routine_slave_random_effects(), limited_memory_quasi_newton_block(), minimize(), other_separable_stuff_begin(), pre_user_function(), pre_userfunction(), prof_minimize_re(), quasi_newton_block(), start_get_importance_sampling_comnponent(), trust_region_update(), and ~function_minimizer().
int function_minimizer::likeprof_flag [static] |
Definition at line 1832 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton(), limited_memory_quasi_newton_block(), minimize(), prof_minimize(), prof_minimize_re(), quasi_newton_block(), and random_effects_maximization().
Definition at line 1841 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
dvector function_minimizer::maximum_function_evaluations [static, protected] |
Definition at line 1860 of file admodel.h.
Referenced by limited_memory_quasi_newton(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), quasi_newton_block(), random_effects_maximization(), and set_runtime_maxfn().
Definition at line 1829 of file admodel.h.
Referenced by computations1(), get_hybrid_monte_carlo_value(), get_monte_carlo_value(), hybrid_mcmc_routine(), and mcmc_routine().
Definition at line 1843 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
Definition at line 1807 of file admodel.h.
Referenced by function_minimizer(), set_multinomial_weights(), and ~function_minimizer().
int function_minimizer::negative_eigenvalue_flag = 0 [static] |
Definition at line 1803 of file admodel.h.
Referenced by hess_inv(), and minimize().
Definition at line 1802 of file admodel.h.
Referenced by function_minimizer(), hess_inv(), limited_memory_quasi_newton_block(), prof_minimize_re(), quasi_newton_block(), and ~function_minimizer().
Definition at line 1854 of file admodel.h.
Referenced by sd_routine().
ivector function_minimizer::param_size [private] |
Definition at line 1855 of file admodel.h.
Referenced by sd_routine().
named_dvar_vector* function_minimizer::pg [static] |
gradient_structure* function_minimizer::pgs [private] |
Definition at line 1853 of file admodel.h.
Referenced by function_minimizer(), and ~function_minimizer().
named_dvar_vector* function_minimizer::ph [static] |
Definition at line 1842 of file admodel.h.
Referenced by computations1(), function_minimizer(), limited_memory_quasi_newton_block(), minimize(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
int function_minimizer::random_effects_flag = 0 [static] |
Definition at line 1801 of file admodel.h.
Referenced by hess_routine(), likeprof_routine(), limited_memory_quasi_newton_block(), mcmc_routine(), minimize(), quasi_newton_block(), and trust_region_update().
Definition at line 1828 of file admodel.h.
Referenced by computations1(), function_minimizer(), and minimize().
Definition at line 1830 of file admodel.h.
Referenced by hybrid_mcmc_routine().
Definition at line 1840 of file admodel.h.
Referenced by function_minimizer(), limited_memory_quasi_newton_block(), prof_minimize(), prof_minimize_re(), and quasi_newton_block().
int function_minimizer::sd_flag [static, protected] |
Definition at line 1827 of file admodel.h.
Referenced by computations1(), function_minimizer(), hess_inv(), and minimize().
int function_minimizer::test_trust_flag = 0 [static] |
Definition at line 1800 of file admodel.h.
Referenced by computations1(), and laplace_approximation_calculator::operator()().
adstring function_minimizer::user_data_file [static, protected] |
adstring function_minimizer::user_par_file [static, protected] |
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