xmonte2.cpp File Reference

(* $Id$)

#include <admodel.h>

Go to the source code of this file.

Functions
void	bounded_multivariate_normal_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, const dvector &y, const random_number_generator &rng)
void	bounded_multivariate_uniform_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, const dvector &y, const random_number_generator &rng)
double	cumd_norm (const double &x)
	Culative normal distribution; constant objects.
double	inv_cumd_norm (const double &x)
	Description not yet available.
double	myran1 (long int &)
void	probing_bounded_multivariate_normal_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, const dvector &y, double pprobe, const random_number_generator &rng)

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Function Documentation

void bounded_multivariate_normal_mcmc	(	int	nvar,
		const dvector &	a1,
		const dvector &	b1,
		dmatrix &	ch,
		const double &	_wght,
		const dvector &	y,
		const random_number_generator &	rng
	)

Definition at line 14 of file xmonte2.cpp.

Referenced by function_minimizer::mcmc_routine().

void bounded_multivariate_uniform_mcmc	(	int	nvar,
		const dvector &	a1,
		const dvector &	b1,
		dmatrix &	ch,
		const double &	_wght,
		const dvector &	y,
		const random_number_generator &	rng
	)

Definition at line 130 of file xmonte2.cpp.

Referenced by function_minimizer::mcmc_routine().

double inv_cumd_norm

(

const double &

x

)

Description not yet available.

$Id$

Parameters:

Definition at line 78 of file cumdist.cpp.

Referenced by bounded_multivariate_normal(), bounded_robust_multivariate_normal(), cumd_normal_logistic_mixture_initx(), cumd_normal_mixture_initx(), get_bounded_normal(), ghk(), ghk_choleski(), ghk_choleski_m(), ghk_m(), inv_cumd_norm(), multivariate_mixture(), new_probing_bounded_multivariate_normal(), new_probing_bounded_multivariate_normal_mcmc(), and probing_bounded_multivariate_normal().

double myran1

(

long int &

)

void probing_bounded_multivariate_normal_mcmc	(	int	nvar,
		const dvector &	a1,
		const dvector &	b1,
		dmatrix &	ch,
		const double &	_wght,
		const dvector &	y,
		double	pprobe,
		const random_number_generator &	rng
	)

Definition at line 79 of file xmonte2.cpp.