A stream-based writer for integer, scalar, vector, matrix and array data types, which transforms from constrained to a sequence of constrained variables. More...

#include <writer.hpp>

Public Types
typedef Eigen::Matrix< T, Eigen::Dynamic, Eigen::Dynamic >	matrix_t

typedef Eigen::Matrix< T, Eigen::Dynamic, 1 >	vector_t

typedef Eigen::Matrix< T, 1, Eigen::Dynamic >	row_vector_t

typedef Eigen::Array< T, Eigen::Dynamic, 1 >	array_vec_t

Public Member Functions
	writer (std::vector< T > &data_r, std::vector< int > &data_i)
	Construct a writer that writes to the specified scalar and integer vectors. More...

	~writer ()
	Destroy this writer. More...

std::vector< T > &	data_r ()
	Return a reference to the underlying vector of real values that have been written. More...

std::vector< int > &	data_i ()
	Return a reference to the underlying vector of integer values that have been written. More...

void	integer (int n)
	Write the specified integer to the sequence of integer values. More...

void	scalar_unconstrain (T &y)
	Write the unconstrained value corresponding to the specified scalar. More...

void	scalar_pos_unconstrain (T &y)
	Write the unconstrained value corresponding to the specified positive-constrained scalar. More...

void	scalar_lb_unconstrain (double lb, T &y)
	Return the unconstrained version of the specified input, which is constrained to be above the specified lower bound. More...

void	scalar_ub_unconstrain (double ub, T &y)
	Write the unconstrained value corresponding to the specified lower-bounded value. More...

void	scalar_lub_unconstrain (double lb, double ub, T &y)
	Write the unconstrained value corresponding to the specified value with the specified bounds. More...

void	corr_unconstrain (T &y)
	Write the unconstrained value corresponding to the specified correlation-constrained variable. More...

void	prob_unconstrain (T &y)
	Write the unconstrained value corresponding to the specified probability value. More...

void	ordered_unconstrain (vector_t &y)
	Write the unconstrained vector that corresponds to the specified ascendingly ordered vector. More...

void	positive_ordered_unconstrain (vector_t &y)
	Write the unconstrained vector that corresponds to the specified postiive ascendingly ordered vector. More...

void	vector_unconstrain (const vector_t &y)
	Write the specified unconstrained vector. More...

void	row_vector_unconstrain (const vector_t &y)
	Write the specified unconstrained vector. More...

void	matrix_unconstrain (const matrix_t &y)
	Write the specified unconstrained matrix. More...

void	vector_lb_unconstrain (double lb, vector_t &y)

void	row_vector_lb_unconstrain (double lb, row_vector_t &y)

void	matrix_lb_unconstrain (double lb, matrix_t &y)

void	vector_ub_unconstrain (double ub, vector_t &y)

void	row_vector_ub_unconstrain (double ub, row_vector_t &y)

void	matrix_ub_unconstrain (double ub, matrix_t &y)

void	vector_lub_unconstrain (double lb, double ub, vector_t &y)

void	row_vector_lub_unconstrain (double lb, double ub, row_vector_t &y)

void	matrix_lub_unconstrain (double lb, double ub, matrix_t &y)

void	unit_vector_unconstrain (vector_t &y)
	Write the unconstrained vector corresponding to the specified unit_vector value. More...

void	simplex_unconstrain (vector_t &y)
	Write the unconstrained vector corresponding to the specified simplex value. More...

void	cholesky_factor_unconstrain (matrix_t &y)
	Writes the unconstrained Cholesky factor corresponding to the specified constrained matrix. More...

void	cholesky_corr_unconstrain (matrix_t &y)
	Writes the unconstrained Cholesky factor for a correlation matrix corresponding to the specified constrained matrix. More...

void	cov_matrix_unconstrain (matrix_t &y)
	Writes the unconstrained covariance matrix corresponding to the specified constrained correlation matrix. More...

void	corr_matrix_unconstrain (matrix_t &y)
	Writes the unconstrained correlation matrix corresponding to the specified constrained correlation matrix. More...

Public Attributes
const double	CONSTRAINT_TOLERANCE
	This is the tolerance for checking arithmetic bounds in rank and in simplexes. More...

Detailed Description

template<typename T>
class stan::io::writer< T >

A stream-based writer for integer, scalar, vector, matrix and array data types, which transforms from constrained to a sequence of constrained variables.

This class converts constrained values to unconstrained values with mappings that invert those defined in stan::io::reader to convert unconstrained values to constrained values.

Template Parameters

T	Basic scalar type.

Definition at line 28 of file writer.hpp.

Member Typedef Documentation

template<typename T >

typedef Eigen::Array<T,Eigen::Dynamic,1> stan::io::writer< T >::array_vec_t

Definition at line 38 of file writer.hpp.

template<typename T >

typedef Eigen::Matrix<T,Eigen::Dynamic,Eigen::Dynamic> stan::io::writer< T >::matrix_t

Definition at line 34 of file writer.hpp.

template<typename T >

typedef Eigen::Matrix<T,1,Eigen::Dynamic> stan::io::writer< T >::row_vector_t

Definition at line 36 of file writer.hpp.

template<typename T >

typedef Eigen::Matrix<T,Eigen::Dynamic,1> stan::io::writer< T >::vector_t

Definition at line 35 of file writer.hpp.

Constructor & Destructor Documentation

template<typename T >

stan::io::writer< T >::writer	(	std::vector< T > &	data_r,
		std::vector< int > &	data_i
	)

inline

Construct a writer that writes to the specified scalar and integer vectors.

Parameters

data_r	Scalar values.
data_i	Integer values.

Definition at line 53 of file writer.hpp.

template<typename T >

stan::io::writer< T >::~writer ( )

inline

Destroy this writer.

Definition at line 65 of file writer.hpp.

Member Function Documentation

template<typename T >

void stan::io::writer< T >::cholesky_corr_unconstrain ( matrix_t & y )

inline

Writes the unconstrained Cholesky factor for a correlation matrix corresponding to the specified constrained matrix.

The unconstraining operation is the inverse of the constraining operation in cov_matrix_constrain(Matrix<T,Dynamic,Dynamic).

Parameters

y	Constrained covariance matrix.

Exceptions

std::runtime_error if y has no elements or if it is not square

Definition at line 426 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::cholesky_factor_unconstrain ( matrix_t & y )

inline

Writes the unconstrained Cholesky factor corresponding to the specified constrained matrix.

The unconstraining operation is the inverse of the constraining operation in cov_matrix_constrain(Matrix<T,Dynamic,Dynamic).

Parameters

y	Constrained covariance matrix.

Exceptions

std::runtime_error if y has no elements or if it is not square

Definition at line 404 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::corr_matrix_unconstrain ( matrix_t & y )

inline

Writes the unconstrained correlation matrix corresponding to the specified constrained correlation matrix.

The unconstraining operation is the inverse of the constraining operation in corr_matrix_constrain(Matrix<T,Dynamic,Dynamic).

Parameters

y	Constrained correlation matrix.

Exceptions

std::runtime_error	if the correlation matrix has no elements or is not a square matrix.
std::runtime_error	if the correlation matrix cannot be factorized by factor_cov_matrix() or if the sds returned by factor_cov_matrix() on log scale are unconstrained.

Definition at line 483 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::corr_unconstrain ( T & y )

inline

Write the unconstrained value corresponding to the specified correlation-constrained variable.

The unconstraining transform is atanh(y), which reverses the transfrom in corr_constrain().

Parameters

y	Correlation value.

Exceptions

std::runtime_error if y is not between -1.0 and 1.0

Definition at line 180 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::cov_matrix_unconstrain ( matrix_t & y )

inline

Writes the unconstrained covariance matrix corresponding to the specified constrained correlation matrix.

The unconstraining operation is the inverse of the constraining operation in cov_matrix_constrain(Matrix<T,Dynamic,Dynamic).

Parameters

y	Constrained covariance matrix.

Exceptions

std::runtime_error if y has no elements or if it is not square

Definition at line 448 of file writer.hpp.

template<typename T >

std::vector<int>& stan::io::writer< T >::data_i ( )

inline

Return a reference to the underlying vector of integer values that have been written.

Returns: Values that have been written.

Definition at line 84 of file writer.hpp.

template<typename T >

std::vector<T>& stan::io::writer< T >::data_r ( )

inline

Return a reference to the underlying vector of real values that have been written.

Returns: Values that have been written.

Definition at line 73 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::integer ( int n )

inline

Write the specified integer to the sequence of integer values.

Parameters

n	Integer to write.

Definition at line 93 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::matrix_lb_unconstrain	(	double	lb,
		matrix_t &	y
	)

inline

Definition at line 299 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::matrix_lub_unconstrain	(	double	lb,
		double	ub,
		matrix_t &	y
	)

inline

Definition at line 334 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::matrix_ub_unconstrain	(	double	ub,
		matrix_t &	y
	)

inline

Definition at line 316 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::matrix_unconstrain ( const matrix_t & y )

inline

Write the specified unconstrained matrix.

Parameters

y	Matrix to write.

Definition at line 282 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::ordered_unconstrain ( vector_t & y )

inline

Write the unconstrained vector that corresponds to the specified ascendingly ordered vector.

The unconstraining transform is defined for input vector y to produce an output vector x of the same size, defined by x[0] = log(y[0]) and by x[k] = log(y[k] - y[k-1]) for k > 0. This unconstraining transform inverts the constraining transform specified in ordered_constrain(size_t).

Parameters

y	Ascendingly ordered vector.

Returns: Unconstrained vector corresponding to the specified vector.

Exceptions

std::runtime_error if vector is not in ascending order.

Definition at line 214 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::positive_ordered_unconstrain ( vector_t & y )

inline

Write the unconstrained vector that corresponds to the specified postiive ascendingly ordered vector.

The unconstraining transform is defined for input vector y to produce an output vector x of the same size, defined by x[0] = log(y[0]) and by x[k] = log(y[k] - y[k-1]) for k > 0. This unconstraining transform inverts the constraining transform specified in positive_ordered_constrain(size_t).

Parameters

y	Positive ascendingly ordered vector.

Returns: Unconstrained vector corresponding to the specified vector.

Exceptions

std::runtime_error if vector is not in ascending order.

Definition at line 241 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::prob_unconstrain ( T & y )

inline

Write the unconstrained value corresponding to the specified probability value.

The unconstraining transform is logit(y), which inverts the constraining transform defined in prob_constrain().

Parameters

y	Probability value.

Exceptions

std::runtime_error if y is not between 0.0 and 1.0

Definition at line 195 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::row_vector_lb_unconstrain	(	double	lb,
		row_vector_t &	y
	)

inline

Definition at line 294 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::row_vector_lub_unconstrain	(	double	lb,
		double	ub,
		row_vector_t &	y
	)

inline

Definition at line 329 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::row_vector_ub_unconstrain	(	double	ub,
		row_vector_t &	y
	)

inline

Definition at line 311 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::row_vector_unconstrain ( const vector_t & y )

inline

Write the specified unconstrained vector.

Parameters

y	Vector to write.

Definition at line 271 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::scalar_lb_unconstrain	(	double	lb,
		T &	y
	)

inline

Return the unconstrained version of the specified input, which is constrained to be above the specified lower bound.

The unconstraining transform is log(y - lb), which inverts the constraining transform defined in reader::scalar_lb_constrain(double),

Parameters

lb	Lower bound.
y	Lower-bounded value.

Exceptions

std::runtime_error if y is lower than the lower bound provided.

Definition at line 136 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::scalar_lub_unconstrain	(	double	lb,
		double	ub,
		T &	y
	)

inline

Write the unconstrained value corresponding to the specified value with the specified bounds.

The unconstraining transform is given by reader::logit((y-L)/(U-L)), which inverts the constraining transform defined in scalar_lub_constrain(double,double).

Parameters

lb	Lower bound.
ub	Upper bound.
y	Bounded value.

Exceptions

std::runtime_error if y is not between the lower and upper bounds

Definition at line 166 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::scalar_pos_unconstrain ( T & y )

inline

Write the unconstrained value corresponding to the specified positive-constrained scalar.

The transformation applied is log(y), which is the inverse of constraining transform specified in reader::scalar_pos_constrain().

This method will fail if the argument is not non-negative.

Parameters

y	The positive value.

Exceptions

std::runtime_error if y is negative.

Definition at line 119 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::scalar_ub_unconstrain	(	double	ub,
		T &	y
	)

inline

Write the unconstrained value corresponding to the specified lower-bounded value.

The unconstraining transform is log(ub - y), which reverses the constraining transform defined in reader::scalar_ub_constrain(double).

Parameters

ub	Upper bound.
y	Constrained value.

Exceptions

std::runtime_error if y is higher than the upper bound provided.

Definition at line 150 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::scalar_unconstrain ( T & y )

inline

Write the unconstrained value corresponding to the specified scalar.

Here, the unconstrain operation is a no-op, which matches reader::scalar_constrain().

Parameters

y	The value.

Definition at line 104 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::simplex_unconstrain ( vector_t & y )

inline

Write the unconstrained vector corresponding to the specified simplex value.

If the specified constrained simplex is of size K, the returned unconstrained vector is of size K-1.

The transform takes y = y[1],...,y[K] and produces the unconstrained vector. This inverts the constraining transform of simplex_constrain(size_t).

Parameters

y	Simplex constrained value.

Returns: Unconstrained value.

Exceptions

std::runtime_error if the vector is not a simplex.

Definition at line 382 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::unit_vector_unconstrain ( vector_t & y )

inline

Write the unconstrained vector corresponding to the specified unit_vector value.

If the specified constrained unit_vector is of size K, the returned unconstrained vector is of size K-1.

The transform takes y = y[1],...,y[K] and produces the unconstrained vector. This inverts the constraining transform of unit_vector_constrain(size_t).

Parameters

y	Simplex constrained value.

Returns: Unconstrained value.

Exceptions

std::runtime_error if the vector is not a unit_vector.

Definition at line 358 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::vector_lb_unconstrain	(	double	lb,
		vector_t &	y
	)

inline

Definition at line 289 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::vector_lub_unconstrain	(	double	lb,
		double	ub,
		vector_t &	y
	)

inline

Definition at line 324 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::vector_ub_unconstrain	(	double	ub,
		vector_t &	y
	)

inline

Definition at line 306 of file writer.hpp.

template<typename T >

void stan::io::writer< T >::vector_unconstrain ( const vector_t & y )

inline

Write the specified unconstrained vector.

Parameters

y	Vector to write.

Definition at line 260 of file writer.hpp.

Member Data Documentation

template<typename T >

const double stan::io::writer< T >::CONSTRAINT_TOLERANCE

This is the tolerance for checking arithmetic bounds in rank and in simplexes.

The current value is 1E-8.

Definition at line 44 of file writer.hpp.

The documentation for this class was generated from the following file:

src/stan/io/writer.hpp

Public Types

Public Member Functions

Public Attributes

Detailed Description

template<typename T> class stan::io::writer< T >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename T>
class stan::io::writer< T >