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stan::mcmc::chains< RNG > Class Template Reference

An mcmc::chains object stores parameter names and dimensionalities along with samples from multiple chains. More...

#include <chains.hpp>

Public Member Functions

 chains (const Eigen::Matrix< std::string, Eigen::Dynamic, 1 > &param_names)
 
 chains (const std::vector< std::string > &param_names)
 
 chains (const stan::io::stan_csv &stan_csv)
 
int num_chains () const
 
int num_params () const
 
const Eigen::Matrix
< std::string, Eigen::Dynamic, 1 > & 		param_names () const
 
const std::string & param_name (int j) const
 
int index (const std::string &name) const
 
void set_warmup (const int chain, const int warmup)
 
void set_warmup (const int warmup)
 
const Eigen::VectorXi & warmup () const
 
int warmup (const int chain) const
 
int num_samples (const int chain) const
 
int num_samples () const
 
int num_kept_samples (const int chain) const
 
int num_kept_samples () const
 
void add (const int chain, const Eigen::MatrixXd &sample)
 
void add (const Eigen::MatrixXd &sample)
 
void add (const std::vector< std::vector< double > > &sample)
 Convert a vector of vector<double> to Eigen::MatrixXd. More...
 
void add (const stan::io::stan_csv &stan_csv)
 
Eigen::VectorXd samples (const int chain, const int index) const
 
Eigen::VectorXd samples (const int index) const
 
Eigen::VectorXd samples (const int chain, const std::string &name) const
 
Eigen::VectorXd samples (const std::string &name) const
 
double mean (const int chain, const int index) const
 
double mean (const int index) const
 
double mean (const int chain, const std::string &name) const
 
double mean (const std::string &name) const
 
double sd (const int chain, const int index) const
 
double sd (const int index) const
 
double sd (const int chain, const std::string &name) const
 
double sd (const std::string &name) const
 
double variance (const int chain, const int index) const
 
double variance (const int index) const
 
double variance (const int chain, const std::string &name) const
 
double variance (const std::string &name) const
 
double covariance (const int chain, const int index1, const int index2) const
 
double covariance (const int index1, const int index2) const
 
double covariance (const int chain, const std::string &name1, const std::string &name2) const
 
double covariance (const std::string &name1, const std::string &name2) const
 
double correlation (const int chain, const int index1, const int index2) const
 
double correlation (const int index1, const int index2) const
 
double correlation (const int chain, const std::string &name1, const std::string &name2) const
 
double correlation (const std::string &name1, const std::string &name2) const
 
double quantile (const int chain, const int index, const double prob) const
 
double quantile (const int index, const double prob) const
 
double quantile (int chain, const std::string &name, double prob) const
 
double quantile (const std::string &name, const double prob) const
 
Eigen::VectorXd quantiles (int chain, int index, const Eigen::VectorXd &probs) const
 
Eigen::VectorXd quantiles (int index, const Eigen::VectorXd &probs) const
 
Eigen::VectorXd quantiles (int chain, const std::string &name, const Eigen::VectorXd &probs) const
 
Eigen::VectorXd quantiles (const std::string &name, const Eigen::VectorXd &probs) const
 
Eigen::Vector2d central_interval (int chain, int index, double prob) const
 
Eigen::Vector2d central_interval (int index, double prob) const
 
Eigen::Vector2d central_interval (int chain, const std::string &name, double prob) const
 
Eigen::Vector2d central_interval (const std::string &name, double prob) const
 
Eigen::VectorXd autocorrelation (const int chain, const int index) const
 
Eigen::VectorXd autocorrelation (int chain, const std::string &name) const
 
Eigen::VectorXd autocovariance (const int chain, const int index) const
 
Eigen::VectorXd autocovariance (int chain, const std::string &name) const
 
double effective_sample_size (const int index) const
 
double effective_sample_size (const std::string &name) const
 
double split_potential_scale_reduction (const int index) const
 
double split_potential_scale_reduction (const std::string &name) const
 

Detailed Description

template<typename RNG = boost::random::ecuyer1988>
class stan::mcmc::chains< RNG >

An mcmc::chains object stores parameter names and dimensionalities along with samples from multiple chains.

Synchronization: For arbitrary concurrent use, the read and write methods need to be read/write locked. Multiple writers can be used concurrently if they write to different chains. Readers for single chains need only be read/write locked with writers of that chain. For reading across chains, full read/write locking is required. Thus methods will be classified as global or single-chain read or write methods.

Storage Order: Storage is column/last-index major.

Definition at line 55 of file chains.hpp.

Constructor & Destructor Documentation

template<typename RNG = boost::random::ecuyer1988>
stan::mcmc::chains< RNG >::chains ( const Eigen::Matrix< std::string, Eigen::Dynamic, 1 > &  param_names)
inline

Definition at line 326 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
stan::mcmc::chains< RNG >::chains ( const std::vector< std::string > &  param_names)
inline

Definition at line 329 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
stan::mcmc::chains< RNG >::chains ( const stan::io::stan_csv &  stan_csv)
inline

Definition at line 334 of file chains.hpp.

Member Function Documentation

template<typename RNG = boost::random::ecuyer1988>
void stan::mcmc::chains< RNG >::add ( const int  chain,
const Eigen::MatrixXd &  sample 
)
inline

Definition at line 402 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
void stan::mcmc::chains< RNG >::add ( const Eigen::MatrixXd &  sample)
inline

Definition at line 437 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
void stan::mcmc::chains< RNG >::add ( const std::vector< std::vector< double > > &  sample)
inline

Convert a vector of vector<double> to Eigen::MatrixXd.

This method is added for the benefit of software wrapping Stan (e.g., PyStan) so that it need not additionally wrap Eigen.

Definition at line 453 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
void stan::mcmc::chains< RNG >::add ( const stan::io::stan_csv &  stan_csv)
inline

Definition at line 466 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::autocorrelation ( const int  chain,
const int  index 
) const
inline

Definition at line 656 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::autocorrelation ( int  chain,
const std::string &  name 
) const
inline

Definition at line 660 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::autocovariance ( const int  chain,
const int  index 
) const
inline

Definition at line 665 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::autocovariance ( int  chain,
const std::string &  name 
) const
inline

Definition at line 669 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::Vector2d stan::mcmc::chains< RNG >::central_interval ( int  chain,
int  index,
double  prob 
) const
inline

Definition at line 625 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::Vector2d stan::mcmc::chains< RNG >::central_interval ( int  index,
double  prob 
) const
inline

Definition at line 636 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::Vector2d stan::mcmc::chains< RNG >::central_interval ( int  chain,
const std::string &  name,
double  prob 
) const
inline

Definition at line 646 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::Vector2d stan::mcmc::chains< RNG >::central_interval ( const std::string &  name,
double  prob 
) const
inline

Definition at line 651 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::correlation ( const int  chain,
const int  index1,
const int  index2 
) const
inline

Definition at line 570 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::correlation ( const int  index1,
const int  index2 
) const
inline

Definition at line 574 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::correlation ( const int  chain,
const std::string &  name1,
const std::string &  name2 
) const
inline

Definition at line 578 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::correlation ( const std::string &  name1,
const std::string &  name2 
) const
inline

Definition at line 584 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::covariance ( const int  chain,
const int  index1,
const int  index2 
) const
inline

Definition at line 551 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::covariance ( const int  index1,
const int  index2 
) const
inline

Definition at line 555 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::covariance ( const int  chain,
const std::string &  name1,
const std::string &  name2 
) const
inline

Definition at line 559 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::covariance ( const std::string &  name1,
const std::string &  name2 
) const
inline

Definition at line 565 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::effective_sample_size ( const int  index) const
inline

Definition at line 674 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::effective_sample_size ( const std::string &  name) const
inline

Definition at line 683 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::index ( const std::string &  name) const
inline

Definition at line 356 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::mean ( const int  chain,
const int  index 
) const
inline

Definition at line 502 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::mean ( const int  index) const
inline

Definition at line 506 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::mean ( const int  chain,
const std::string &  name 
) const
inline

Definition at line 510 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::mean ( const std::string &  name) const
inline

Definition at line 514 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::num_chains ( ) const
inline

Definition at line 340 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::num_kept_samples ( const int  chain) const
inline

Definition at line 391 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::num_kept_samples ( ) const
inline

Definition at line 395 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::num_params ( ) const
inline

Definition at line 344 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::num_samples ( const int  chain) const
inline

Definition at line 380 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::num_samples ( ) const
inline

Definition at line 384 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
const std::string& stan::mcmc::chains< RNG >::param_name ( int  j) const
inline

Definition at line 352 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
const Eigen::Matrix<std::string, Eigen::Dynamic, 1>& stan::mcmc::chains< RNG >::param_names ( ) const
inline

Definition at line 348 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::quantile ( const int  chain,
const int  index,
const double  prob 
) const
inline

Definition at line 589 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::quantile ( const int  index,
const double  prob 
) const
inline

Definition at line 593 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::quantile ( int  chain,
const std::string &  name,
double  prob 
) const
inline

Definition at line 597 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::quantile ( const std::string &  name,
const double  prob 
) const
inline

Definition at line 601 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::quantiles ( int  chain,
int  index,
const Eigen::VectorXd &  probs 
) const
inline

Definition at line 606 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::quantiles ( int  index,
const Eigen::VectorXd &  probs 
) const
inline

Definition at line 610 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::quantiles ( int  chain,
const std::string &  name,
const Eigen::VectorXd &  probs 
) const
inline

Definition at line 615 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::quantiles ( const std::string &  name,
const Eigen::VectorXd &  probs 
) const
inline

Definition at line 621 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::samples ( const int  chain,
const int  index 
) const
inline

Definition at line 479 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::samples ( const int  index) const
inline

Definition at line 483 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::samples ( const int  chain,
const std::string &  name 
) const
inline

Definition at line 494 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
Eigen::VectorXd stan::mcmc::chains< RNG >::samples ( const std::string &  name) const
inline

Definition at line 498 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::sd ( const int  chain,
const int  index 
) const
inline

Definition at line 518 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::sd ( const int  index) const
inline

Definition at line 522 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::sd ( const int  chain,
const std::string &  name 
) const
inline

Definition at line 526 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::sd ( const std::string &  name) const
inline

Definition at line 530 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
void stan::mcmc::chains< RNG >::set_warmup ( const int  chain,
const int  warmup 
)
inline

Definition at line 364 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
void stan::mcmc::chains< RNG >::set_warmup ( const int  warmup)
inline

Definition at line 368 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::split_potential_scale_reduction ( const int  index) const
inline

Definition at line 687 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::split_potential_scale_reduction ( const std::string &  name) const
inline

Definition at line 697 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::variance ( const int  chain,
const int  index 
) const
inline

Definition at line 534 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::variance ( const int  index) const
inline

Definition at line 538 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::variance ( const int  chain,
const std::string &  name 
) const
inline

Definition at line 542 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
double stan::mcmc::chains< RNG >::variance ( const std::string &  name) const
inline

Definition at line 546 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
const Eigen::VectorXi& stan::mcmc::chains< RNG >::warmup ( ) const
inline

Definition at line 372 of file chains.hpp.

template<typename RNG = boost::random::ecuyer1988>
int stan::mcmc::chains< RNG >::warmup ( const int  chain) const
inline

Definition at line 376 of file chains.hpp.

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