Inheritance diagram for stan::mcmc::covar_adaptation:

Public Member Functions
	covar_adaptation (int n)

bool	learn_covariance (Eigen::MatrixXd &covar, const Eigen::VectorXd &q)

Public Member Functions inherited from stan::mcmc::windowed_adaptation
	windowed_adaptation (std::string name)

void	restart ()

void	set_window_params (unsigned int num_warmup, unsigned int init_buffer, unsigned int term_buffer, unsigned int base_window, std::ostream *e=0)

bool	adaptation_window ()

bool	end_adaptation_window ()

void	compute_next_window ()

Protected Attributes
prob::welford_covar_estimator	estimator_

Protected Attributes inherited from stan::mcmc::windowed_adaptation
std::string	estimator_name_

unsigned int	num_warmup_

unsigned int	adapt_init_buffer_

unsigned int	adapt_term_buffer_

unsigned int	adapt_base_window_

unsigned int	adapt_window_counter_

unsigned int	adapt_next_window_

unsigned int	adapt_window_size_

Detailed Description

Definition at line 14 of file covar_adaptation.hpp.

Constructor & Destructor Documentation

stan::mcmc::covar_adaptation::covar_adaptation ( int n )

inline

Definition at line 18 of file covar_adaptation.hpp.

bool stan::mcmc::covar_adaptation::learn_covariance	(	Eigen::MatrixXd &	covar,
		const Eigen::VectorXd &	q
	)

inline

Definition at line 20 of file covar_adaptation.hpp.

prob::welford_covar_estimator stan::mcmc::covar_adaptation::estimator_

protected

Definition at line 48 of file covar_adaptation.hpp.

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