dense_e_nuts.hpp

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#ifndef STAN__MCMC__DENSE__E__NUTS__BETA
#define STAN__MCMC__DENSE__E__NUTS__BETA

#include <stan/mcmc/hmc/nuts/base_nuts.hpp>
#include <stan/mcmc/hmc/hamiltonians/dense_e_point.hpp>
#include <stan/mcmc/hmc/hamiltonians/dense_e_metric.hpp>
#include <stan/mcmc/hmc/integrators/expl_leapfrog.hpp>

namespace stan {

  namespace mcmc {

    // The No-U-Turn Sampler (NUTS) on a
    // Euclidean manifold with dense metric
    
    template <typename M, class BaseRNG>
    class dense_e_nuts: public base_nuts<M,
                                         dense_e_point,
                                         dense_e_metric,
                                         expl_leapfrog,
                                         BaseRNG> {
      
    public:
      
      dense_e_nuts(M &m, BaseRNG& rng, std::ostream* o = &std::cout, std::ostream* e = 0):
      base_nuts<M, dense_e_point, dense_e_metric, expl_leapfrog, BaseRNG>(m, rng, o, e)
      { this->name_ = "NUTS with a dense Euclidean metric"; }
      
      // Note that the points don't need to be swapped
      // here since start.mInv = finish.mInv
      bool compute_criterion(ps_point& start, 
                             dense_e_point& finish,
                             Eigen::VectorXd& rho) {
        return finish.p.transpose() * finish.mInv * (rho - finish.p) > 0
               && start.p.transpose() * finish.mInv * (rho - start.p)  > 0;
      }
                                          
    };
    
  } // mcmc
    
} // stan

#endif