Namespaces
	recorder

Classes
struct	NoOpFunctor

class	var_context_factory

class	dump_factory

Functions
template<class Model >
int	command (int argc, const char *argv[])

template<typename ModelT , typename BFGSOptimizerT , typename RNGT , typename StartIterationCallback >
int	do_bfgs_optimize (ModelT &model, BFGSOptimizerT &bfgs, RNGT &base_rng, double &lp, std::vector< double > &cont_vector, std::vector< int > &disc_vector, std::fstream output_stream, std::ostream notice_stream, bool save_iterations, int refresh, StartIterationCallback &callback)

bool	do_print (const int n, const bool special, const int refresh)
	Indicates whether it should print on the current iteration. More...

bool	do_print (const int n, const int refresh)
	Indicates whether it should print on the current iteration. More...

template<class Sampler >
bool	init_adapt (Sampler *sampler, const double delta, const double gamma, const double kappa, const double t0, const Eigen::VectorXd &cont_params)

template<class Sampler >
bool	init_adapt (stan::mcmc::base_mcmc sampler, stan::gm::categorical_argument adapt, const Eigen::VectorXd &cont_params)

template<class Sampler >
bool	init_nuts (stan::mcmc::base_mcmc sampler, stan::gm::argument algorithm)

template<class Sampler >
bool	init_static_hmc (stan::mcmc::base_mcmc sampler, stan::gm::argument algorithm)

template<class Sampler >
bool	init_windowed_adapt (stan::mcmc::base_mcmc sampler, stan::gm::categorical_argument adapt, unsigned int num_warmup, const Eigen::VectorXd &cont_params)

template<class Model >
bool	initialize_state_zero (Eigen::VectorXd &cont_params, Model &model, std::ostream *output)
	Sets initial state to zero. More...

template<class Model , class RNG >
bool	initialize_state_random (const double R, Eigen::VectorXd &cont_params, Model &model, RNG &base_rng, std::ostream *output)
	Initializes state to random uniform values within range. More...

template<class ContextFactory , class Model , class RNG >
bool	initialize_state_source (const std::string source, Eigen::VectorXd &cont_params, Model &model, RNG &base_rng, std::ostream *output, ContextFactory &context_factory)
	Creates the initial state using the source parameter. More...

bool	get_double_from_string (const std::string &s, double &val)
	Converts string to double. More...

template<class ContextFactory , class Model , class RNG >
bool	initialize_state (const std::string init, Eigen::VectorXd &cont_params, Model &model, RNG &base_rng, std::ostream *output, ContextFactory &context_factory)
	Creates the initial state. More...

void	print_progress (const int m, const int start, const int finish, const int refresh, const bool warmup, const std::string prefix, const std::string suffix, std::ostream &o)

template<class Model , class RNG , class StartTransitionCallback , class SampleRecorder , class DiagnosticRecorder , class MessageRecorder >
void	run_markov_chain (stan::mcmc::base_mcmc *sampler, const int num_iterations, const int start, const int finish, const int num_thin, const int refresh, const bool save, const bool warmup, stan::io::mcmc_writer< Model, SampleRecorder, DiagnosticRecorder, MessageRecorder > &writer, stan::mcmc::sample &init_s, Model &model, RNG &base_rng, const std::string &prefix, const std::string &suffix, std::ostream &o, StartTransitionCallback &callback)

template<class Model , class RNG , class StartTransitionCallback , class SampleRecorder , class DiagnosticRecorder , class MessageRecorder >
void	sample (stan::mcmc::base_mcmc *sampler, int num_warmup, int num_samples, int num_thin, int refresh, bool save, stan::io::mcmc_writer< Model, SampleRecorder, DiagnosticRecorder, MessageRecorder > &writer, stan::mcmc::sample &init_s, Model &model, RNG &base_rng, const std::string &prefix, const std::string &suffix, std::ostream &o, StartTransitionCallback &callback)

template<class Model , class RNG , class StartTransitionCallback , class SampleRecorder , class DiagnosticRecorder , class MessageRecorder >
void	warmup (stan::mcmc::base_mcmc *sampler, int num_warmup, int num_samples, int num_thin, int refresh, bool save, stan::io::mcmc_writer< Model, SampleRecorder, DiagnosticRecorder, MessageRecorder > &writer, stan::mcmc::sample &init_s, Model &model, RNG &base_rng, const std::string &prefix, const std::string &suffix, std::ostream &o, StartTransitionCallback &callback)

void	write_error_msg (std::ostream *error_stream, const std::exception &e)

template<class Model , class RNG >
void	write_iteration (std::ostream &output_stream, Model &model, RNG &base_rng, double lp, std::vector< double > &cont_vector, std::vector< int > &disc_vector)

void	write_iteration_csv (std::ostream &output_stream, const double lp, const std::vector< double > &model_values)

void	write_model (std::ostream *s, const std::string model_name, const std::string prefix="")

void	write_stan (std::ostream *s, const std::string prefix="")

Function Documentation

template<class Model >

int stan::common::command	(	int	argc,
		const char *	argv[]
	)

Definition at line 67 of file command.hpp.

template<typename ModelT , typename BFGSOptimizerT , typename RNGT , typename StartIterationCallback >

int stan::common::do_bfgs_optimize	(	ModelT &	model,
		BFGSOptimizerT &	bfgs,
		RNGT &	base_rng,
		double &	lp,
		std::vector< double > &	cont_vector,
		std::vector< int > &	disc_vector,
		std::fstream *	output_stream,
		std::ostream *	notice_stream,
		bool	save_iterations,
		int	refresh,
		StartIterationCallback &	callback
	)

Definition at line 21 of file do_bfgs_optimize.hpp.

bool stan::common::do_print	(	const int	n,
		const bool	special,
		const int	refresh
	)

Indicates whether it should print on the current iteration.

The function returns: true if refresh > 0 and (n == 0 or (n + 1) % refresh == 0 or special == true) false otherwise. Examples: if refresh = 0, always returns false. if refresh = 10 and special == false, returns true for n = {0, 9, 19, ...}, returns false for n = {1 - 8, 10 - 18, 20 - 28, ...}. if refresh = 10 and special == true, returns true for all n.

Parameters

n	Iteration number
special	When true, returns true
refresh	Number of iterations to refresh

Definition at line 25 of file do_print.hpp.

bool stan::common::do_print	(	const int	n,
		const int	refresh
	)

Indicates whether it should print on the current iteration.

The function returns: true if refresh > 0 and (n == 0 or (n + 1) % refresh == 0) false otherwise. Examples: if refresh = 0, always returns false. if refresh = 10, returns true for n = {0, 9, 19, ...}, returns false for n = {1 - 8, 10 - 18, 20 - 28, ...}.

Parameters

n	Iteration number
refresh	Number of iterations to refresh

Definition at line 43 of file do_print.hpp.

bool stan::common::get_double_from_string	(	const std::string &	s,
		double &	val
	)

Converts string to double.

Returns true if it is able to convert the number, false otherwise.

Parameters

[in]	s	string input
[out]	val	the double value of the string if it is parsable as a double; else NaN

Definition at line 208 of file initialize_state.hpp.

template<class Sampler >

bool stan::common::init_adapt	(	Sampler *	sampler,
		const double	delta,
		const double	gamma,
		const double	kappa,
		const double	t0,
		const Eigen::VectorXd &	cont_params
	)

Definition at line 13 of file init_adapt.hpp.

template<class Sampler >

bool stan::common::init_adapt	(	stan::mcmc::base_mcmc *	sampler,
		stan::gm::categorical_argument *	adapt,
		const Eigen::VectorXd &	cont_params
	)

Definition at line 42 of file init_adapt.hpp.

template<class Sampler >

bool stan::common::init_nuts	(	stan::mcmc::base_mcmc *	sampler,
		stan::gm::argument *	algorithm
	)

Definition at line 13 of file init_nuts.hpp.

template<class Sampler >

bool stan::common::init_static_hmc	(	stan::mcmc::base_mcmc *	sampler,
		stan::gm::argument *	algorithm
	)

Definition at line 13 of file init_static_hmc.hpp.

template<class Sampler >

bool stan::common::init_windowed_adapt	(	stan::mcmc::base_mcmc *	sampler,
		stan::gm::categorical_argument *	adapt,
		unsigned int	num_warmup,
		const Eigen::VectorXd &	cont_params
	)

Definition at line 13 of file init_windowed_adapt.hpp.

template<class ContextFactory , class Model , class RNG >

bool stan::common::initialize_state	(	const std::string	init,
		Eigen::VectorXd &	cont_params,
		Model &	model,
		RNG &	base_rng,
		std::ostream *	output,
		ContextFactory &	context_factory
	)

Creates the initial state.

Parameters

[in]	init	init can either be "0", a number as a string, or a filename.
[out]	cont_params	the initialized state. This should be the right size and set to 0.
[in,out]	model	the model. Side effects on model? I'm not quite sure
[in,out]	base_rng	the random number generator. State may change.
[in,out]	output	output stream for messages
[in,out]	context_factory	an instantiated factory that implements the concept of a context_factory. This has one method that takes a string.

Definition at line 234 of file initialize_state.hpp.

template<class Model , class RNG >

bool stan::common::initialize_state_random	(	const double	R,
		Eigen::VectorXd &	cont_params,
		Model &	model,
		RNG &	base_rng,
		std::ostream *	output
	)

Initializes state to random uniform values within range.

Parameters

[in]	R	valid range of the initialization; must be greater than or equal to 0.
[out]	cont_params	the initialized state. This should be the right size and set to 0.
[in,out]	model	the model. Side effects on model? I'm not quite sure
[in,out]	base_rng	the random number generator. State may change.
[in,out]	output	output stream for messages

Definition at line 82 of file initialize_state.hpp.

template<class ContextFactory , class Model , class RNG >

bool stan::common::initialize_state_source	(	const std::string	source,
		Eigen::VectorXd &	cont_params,
		Model &	model,
		RNG &	base_rng,
		std::ostream *	output,
		ContextFactory &	context_factory
	)

Creates the initial state using the source parameter.

Parameters

[in]	source	a string that the context_factory can interpret and provide a valid var_context
[out]	cont_params	the initialized state. This should be the right size and set to 0.
[in,out]	model	the model. Side effects on model? I'm not quite sure
[in,out]	base_rng	the random number generator. State may change.
[in,out]	output	output stream for messages
[in,out]	context_factory	an instantiated factory that implements the concept of a context_factory. This has one method that takes a string.

Definition at line 154 of file initialize_state.hpp.

template<class Model >

bool stan::common::initialize_state_zero	(	Eigen::VectorXd &	cont_params,
		Model &	model,
		std::ostream *	output
	)

Sets initial state to zero.

Parameters

[out]	cont_params	the initialized state. This should be the right size and set to 0.
[in,out]	model	the model. Side effects on model? I'm not quite sure
[in,out]	output	output stream for messages

Definition at line 33 of file initialize_state.hpp.

void stan::common::print_progress	(	const int	m,
		const int	start,
		const int	finish,
		const int	refresh,
		const bool	warmup,
		const std::string	prefix,
		const std::string	suffix,
		std::ostream &	o
	)

Definition at line 13 of file print_progress.hpp.

template<class Model , class RNG , class StartTransitionCallback , class SampleRecorder , class DiagnosticRecorder , class MessageRecorder >

void stan::common::run_markov_chain	(	stan::mcmc::base_mcmc *	sampler,
		const int	num_iterations,
		const int	start,
		const int	finish,
		const int	num_thin,
		const int	refresh,
		const bool	save,
		const bool	warmup,
		stan::io::mcmc_writer< Model, SampleRecorder, DiagnosticRecorder, MessageRecorder > &	writer,
		stan::mcmc::sample &	init_s,
		Model &	model,
		RNG &	base_rng,
		const std::string &	prefix,
		const std::string &	suffix,
		std::ostream &	o,
		StartTransitionCallback &	callback
	)

Definition at line 13 of file run_markov_chain.hpp.

template<class Model , class RNG , class StartTransitionCallback , class SampleRecorder , class DiagnosticRecorder , class MessageRecorder >

void stan::common::sample	(	stan::mcmc::base_mcmc *	sampler,
		int	num_warmup,
		int	num_samples,
		int	num_thin,
		int	refresh,
		bool	save,
		stan::io::mcmc_writer< Model, SampleRecorder, DiagnosticRecorder, MessageRecorder > &	writer,
		stan::mcmc::sample &	init_s,
		Model &	model,
		RNG &	base_rng,
		const std::string &	prefix,
		const std::string &	suffix,
		std::ostream &	o,
		StartTransitionCallback &	callback
	)

Definition at line 13 of file sample.hpp.

template<class Model , class RNG , class StartTransitionCallback , class SampleRecorder , class DiagnosticRecorder , class MessageRecorder >

void stan::common::warmup	(	stan::mcmc::base_mcmc *	sampler,
		int	num_warmup,
		int	num_samples,
		int	num_thin,
		int	refresh,
		bool	save,
		stan::io::mcmc_writer< Model, SampleRecorder, DiagnosticRecorder, MessageRecorder > &	writer,
		stan::mcmc::sample &	init_s,
		Model &	model,
		RNG &	base_rng,
		const std::string &	prefix,
		const std::string &	suffix,
		std::ostream &	o,
		StartTransitionCallback &	callback
	)

Definition at line 13 of file warmup.hpp.

void stan::common::write_error_msg	(	std::ostream *	error_stream,
		const std::exception &	e
	)

Definition at line 11 of file write_error_msg.hpp.

template<class Model , class RNG >

void stan::common::write_iteration	(	std::ostream &	output_stream,
		Model &	model,
		RNG &	base_rng,
		double	lp,
		std::vector< double > &	cont_vector,
		std::vector< int > &	disc_vector
	)

Definition at line 19 of file write_iteration.hpp.

void stan::common::write_iteration_csv	(	std::ostream &	output_stream,
		const double	lp,
		const std::vector< double > &	model_values
	)

Definition at line 10 of file write_iteration_csv.hpp.

void stan::common::write_model	(	std::ostream *	s,
		const std::string	model_name,
		const std::string	prefix = `""`
	)

Definition at line 11 of file write_model.hpp.

void stan::common::write_stan	(	std::ostream *	s,
		const std::string	prefix = `""`
	)

Definition at line 12 of file write_stan.hpp.

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Classes

Functions

Function Documentation