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mcmclib_docs_settings.html
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<!DOCTYPE html>
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<head>
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<meta name="description" content="MCMCLib: a C++ MCMC library.">
<meta name="author" content="Keith O'Hara">
<meta name="keywords" content="mcmc, MCMC, Metropolis Hastings, RWMH, Differential Evolution, Metropolis-adjusted Langevin algorithm, MALA, Hamiltonian Monte Carlo, HMC, C++, C++11, Cpp, NYU, New York University, Econometrics, Research" />
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<title>MCMC: Settings</title>
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<h3 style="text-align: left;"><strong style="font-size: 120%;">MCMCLib: Algorithm Settings</strong></h3>
<hr>
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<p><strong>Struct definition:</strong></p>
<pre class="brush: cpp;">
struct algo_settings_t
{
// general
bool vals_bound = false;
arma::vec lower_bounds;
arma::vec upper_bounds;
// AEES
int aees_n_draws = 1E04;
int aees_n_initial_draws = 1E03;
int aees_n_burnin = 1E03;
arma::vec aees_temper_vec;
double aees_prob_par = 0.10;
int aees_n_rings = 5;
// DE
bool de_jumps = false;
int de_n_pop = 100;
int de_n_gen = 1000;
int de_n_burnin = 1000;
double de_par_b = 1E-04;
double de_par_gamma = 1.0;
double de_par_gamma_jump = 2.0;
arma::vec de_initial_lb;
arma::vec de_initial_ub;
double de_accept_rate; // will be returned by the function
// HMC
int hmc_n_draws = 1E04;
int hmc_n_burnin = 1E04;
double hmc_step_size = 1.0;
int hmc_leap_steps = 1; // number of leap frog steps
arma::mat hmc_precond_mat;
double hmc_accept_rate; // will be returned by the function
// RM-HMC: HMC options + below
int rmhmc_fp_steps = 5; // number of fixed point iteration steps
// MALA
int mala_n_draws = 1E04;
int mala_n_burnin = 1E04;
double mala_step_size = 1.0;
arma::mat mala_precond_mat;
double mala_accept_rate; // will be returned by the function
// RWMH
int rwmh_n_draws = 1E04;
int rwmh_n_burnin = 1E04;
double rwmh_par_scale = 1.0;
arma::mat rwmh_cov_mat;
double rwmh_accept_rate; // will be returned by the function
};
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