mcmc.h File Reference

#include "cmp_defines.h"
#include "distribution.h"
#include <algorithm>
#include <cmath>
#include <iostream>
#include <iomanip>
#include <vector>
#include <limits>
#include <random>
#include <Eigen/Dense>

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Classes
class	cmp::mcmc::MarkovChain< ProposalType >
	Represents a single Markov Chain utilizing Delayed Rejection Adaptive Metropolis (DRAM) for sampling. More...
class	cmp::mcmc::EvolutionaryMarkovChain
	Implements an Evolutionary Markov Chain Monte Carlo sampler. More...

Namespaces
namespace	cmp
namespace	cmp::mcmc

Functions
double	cmp::mcmc::log1m (double a)
template<typename ProposalType >
double	cmp::mcmc::multiChainDiagnosis (const std::vector< MarkovChain< ProposalType > > &chains)
	Computes the Gelman-Rubin convergence diagnostic metric (R-hat).