chains.hpp File Reference

#include <algorithm>
#include <cmath>
#include <iostream>
#include <map>
#include <stdexcept>
#include <string>
#include <sstream>
#include <utility>
#include <vector>
#include <fstream>
#include <cstdlib>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/stats.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/tail_quantile.hpp>
#include <boost/accumulators/statistics/variance.hpp>
#include <boost/accumulators/statistics/covariance.hpp>
#include <boost/accumulators/statistics/variates/covariate.hpp>
#include <boost/random/uniform_int_distribution.hpp>
#include <boost/random/additive_combine.hpp>
#include <stan/math/matrix.hpp>
#include <stan/prob/autocorrelation.hpp>
#include <stan/prob/autocovariance.hpp>

Go to the source code of this file.

Classes
class	stan::mcmc::chains< RNG >
	An mcmc::chains object stores parameter names and dimensionalities along with samples from multiple chains. More...

Namespaces
	stan
	Probability, optimization and sampling library.
	stan::mcmc
	Markov chain Monte Carlo samplers.

Functions
const std::vector< std::string > &	stan::mcmc::test_match_return_names (const std::vector< std::string > &names, const std::vector< std::vector< size_t > > &dimss)
void	stan::mcmc::validate_prob (double p)
void	stan::mcmc::validate_dims_idxs (const std::vector< size_t > &dims, const std::vector< size_t > &idxs)
	Validate the specified indexes with respect to the specified dimensions. More...
size_t	stan::mcmc::get_offset (const std::vector< size_t > &dims, const std::vector< size_t > &idxs)
	Return the offset in last-index major indexing for the specified indexes given the specified number of dimensions. More...
void	stan::mcmc::increment_indexes (const std::vector< size_t > &dims, std::vector< size_t > &idxs)
	Increments the specified indexes to refer to the next value in an array given by the specified dimensions. More...
template<class RNG >
void	stan::mcmc::permutation (std::vector< size_t > &x, size_t n, RNG &rng)
	Write a permutation into the specified vector of the specified size using the specified Boost random number generator. More...
template<typename T >
void	stan::mcmc::permute (const std::vector< size_t > &pi, const std::vector< T > &x_from, std::vector< T > &x_to)
	Write the specified permutation of the first vector into the second vector. More...
void	stan::mcmc::read_variables (const std::string filename, const size_t skip, std::vector< std::string > &names, std::vector< std::vector< size_t > > &dimss)
	Reads variable names and dims from a csv output file. More...
template<typename RNG >
size_t	stan::mcmc::add_chain (stan::mcmc::chains< RNG > &chains, const size_t chain, const std::string filename, const size_t skip)
	Adds a chain from a csv file. More...