util.hpp File Reference

#include <cstddef>
#include <stdexcept>
#include <boost/random/uniform_01.hpp>
#include <boost/random/mersenne_twister.hpp>
#include <boost/exception/diagnostic_information.hpp>
#include <boost/exception_ptr.hpp>
#include <stan/math/util.hpp>
#include <stan/model/prob_grad.hpp>

Go to the source code of this file.

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

Functions
void	stan::mcmc::write_error_msgs (std::ostream *error_msgs, const std::domain_error &e)
double	stan::mcmc::leapfrog (stan::model::prob_grad &model, std::vector< int > z, std::vector< double > &x, std::vector< double > &m, std::vector< double > &g, double epsilon, std::ostream *error_msgs=0, std::ostream *output_msgs=0)
	Computes the log probability for a single leapfrog step in Hamiltonian Monte Carlo. More...
double	stan::mcmc::rescaled_leapfrog (stan::model::prob_grad &model, std::vector< int > z, const std::vector< double > &step_sizes, std::vector< double > &x, std::vector< double > &m, std::vector< double > &g, double epsilon, std::ostream *error_msgs=0, std::ostream *output_msgs=0)
int	stan::mcmc::sample_unnorm_log (std::vector< double > probs, boost::uniform_01< boost::mt19937 & > &rand_uniform_01)