DFI Class Reference

#include <dfi.h>

Public Member Functions
	DFI ()
	DFI (string inputfile)
	~DFI ()
void	dataInference ()
void	dataRefit ()
void	buildKDE (Array1D< int > KDEdim)
void	genSamples (Array2D< double > &pdf)
void	buildSurrogateModel ()
void	loadSurrogateModel ()
void	testSurrogateModel ()

Private Member Functions
void	defineData (dataPosteriorInformation &dataPostInfo)
void	defineConstraints (dataPosteriorInformation &dataPostInfo)
void	specifyNominalParams (dataPosteriorInformation &dataPostInfo)
void	runModel (Array1D< double > &modelDataY, Array1D< double > &modelDataX, Array1D< double > &parameters, Array1D< double > &hyperparameters)

Private Attributes
int	seed
dataPosteriorInformation	dataPostInfo
parameterPosteriorInformation	paramPostInfo
stringstream	logFileName
ofstream	logFile
Array1D< double >	noisyData
double	dataScale
int	dataChainNumSamples
int	dataChainNumSamples_burnin
double	errorOptChainNumSamples
double	targetDataChainAcceptanceRatio
double	dataChainAcceptanceRatio
double	dataPosteriorMode
double	dataChainPropCov_init
double	dataChainPropCov_fac
Array2D< double >	dataChainPropCovMatrix

Constructor & Destructor Documentation

DFI() [1/2]

DFI::DFI

(

)

set data dimension

set the seed

DFI() [2/2]

DFI::DFI

(

string

inputfile

)

set data dimension

set data dimension

set the seed

~DFI()

DFI::~DFI

(

)

Member Function Documentation

buildKDE()

void DFI::buildKDE

(

Array1D< int >

KDEdim

)

buildSurrogateModel()

void DFI::buildSurrogateModel

(

)

dataInference()

void DFI::dataInference

(

)

redefine initial MCMC proposal distribution covariance matrix to adjust the acceptance ratio

dataRefit()

void DFI::dataRefit

(

)

set data dimension (as read from data chain file)

defineConstraints()

void DFI::defineConstraints ( dataPosteriorInformation & dataPostInfo )

inlineprivate

defineData()

void DFI::defineData ( dataPosteriorInformation & dataPostInfo )

inlineprivate

genSamples()

void DFI::genSamples

(

Array2D< double > &

pdf

)

loadSurrogateModel()

void DFI::loadSurrogateModel

(

)

runModel()

void DFI::runModel ( Array1D< double > & modelDataY, Array1D< double > & modelDataX, Array1D< double > & parameters, Array1D< double > & hyperparameters )

inlineprivate

specifyNominalParams()

void DFI::specifyNominalParams ( dataPosteriorInformation & dataPostInfo )

inlineprivate

testSurrogateModel()

void DFI::testSurrogateModel

(

)

Member Data Documentation

dataChainAcceptanceRatio

double DFI::dataChainAcceptanceRatio

private

dataChainNumSamples

int DFI::dataChainNumSamples

private

dataChainNumSamples_burnin

int DFI::dataChainNumSamples_burnin

private

dataChainPropCov_fac

double DFI::dataChainPropCov_fac

private

dataChainPropCov_init

double DFI::dataChainPropCov_init

private

dataChainPropCovMatrix

Array2D<double> DFI::dataChainPropCovMatrix

private

dataPosteriorMode

double DFI::dataPosteriorMode

private

dataPostInfo

dataPosteriorInformation DFI::dataPostInfo

private

dataScale

double DFI::dataScale

private

errorOptChainNumSamples

double DFI::errorOptChainNumSamples

private

logFile

ofstream DFI::logFile

private

logFileName

stringstream DFI::logFileName

private

noisyData

Array1D<double> DFI::noisyData

private

paramPostInfo

parameterPosteriorInformation DFI::paramPostInfo

private

seed

int DFI::seed

private

targetDataChainAcceptanceRatio

double DFI::targetDataChainAcceptanceRatio

private

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The documentation for this class was generated from the following files:

• dfi.h
• dfi.cpp