model_inf.cpp File Reference

Command-line utility for model parameter inference. More...

#include <unistd.h>
#include <stdlib.h>
#include <time.h>
#include <sstream>
#include <map>
#include <iostream>
#include <string>
#include <math.h>
#include <getopt.h>
#include "func.h"
#include "post.h"
#include "mrv.h"
#include "inference.h"
#include "mcmc.h"
#include "tools.h"
#include "arrayio.h"
#include "arraytools.h"

Macros
#define	MODELTYPE   "linear"
	default model type
#define	LIKTYPE   "classical"
	default likelihood type
#define	LIKPARAM_DBL   0.01
	default likelihood parameter of type double
#define	LIKPARAM_INT   1000
	default likelihood parameter of type int
#define	PRIORTYPE   "uniform"
	default prior type
#define	PRIORA   -DBL_MAX
	default prior parameter #1
#define	PRIORB   DBL_MAX
	default prior parameter #2
#define	XFILE   "xdata.dat"
	default xfile
#define	YFILE   "ydata.dat"
	default yfile
#define	PDIM   2
	default model parameter dimensionailty
#define	ORDER   1
	default parameter pdf order
#define	PDFTYPE   "pct"
	default parameter pdf type
#define	PCTYPE   "HG"
	default parameter pc for parameter pdf
#define	DATANOISE   0.1
	default datanoise
#define	NMCMC   10000
	default number of MCMC steps
#define	MCMCGAMMA   0.1
	default MCMC gamma (i.e. proposal size factor) for adaptive MCMC
#define	FBURN   10
	default burn-in ratio
#define	NSTEP   5
	default chain thinning

Functions
int	usage ()
	Displays information about this program.
int	main (int argc, char *argv[])
	Main program: Bayesian inference of a few standard function types.

Detailed Description

Command-line utility for model parameter inference.

Author

K. Sargsyan 2015 -

Macro Definition Documentation

DATANOISE

#define DATANOISE   0.1

default datanoise

FBURN

#define FBURN   10

default burn-in ratio

LIKPARAM_DBL

#define LIKPARAM_DBL   0.01

default likelihood parameter of type double

LIKPARAM_INT

#define LIKPARAM_INT   1000

default likelihood parameter of type int

LIKTYPE

#define LIKTYPE   "classical"

default likelihood type

MCMCGAMMA

#define MCMCGAMMA   0.1

default MCMC gamma (i.e. proposal size factor) for adaptive MCMC

MODELTYPE

#define MODELTYPE   "linear"

default model type

NMCMC

#define NMCMC   10000

default number of MCMC steps

NSTEP

#define NSTEP   5

default chain thinning

ORDER

#define ORDER   1

default parameter pdf order

PCTYPE

#define PCTYPE   "HG"

default parameter pc for parameter pdf

PDFTYPE

#define PDFTYPE   "pct"

default parameter pdf type

PDIM

#define PDIM   2

default model parameter dimensionailty

PRIORA

#define PRIORA   -DBL_MAX

default prior parameter #1

PRIORB

#define PRIORB   DBL_MAX

default prior parameter #2

PRIORTYPE

#define PRIORTYPE   "uniform"

default prior type

XFILE

#define XFILE   "xdata.dat"

default xfile

YFILE

#define YFILE   "ydata.dat"

default yfile

Function Documentation

main()

int main	(	int	argc,
		char *	argv[] )

Main program: Bayesian inference of a few standard function types.

Set the defaults, where necessary

Parse input arguments

Read datafiles

Read the indices of randomized parameters

Run the inference

Write the outputs

usage()

int usage

(

)

Displays information about this program.