Diagnostics.h

Go to the documentation of this file.

#ifndef DIAGNOSTICS_H_
#define DIAGNOSTICS_H_
 
#include <vector>
 
#include "MUQ/SamplingAlgorithms/SampleCollection.h"
#include "MUQ/SamplingAlgorithms/SampleEstimator.h"
 
#include <boost/property_tree/ptree.hpp>
 
namespace muq{
  namespace SamplingAlgorithms{
 
    namespace Diagnostics{
      template<typename EstimatorType>
      Eigen::VectorXd Rhat(std::vector<std::shared_ptr<EstimatorType>> const& estimators,
                           boost::property_tree::ptree                           options = boost::property_tree::ptree());
 
      Eigen::VectorXd BasicRhat(std::vector<std::shared_ptr<SampleEstimator>> const& collections);
 
      double BasicMPSRF(std::vector<std::shared_ptr<SampleEstimator>> const& collections);
 
      std::vector<std::shared_ptr<SampleCollection>> SplitChains(std::vector<std::shared_ptr<const SampleCollection>> const& collections, unsigned int numSegs=2);
      std::vector<std::shared_ptr<SampleCollection>> SplitChains(std::vector<std::shared_ptr<SampleCollection>> const& origChains, unsigned int numSegments=2);
 
      std::vector<std::shared_ptr<SampleCollection>> TransformChains(std::vector<std::shared_ptr<SampleCollection>> const& collections);
 
 
      std::vector<Eigen::VectorXd> ComputeRanks(std::vector<std::shared_ptr<SampleCollection>> const& collections,
                                                unsigned int                                          dim);
 
    } // namespace Diagnostics
  } // namespace SamplingAlgorithms
} // namespace muq
 
#endif // #ifndef DIAGNOSTICS_H_