MIMCMCBox.h

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#ifndef MIMCMCBOX_H
#define MIMCMCBOX_H
 
#include "MUQ/SamplingAlgorithms/MHKernel.h"
#include "MUQ/SamplingAlgorithms/MIComponentFactory.h"
#include "MUQ/SamplingAlgorithms/MIKernel.h"
#include "MUQ/SamplingAlgorithms/RemoteMIProposal.h"
#include "MUQ/Utilities/AnyHelpers.h"
#include "MUQ/Utilities/MultiIndices/MultiIndexFactory.h"
 
#include <boost/property_tree/ptree.hpp>
 
#include <iostream>
#include <fstream>
 
namespace pt = boost::property_tree;
using namespace muq::Utilities;
 
namespace muq {
  namespace SamplingAlgorithms {
 
    class MIMCMCBox {
    public:
 
      MIMCMCBox(std::shared_ptr<MIComponentFactory> componentFactory, 
                std::shared_ptr<MultiIndex> boxHighestIndex);
 
      void Sample();
 
      Eigen::VectorXd MeanParam();
 
      Eigen::VectorXd MeanQOI();
 
      void DrawChain(std::shared_ptr<SingleChainMCMC> chain, std::string chainid, std::ofstream& graphfile) const;
 
      void Draw(std::ofstream& graphfile, bool drawSamples = true) const;
 
      std::shared_ptr<SingleChainMCMC> FinestChain();
 
      std::shared_ptr<SingleChainMCMC> GetChain(std::shared_ptr<MultiIndex> index);
 
      std::shared_ptr<MultiIndexSet> GetBoxIndices();
 
      std::shared_ptr<AbstractSamplingProblem> GetFinestProblem();
 
      std::shared_ptr<MultiIndex> GetHighestIndex();
      std::shared_ptr<MultiIndex> GetLowestIndex();
 
      std::shared_ptr<SampleCollection> GetQOIDiff();
 
      void WriteToFile(std::string filename);
 
    private:
 
      // Creates a path of multiindices back to zero, preferring a route along the diagonal
      std::shared_ptr<MultiIndexSet> CreateRootPath(std::shared_ptr<MultiIndex> index);
 
      std::shared_ptr<SampleCollection> QOIDiff;
 
      std::shared_ptr<MIComponentFactory> componentFactory;
      std::shared_ptr<MultiIndex> boxHighestIndex;
      std::shared_ptr<MultiIndex> boxLowestIndex;
      std::shared_ptr<MultiIndexSet> boxIndices;
      std::vector<std::shared_ptr<SingleChainMCMC>> boxChains;
      std::vector<std::shared_ptr<SingleChainMCMC>> tailChains;
      std::shared_ptr<AbstractSamplingProblem> finestProblem;
    };
 
  }
}
 
#endif