MarkovChain.h

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#ifndef MarkovChain_H
#define MarkovChain_H
 
#include "MUQ/SamplingAlgorithms/SampleCollection.h"
 
namespace muq {
  namespace SamplingAlgorithms{
 
    class MarkovChain : public SampleCollection
    {
    public:
 
      MarkovChain() = default;
 
      virtual ~MarkovChain() = default;
 
      virtual Eigen::VectorXd ESS(std::string const& method="Batch") const override{return ESS(-1,method);};
      virtual Eigen::VectorXd ESS(int blockDim) const override{return ESS(blockDim,"");};
      virtual Eigen::VectorXd ESS(int blockDim, std::string const& method) const override;
 
      virtual Eigen::VectorXd StandardError(std::string const& method="Batch") const override{return StandardError(-1,method);};
      virtual Eigen::VectorXd StandardError(int blockDim) const override{return StandardError(blockDim,"Batch");};
      virtual Eigen::VectorXd StandardError(int blockDim, std::string const& method) const override;
      
      Eigen::VectorXd WolffESS(int blockDim) const;
 
      Eigen::VectorXd WolffError(int blockDim) const;
 
      static double SingleComponentWolffESS(Eigen::Ref<const Eigen::VectorXd> const& trace);
 
      virtual std::shared_ptr<SampleCollection> segment(unsigned int startInd, unsigned int length, unsigned int skipBy=1) const override;
 
    private:
 
 
      std::vector<std::unordered_map<std::string, boost::any> > meta;
 
    }; // class MarkovChain
  }
}
 
#endif