MeanWalker
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00001 /* 00002 00003 This file is a part of MeanWalker, a library which provides utilities to 00004 sample from probability distributions using methods like the 00005 Metropilis-Hastings algorithm and Goodman-Weare algorithm. 00006 00007 Copyright (C) 2012 Jori Liesenborgs 00008 00009 Contact: jori.liesenborgs@gmail.com 00010 00011 This program is free software; you can redistribute it and/or modify 00012 it under the terms of the GNU General Public License as published by 00013 the Free Software Foundation; either version 2 of the License, or 00014 (at your option) any later version. 00015 00016 This program is distributed in the hope that it will be useful, 00017 but WITHOUT ANY WARRANTY; without even the implied warranty of 00018 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 00019 GNU General Public License for more details. 00020 00021 You should have received a copy of the GNU General Public License 00022 along with this program; if not, write to the Free Software 00023 Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA 00024 00025 */ 00026 00031 #ifndef MEANWALKER_GOODMANWEAREWALKERS_H 00032 00033 #define MEANWALKER_GOODMANWEAREWALKERS_H 00034 00035 #include "meanwalkerconfig.h" 00036 #include "walker.h" 00037 #include <errut/errorbase.h> 00038 #include <vector> 00039 00040 namespace meanwalker 00041 { 00042 00043 class RandomNumberGenerator; 00044 00058 class MEANWALKER_IMPORTEXPORT GoodmanWeareWalkers : public Walker 00059 { 00060 public: 00062 GoodmanWeareWalkers(RandomNumberGenerator *pRndGen); 00063 ~GoodmanWeareWalkers(); 00064 00081 bool init(Function *pProbFunction, const double *pStartCoordCenter, double startCoordRadius, 00082 double a = 2.0, int Nwalkers = 0); 00083 00102 bool init(Function *pProbFunction, const double *pStartCoordCenter, const double *pStartCoordRadii, 00103 double a = 2.0, int Nwalkers = 0); 00104 00105 void walk(size_t numSteps); 00106 const double *getBestCoordinates() const { return &(m_bestCoords[0]); } 00107 00109 size_t getNumberOfWalkers() const { return m_walkers.size(); } 00110 private: 00111 struct InternalWalker 00112 { 00113 std::vector<double> m_coords; 00114 double m_prob; 00115 }; 00116 00117 std::vector<double> m_bestCoords; 00118 std::vector<double> m_tmp; 00119 std::vector<InternalWalker> m_walkers; 00120 double m_a, m_aScale, m_aOffset; 00121 size_t m_nextStartPos; 00122 }; 00123 00124 } // end namespace 00125 00126 #endif // MEANWALKER_GOODMANWEAREWALKERS_H 00127