Sampler.h

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/********************************************************************
 *  Copyright (C) 2014 by Federico Marulli and Alfonso Veropalumbo  *
 *  federico.marulli3@unibo.it                                      *
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 *  GNU General Public License for more details.                    *
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#ifndef __SAMP__
#define __SAMP__
 
#include "Distribution.h"
 
 
// ============================================================================================
 
 
namespace cbl {
 
  namespace statistics {
 
    enum class SamplerType {
 
      _MetropolisHastings_,
 
      _StretchMove_,
      
    };
 
    inline std::vector<std::string> SamplerTypeNames () { return {"MetropolisHastings", "StretchMove"}; }
 
    inline SamplerType SamplerTypeCast (const int samplerTypeIndex) { return castFromValue<SamplerType>(samplerTypeIndex); }
 
    inline SamplerType SamplerTypeCast (const std::string samplerTypeName) { return castFromName<SamplerType>(samplerTypeName, SamplerTypeNames()); }
 
    inline std::vector<SamplerType> SamplerTypeCast (const std::vector<int> samplerTypeIndeces) { return castFromValues<SamplerType>(samplerTypeIndeces); } 
 
    inline std::vector<SamplerType> SamplerTypeCast (const std::vector<std::string> samplerTypeNames) { return castFromNames<SamplerType>(samplerTypeNames, SamplerTypeNames()); }
    
    class Sampler
    {
      
    protected:
 
      int m_nwalkers;
 
      int m_chain_size;
 
      int m_npar;
 
      int m_npar_free;
 
      std::function<double(std::vector<double> &)> m_function;
 
      std::vector<double> m_acceptance;
 
      bool m_use_python;
 
      std::vector<std::vector<double>> m_function_chain;
 
      std::vector<std::vector<std::vector<double>>> m_chains;
 
      std::shared_ptr<random::DistributionRandomNumbers>m_set_gz (const int seed, const double aa=2);
 
      void m_initialize_chains (const std::vector<std::vector<double>> start);
      
      void m_initialize_chains_parallel (const std::vector<std::vector<double>> start);
 
      void m_sample_stretch_move_parallel_cpp (const int chain_size, const int nwalkers, const std::vector<std::vector<double>> start, const int seed=4241, const double aa=2);
 
      void m_sample_stretch_move_parallel_py (const int chain_size, const int nwalkers, const std::vector<std::vector<double>> start, const int seed=4241, const double aa=2);
 
    public:
 
 
      Sampler () = default;
 
      Sampler (const int npar, const std::function<double(std::vector<double> &)> function) : m_npar(npar), m_npar_free(npar) {set_function(function);}
 
      Sampler (const int npar, const int npar_free, const std::function<double(std::vector<double> &)> function) : m_npar(npar), m_npar_free(npar_free) {set_function(function);}
 
      ~Sampler () = default;
 
 
      double operator () (std::vector<double> &pp) 
      { 
    return m_function(pp);
      }
 
      double get_chain (const int par, const int chain, const int step) {return m_chains[step][chain][par];}
 
      std::vector<std::vector<std::vector<double>>> get_chain () {return m_chains;}
 
      double get_function (const int chain, const int step) {return m_function_chain[step][chain];}
 
      void get_chain_function_acceptance(std::vector<std::vector<double>> &chains, std::vector<double> &function, std::vector<double> &acceptance, const int start=0, const int thin=1);
 
      void set_chain (const int npar, const int npar_free, const int chain_size, const int nwalkers);
 
      void set_function (const std::function<double(std::vector<double> &)> function);
 
      void sample_stretch_move (const int chain_size, const int nwalkers, const std::vector<std::vector<double>> start, const int seed=4241, const double aa=2, const std::string outputFile=cbl::par::defaultString);
 
      void sample_stretch_move_parallel (const int chain_size, const int nwalkers, const std::vector<std::vector<double>> start, const int seed=4241, const double aa=2);
 
      void write_chain (const std::string dir_output, const std::string file, const int start, const int thin);
      
    };
  }
}
 
#endif