versatile-mcmc  0.1.7
Public Member Functions | List of all members
vmcmc::ChainStatistics Class Reference

Calculates statistical momenta and properties for a given Chain of Samples. More...

#include <chain.hpp>

Public Member Functions

 ChainStatistics (const Chain &sampleChain)
 
const Chain & GetChain () const
 
void Reset ()
 
void SelectRange (ptrdiff_t startIndex=0, ptrdiff_t endIndex=-1)
 
void SelectPercentageRange (double start=0.0, double end=1.0)
 
std::pair< size_t, size_t > GetIndices () const
 
std::pair< Chain::const_iterator, Chain::const_iterator > GetIterators () const
 
size_t NumberOfParams () const
 
const Sample & GetMode ()
 
Sample & GetMean ()
 
double GetMedian (size_t paramIndex)
 
const Vector & GetVariance ()
 
const Vector & GetError ()
 
const Vector & GetRms ()
 
const MatrixLower & GetCovarianceMatrix ()
 
const MatrixUnitLower & GetCorrelationMatrix ()
 
const MatrixLower & GetCholeskyDecomposition ()
 
const Vector & GetAutoCorrelation (size_t lag)
 
const Vector & GetAutoCorrelationTime ()
 
std::pair< double, double > GetConfidenceInterval (size_t iParam, double centralValue, double level)
 
double GetAccRate ()
 

Detailed Description

Calculates statistical momenta and properties for a given Chain of Samples.

All quantities are cached and calculated only once, unless they are reset by calling Reset() or re-adjusting the selected window of the chain with SelectRange().

The documentation for this class was generated from the following files:
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