line::pfqn::NcOptions Struct Reference

The options fields compute_norm_const reads beyond the method itself. More...

#include <line/api/pfqn/pfqn_nc.h>

Public Attributes
std::size_t	samples = 100000
	SolverOptions('NC').samples.
unsigned long	seed = 23000
	SolverOptions('NC').seed.
double	tol = 1e-6
	handed to pfqn_comomrm
std::size_t	aghq_nodes = 3
	options.config.aghq_nodes: nodes per simplex direction of the adaptive Gauss-Hermite rule.
std::size_t	mcmc_batches = MCMC_DEFAULT_BATCHES
	options.config.mcmc_batches: batches pfqn_mcmc splits its run into
double	mcmc_burnin = MCMC_DEFAULT_BURNIN
	options.config.mcmc_burnin: warm-up fraction pfqn_mcmc discards

Detailed Description

The options fields compute_norm_const reads beyond the method itself.

Definition at line 215 of file pfqn_nc.h.

Member Data Documentation

aghq_nodes

std::size_t line::pfqn::NcOptions::aghq_nodes = 3

options.config.aghq_nodes: nodes per simplex direction of the adaptive Gauss-Hermite rule.

q = 1 reproduces pfqn_le and the rule costs q^(M-1) evaluations, so the default stays small.

Definition at line 222 of file pfqn_nc.h.

Referenced by line::pfqn::pfqn_nc(), and line::nc::solver_nc().

mcmc_batches

std::size_t line::pfqn::NcOptions::mcmc_batches = MCMC_DEFAULT_BATCHES

options.config.mcmc_batches: batches pfqn_mcmc splits its run into

Definition at line 224 of file pfqn_nc.h.

Referenced by line::pfqn::pfqn_nc(), and line::nc::solver_nc().

mcmc_burnin

double line::pfqn::NcOptions::mcmc_burnin = MCMC_DEFAULT_BURNIN

options.config.mcmc_burnin: warm-up fraction pfqn_mcmc discards

Definition at line 226 of file pfqn_nc.h.

Referenced by line::pfqn::pfqn_nc(), and line::nc::solver_nc().

samples

std::size_t line::pfqn::NcOptions::samples = 100000

SolverOptions('NC').samples.

Definition at line 216 of file pfqn_nc.h.

Referenced by line::pfqn::pfqn_nc(), line::pfqn::pfqn_ncld(), line::nc::solver_nc(), line::nc::solver_nc_joint(), line::nc::solver_nc_jointaggr(), line::nc::solver_nc_marg(), line::nc::solver_nc_margaggr(), and line::nc::solver_ncld().

seed

unsigned long line::pfqn::NcOptions::seed = 23000

SolverOptions('NC').seed.

Definition at line 217 of file pfqn_nc.h.

Referenced by line::pfqn::pfqn_nc(), line::pfqn::pfqn_ncld(), line::nc::solver_nc(), line::nc::solver_nc_joint(), line::nc::solver_nc_jointaggr(), line::nc::solver_nc_marg(), line::nc::solver_nc_margaggr(), and line::nc::solver_ncld().

tol

double line::pfqn::NcOptions::tol = 1e-6

handed to pfqn_comomrm

Definition at line 218 of file pfqn_nc.h.

Referenced by line::nc::solver_nc(), line::nc::solver_nc_joint(), line::nc::solver_nc_jointaggr(), line::nc::solver_nc_marg(), line::nc::solver_nc_margaggr(), and line::nc::solver_ncld().

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The documentation for this struct was generated from the following file:

• include/line/api/pfqn/pfqn_nc.h