Adaptation Methods

A base class with virtual functions to adapt parameters.

Defines

__SMC_ADAPTMETHODS_H

namespace smc

The Sequential Monte Carlo namespace.

The classes and functions within this namespace are intended to be used for producing implemenetations of SMC samplers and related simulation techniques.

template<class Space, class Params>
class adaptMethods

#include <adaptMethods.h>

A base class which contains the algorithm parameters and virtual functions to adapt them.

Public Functions

inline virtual ~adaptMethods()

Free the workspace allocated for the algorithm parameters.

inline virtual void updateForMove(Params&, const population<Space> &pop)

Holder function for updates to be done before the move step.

inline virtual void updateForMCMC(Params&, const population<Space> &pop, double acceptProb, int nResampled, int &nRepeats)

Holder function for updates to be done before the MCMC step.

inline virtual void updateEnd(Params&, const population<Space> &pop)

Holder function for updates to be done at the end of each iteration.