A class containing the parameters of a maximum of the likelihood function. More...

#include <MCMC.h>

Collaboration diagram for Peak:

Public Member Functions
	Peak (const Model *m, int maxx=0)

void	findPeak ()

bool	adjuststeps ()

Public Attributes
const Model *	model

parameters	pr

double	lmax

double	llmax

double	area

double	larea

bool	max

Detailed Description

A class containing the parameters of a maximum of the likelihood function.

Definition at line 11 of file MCMC.h.

Constructor & Destructor Documentation

Peak::Peak	(	const Model *	m,
		int	maxx = `0`
	)

inline

Definition at line 13 of file MCMC.h.

                                         : model(m), pr(m->generateparameters(maxx)), max(maxx){
                 lmax=model->likelihood(pr);
                 }

Member Function Documentation

bool Peak::adjuststeps ( )

inline

Definition at line 136 of file MCMC.h.

References parameters::area().

                           {
                  parameters p1(pr);
                  for(uint i=0;i<pr.size(); i++){
                            double s=p1[i].step;
                            p1[i].value+=s;
                            double x=(lmax-model->likelihood(p1))*2/lmax/s/s;
                            double x0=std::pow(2/(pr[i].max-pr[i].min),2);
                            if(x<x0) return 0;
                           // cout<<"X "<<x<<endl;
                            pr[i].step=1/sqrt(x);
                            p1[i].value-=s;
                            }
            area=pr.area();
            larea=area*lmax;
            return 1;
         }

Here is the call graph for this function:

void Peak::findPeak ( )

inline

Definition at line 17 of file MCMC.h.

References parameters::next().

Referenced by Proposal::findPeaks().

                        {
            llmax=model->loglike(pr,1,max);
            area=1;
           uint fixed=1e2;
           uint f=fixed;
           double d=1;
           //cout<<"f "<<f<<"llmax "<<llmax<<endl;
                 for(uint i=1e5;i;i--){
                         parameters p1(pr);
                         p1.next(model->r,d);
                         
                         double l1=llmax;
                         if(!model->veto(p1,max)){l1=model->loglike(p1,1,max);
                                 }
                         if(l1>llmax){pr=p1;  llmax=l1; f=fixed;}
                         else {f--; if(!f) {d/=100; f=fixed; if(d<1e-2) break;}}
                     }
            cout<<"d "<<d<<"llmax "<<llmax<<endl;
            if(llmax<-1000) lmax=0;
            else{lmax=exp(llmax);
                 area=pr.area();
             larea=area*lmax;
             }
            
         }