/usr/include/JAGS/sampler/Metropolis.h is in jags 3.4.0-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 | #ifndef METROPOLIS_H_
#define METROPOLIS_H_
#include <sampler/SampleMethod.h>
#include <vector>
class StochasticNode;
/**
* @short Metropolis-Hastings sampling method
*
* This class is used by Metropolis Hastings samplers. It provides
* only basic infrastructure.
*
* The Metropolis class provides no update member function. A subclass
* of Metropolis must provide this. It should contain one or more
* calls to Metropolis#setValue, calculate the acceptance probability,
* and then call the function Metropolis#accept.
*/
class Metropolis : public SampleMethod
{
std::vector<double> _last_value;
bool _adapt;
Metropolis(Metropolis const &);
Metropolis &operator=(Metropolis const &);
public:
Metropolis(std::vector<double> const &value);
~Metropolis();
/**
* Gets the current value array of the Metropolis object.
*/
virtual void getValue(std::vector<double> &value) const = 0;
/**
* Sets the value of the Metropolis object.
*
* @param value Pointer to the beginning of an array of values
*
* @param length Length of the supplied value array
*/
virtual void setValue(std::vector<double> const &value) = 0;
/**
* Accept current value with probabilty p. If the current value is
* not accepted, the Metropolis object reverts to the value at the
* last successful call to accept. The first call to accept is
* always successful and neither rng nor prob is referenced. A
* subclass of Metropolis may therefore call accept in the
* constructor in order to store the initial value.
*
* @param rng Random number generator.
*
* @param prob Probability of accepting the current value.
*
* @returns success indicator
*/
bool accept(RNG *rng, double prob);
/**
* Rescales the proposal distribution. This function is called by
* Metropolis#accept when the sampler is in adaptive
* mode. Rescaling may depend on the acceptance probability.
*
* @param prob Acceptance probability
*/
virtual void rescale(double prob) = 0;
/**
* The Metropolis-Hastings method is adaptive. The process of
* adaptation is specific to each subclass and is defined by the
* rescale member function
*/
bool isAdaptive() const;
/**
* Turns off adaptive mode
*/
void adaptOff();
/**
* length of the value vector
*/
unsigned int length() const;
};
#endif /* METROPOLIS_H_ */
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