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DerivInformedPropCovLogitTK< V, M > Class Template Reference

Dakota transition kernel that updates proposal covariance based on derivatives (for logit random walk case) More...

Public Member Functions

 DerivInformedPropCovLogitTK (const char *prefix, const QUESO::VectorSet< V, M > &vectorSet, const std::vector< double > &scales, const M &covMatrix, NonDQUESOBayesCalibration *queso_instance)
 Constructor for derivative-informed logit proposal covariance.
 
virtual ~DerivInformedPropCovLogitTK ()
 Destructor for derivative-informed logit proposal covariance.
 
virtual void updateTK () override
 
virtual bool covMatrixIsDirty () override
 whether the covariance matrix has been updated
 
virtual void cleanCovMatrix () override
 dependent algorithms have taken necessary cleanup actions
 

Private Attributes

const QUESO::VectorSet< V, M > & m_vectorSet
 calibration parameter vector set (note: hides base class member)
 
bool covIsDirty
 whether we've updated the proposal covariance
 
unsigned int chainIndex
 index into current chain position
 
NonDQUESOBayesCalibrationnonDQUESOInstance
 Dakota QUESO instance for callbacks.
 

Detailed Description

template<class V, class M>
class Dakota::DerivInformedPropCovLogitTK< V, M >

Dakota transition kernel that updates proposal covariance based on derivatives (for logit random walk case)


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