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

NonDQUESOBayesCalibration *	nonDQUESOInstance
	Dakota QUESO instance for callbacks.

Detailed Description

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:

Public Member Functions