VolEsti
Getting Started
Installation Guide
How to create your first example using the C++ interface
Tutorials
Essential volesti tutorial in R
Log-concave sampling with VolEsti
C++ API Reference
Class list
File list
File DenseProductMatrix.h
File DualSOSConeStandardBarrier.h
File DualSOSConeStandardBarrier.hpp
File EigenDenseMatrix.h
File EigenvaluesProblems.h
File FullSpaceBarrier.h
File FullSpaceBarrier.hpp
File InterpolantDualSOSBarrier.h
File InterpolantDualSOSBarrier.hpp
File LHSCB.h
File LHSCB.hpp
File LMI.h
File LPStandardBarrier.h
File LPStandardBarrier.hpp
File NonSymmetricIPM.h
File NonSymmetricIPM.hpp
File ProductBarrier.h
File ProductBarrier.hpp
File SDPAFormatManager.h
File SumBarrier.h
File SumBarrier.hpp
File ZeroSpaceBarrier.h
File ZeroSpaceBarrier.hpp
File accelerated_billiard_walk_utils.hpp
File analytic_center.h
File auto_tuner.hpp
File autopoint.h
File ball.h
File ballintersectconvex.h
File barrier_center_ellipsoid.hpp
File barriers.h
File basis.hpp
File billiard_shake_and_bake_walk.hpp
File boltzmann_hmc_walk.hpp
File boost_random_number_generator.hpp
File boundary_cdhr_walk.hpp
File boundary_rdhr_walk.hpp
File cartesian_kernel.h
File collocation.hpp
File compute_diameter.hpp
File constraint_problem.h
File convex_bodies_generator.h
File convex_body.h
File copulas.h
File corre_matrix.hpp
File correlation_spectrahedron.hpp
File correlation_spectrahedron_MT.hpp
File crhmc_input.h
File crhmc_problem.h
File crhmc_utils.h
File crhmc_walk.hpp
File cxxtimer.hpp
File diagnostics.hpp
File dikin_walker.h
File dynamic_regularizer.hpp
File dynamic_step_size.hpp
File dynamic_weight.hpp
File effective_sample_size.hpp
File ellipsoid.h
File ellipsoid.hpp
File empquant.hpp
File ess_updater_autocovariance.hpp
File ess_window_updater.hpp
File estimate_L_smooth_parameter.hpp
File euler.hpp
File exact_vols.h
File exponential_hamiltonian_monte_carlo_exact_walk.hpp
File feasible_point.hpp
File full_dimensional_polytope.hpp
File gaussian_accelerated_billiard_walk.hpp
File gaussian_ball_walk.hpp
File gaussian_cdhr_walk.hpp
File gaussian_hamiltonian_monte_carlo_exact_walk.hpp
File gaussian_helpers.hpp
File gaussian_rdhr_walk.hpp
File generalized_leapfrog.hpp
File geweke.hpp
perform_geweke()
File gsoc_history.md
File h_polytopes_generator.h
File hamiltonian.hpp
File hamiltonian_monte_carlo_walk.hpp
File hpolytope.h
File implicit_midpoint.hpp
File indtest.hpp
File inscribed_ellipsoid_rounding.hpp
File integral_collocation.hpp
File interval_psrf.hpp
File john_walker.h
File known_polytope_generators.h
File langevin_walk.hpp
File leapfrog.hpp
File lewis_center.h
File linear_extensions.h
File math_functions.h
File math_helpers.hpp
File matplotlibcpp.h
File max_inscribed_ball.hpp
File max_inscribed_ellipsoid.hpp
File mcest.hpp
File mctest.hpp
File min_sampling_covering_ellipsoid_rounding.hpp
File misc.h
File misc_lp.h
File mmcs.hpp
File mp_solve_wrapper.hpp
File multithread_walks.hpp
File multivariate_psrf.hpp
File newton_raphson.hpp
File nlp_hpolyoracles.hpp
File nlp_oracles.hpp
File nlp_vpolyoracles.hpp
File nuts_hmc_walk.hpp
File ode_solvers.hpp
File opts.h
File oracle_autodiff_functors.hpp
File oracle_functors.hpp
File order_polytope_generator.h
File orderpolytope.h
File parallel_mmcs.hpp
File point.h
File poset.h
File ppnd.hpp
File print_diagnostics.hpp
File print_table.hpp
File quadratic_polynomial_solvers.hpp
File raftery.hpp
File random_point_generators.hpp
File random_point_generators_multithread.hpp
File README.md
File random_walks.hpp
File randomized_midpoint.hpp
File richardson_extrapolation.hpp
File root_finders.hpp
File rotating.hpp
File rounding_util_functions.hpp
File runge_kutta.hpp
File sample_correlation_matrices.hpp
File sampling.hpp
File sampling_policies.hpp
File scaling_ratio.hpp
File sdp_generator.h
File shake_and_bake_walk.hpp
File simple_MC_integration.hpp
File simplex.hpp
File simulated_annealing.hpp
File sliding_window.hpp
File solve_lp.h
File README.md
File sparse_uniform_billiard_walk.hpp
File spectrahedron.h
File sphere.hpp
File svd_rounding.hpp
File thin.hpp
File thin_samples.hpp
File two_sided_barrier.h
File uniform_accelerated_billiard_walk.hpp
File uniform_accelerated_billiard_walk_parallel.hpp
File uniform_ball_walk.hpp
File uniform_billiard_walk.hpp
File uniform_cdhr_walk.hpp
File uniform_dikin_walk.hpp
File uniform_john_walk.hpp
File uniform_rdhr_walk.hpp
File uniform_vaidya_walk.hpp
File univariate_psrf.hpp
File utils.cpp
File utils.h
File v_polytopes_generators.h
File vaidya_walker.h
File volume_cooling_balls.hpp
File volume_cooling_gaussians.hpp
File volume_cooling_gaussians_crhmc.hpp
File volume_cooling_hpoly.hpp
File volume_cooling_nonspherical_gaussians_crhmc.hpp
File volume_sequence_of_balls.hpp
File vpolyintersectvpoly.h
File vpolyoracles.h
File vpolytope.h
File weighted_two_sided_barrier.h
File z_polytopes_generators.h
File zonoIntersecthpoly.h
File zpolyoracles.h
File zpolytope.h
Namespace list
Struct list
Miscellaneous
Publications
Copyrights, Licenses & Credits
VolEsti
File list
File geweke.hpp
View page source
File geweke.hpp
Functions
template
<
typename
VT
,
typename
MT
,
typename
NT
>
bool
perform_geweke
(
MT
const
&
samples
,
NT
frac_first
=
0.1
,
NT
frac_last
=
0.5
,
NT
alpha
=
0.05
)