File sample_correlation_matrices.hpp

Functions

template<typename NT, typename MT>
MT getCoefficientsFromMatrix(const MT &mat)

Functions to sample correlation matrices w.r.t. a truncated density.

template<typename WalkTypePolicy, typename PointType, typename RNGType, typename PointList>
void uniform_correlation_sampling(const unsigned int &n, PointList &randPoints, const unsigned int &walkL, const unsigned int &num_points, unsigned int const &nburns)

template<typename WalkTypePolicy, typename PointType, typename RNGType, typename MT>
void uniform_correlation_sampling_MT(const unsigned int &n, std::list<MT> &randCorMatrices, const unsigned int &walkL, const unsigned int &num_points, unsigned int const &nburns)

template<typename WalkTypePolicy, typename PointType, typename RNGType, typename PointList, typename NT>
void gaussian_correlation_sampling(const unsigned int &n, PointList &randPoints, const unsigned int &walkL, const unsigned int &num_points, const NT &a, unsigned int const &nburns = 0)

template<typename WalkTypePolicy, typename PointType, typename RNGType, typename MT, typename NT>
void gaussian_correlation_sampling_MT(const unsigned int &n, std::list<MT> &randCorMatrices, const unsigned int &walkL, const unsigned int &num_points, const NT &a, unsigned int const &nburns = 0)

template<typename WalkTypePolicy, typename PointType, typename RNGType, typename PointList, typename NT, typename VT>
void exponential_correlation_sampling(const unsigned int &n, PointList &randPoints, const unsigned int &walkL, const unsigned int &num_points, const VT &c, const NT &T, unsigned int const &nburns = 0)

template<typename WalkTypePolicy, typename PointType, typename RNGType, typename MT, typename NT, typename VT>
void exponential_correlation_sampling_MT(const unsigned int &n, std::list<MT> &randCorMatrices, const unsigned int &walkL, const unsigned int &num_points, const VT &c, const NT &T, unsigned int const &nburns = 0)