2016-06-08 19:38:54 +00:00
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/*
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* mcmc.hpp
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*
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* Created on: May 14, 2013
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* Author: abduz
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*/
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#ifndef MCMC_HPP_
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#define MCMC_HPP_
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2016-06-29 17:06:18 +00:00
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#include <alglib/ap.h>
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#include <alglib/alglibmisc.h>
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2016-06-08 19:38:54 +00:00
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#include <fstream>
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#include <iostream>
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#include <iomanip>
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using namespace alglib;
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using namespace std;
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typedef real_1d_array vec;
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typedef real_2d_array vec2;
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typedef integer_1d_array ivec;
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typedef integer_2d_array ivec2;
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class mcmc {
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int npar; double(*loglikelihood)(vec&,void*); void*ptr;
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hqrndstate rnd;
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public:
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int nrun,nburn,nwk,ncheck; double avalue;
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mcmc(int np,double (*f)(vec&,void*),void *p);
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void setseed(int s1,int s2 ){hqrndseed(s1,s2,rnd);}
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void run( vec& , vec& , const char*fname="mcmc.dat");
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virtual ~mcmc();
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};
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#endif /* MCMC_HPP_ */
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