/* * mcmc.hpp * * Created on: May 14, 2013 * Author: abduz */ #ifndef MCMC_HPP_ #define MCMC_HPP_ #include #include #include #include #include using namespace alglib; using namespace std; typedef real_1d_array vec; typedef real_2d_array vec2; typedef integer_1d_array ivec; typedef integer_2d_array ivec2; class mcmc { int npar; double(*loglikelihood)(vec&,void*); void*ptr; hqrndstate rnd; public: int nrun,nburn,nwk,ncheck; double avalue; mcmc(int np,double (*f)(vec&,void*),void *p); void setseed(int s1,int s2 ){hqrndseed(s1,s2,rnd);} void run( vec& , vec& , const char*fname="mcmc.dat"); virtual ~mcmc(); }; #endif /* MCMC_HPP_ */