RHat.cpp File Reference

This executable calculates the \( \hat{R} \) estimator for Markov Chain Monte Carlo (MCMC) convergence. More...

#include "Manager/Manager.h"
#include "Samples/SampleStructs.h"
#include "TObjArray.h"
#include "TChain.h"
#include "TFile.h"
#include "TBranch.h"
#include "TCanvas.h"
#include "TLine.h"
#include "TLegend.h"
#include "TString.h"
#include "TH1.h"
#include "TRandom3.h"
#include "TStopwatch.h"
#include "TColor.h"
#include "TStyle.h"
#include "TROOT.h"

Include dependency graph for RHat.cpp:

Go to the source code of this file.

Functions
void	PrepareChains ()
void	InitialiseArrays ()
void	RunDiagnostic ()
void	CalcRhat ()
void	SaveResults ()
void	DestroyArrays ()
double	CalcMedian (double arr[], int size)
void	CapVariable (double var, double cap)
int	main (int argc, char *argv[])

Variables
int *	Ntoys_requested
int *	Ntoys_filled
int	TotToys
int	NThin
int	Nchains
int	nDraw
std::vector< TString >	BranchNames
std::vector< std::string >	MCMCFile
std::vector< bool >	ValidPar
double *	S1_global
double *	S2_global
double **	S1_chain
double **	S2_chain
double **	Mean
double **	StandardDeviation
double *	MeanGlobal
double *	StandardDeviationGlobal
double *	BetweenChainVariance
double *	MarginalPosteriorVariance
double *	RHat
double *	EffectiveSampleSize

Detailed Description

This executable calculates the \( \hat{R} \) estimator for Markov Chain Monte Carlo (MCMC) convergence.

KS: This exe is meant to calculate the \( \hat{R} \) estimator. For a well-converged chain, this distribution should be centered at one. The \( \hat{R} \) statistic is used to assess the convergence of MCMC simulations and helps determine whether the chains have reached a stable distribution.

[29].

MJR: Update – Improved memory usage so that whole chains can be quickly loaded without requiring copious amounts of RAM. This comes at the cost of not being able to calculate the Folded RHat since finding the median requires the loading of full chains at a time. The method has been validated to give identical results to the "High Memory" (original) version at a fraction of the runtime and resources.

The input format is also slightly altered; since we can now load entire chains, there's less need to specify how many toys are desired for a sub-sample, so the Ntoys input has been removed.

KS: This exe is meant to calculate the \( \hat{R} \) estimator. For a well-converged chain, this distribution should be centered at one. The \( \hat{R} \) statistic is used to assess the convergence of MCMC simulations and helps determine whether the chains have reached a stable distribution.

[29].

Definition in file RHat.cpp.

Function Documentation

CalcMedian()

double CalcMedian	(	double	arr[],
		int	size
	)

Definition at line 680 of file RHat.cpp.

                                                {
// *******************
  std::sort(arr, arr+size);
  if (size % 2 != 0)
    return arr[size/2];
  return (arr[(size-1)/2] + arr[size/2])/2.0;
}

CalcRhat()

void CalcRhat

(

)

Definition at line 383 of file RHat.cpp.

                {
// *******************
 
  TStopwatch clock;
  clock.Start();
 
  //KS: Start parallel region
  // If we would like to do this for thousands of chains we might consider using GPU for this
  #ifdef MULTITHREAD
  #pragma omp parallel
  {
  #endif
 
    #ifdef MULTITHREAD
    #pragma omp for
    #endif
    //KS: loop over chains and draws are independent so might as well collapse for sweet cache hits
    //Calculate the mean for each parameter within each considered chain
    // MJR: Calculate using running totals to massively save on time and memory
    for (int m = 0; m < Nchains; ++m)
    {
      for (int j = 0; j < nDraw; ++j)
      {
        Mean[m][j] = S1_chain[m][j] / static_cast<double>(Ntoys_filled[m]);
        StandardDeviation[m][j] = S2_chain[m][j]/static_cast<double>(Ntoys_filled[m]) - Mean[m][j]*Mean[m][j];
      }
    }
 
    #ifdef MULTITHREAD
    #pragma omp for
    #endif
    //Calculate the mean for each parameter global means we include information from several chains
    for (int j = 0; j < nDraw; ++j)
    {
      for (int m = 0; m < Nchains; ++m)
      {
        StandardDeviationGlobal[j] += StandardDeviation[m][j];
      }
      MeanGlobal[j] = S1_global[j] / static_cast<double>(TotToys);
      StandardDeviationGlobal[j] = StandardDeviationGlobal[j] / static_cast<double>(Nchains);
    }
 
    #ifdef MULTITHREAD
    #pragma omp for
    #endif
    for (int j = 0; j < nDraw; ++j)
    {
      //KS: This term only makes sense if we have at least 2 chains
      if(Nchains == 1)
      {
        BetweenChainVariance[j] = 0.;
      }
      else
      {
        for (int m = 0; m < Nchains; ++m)
        {
          BetweenChainVariance[j] += ( Mean[m][j] - MeanGlobal[j])*( Mean[m][j] - MeanGlobal[j]) * Ntoys_filled[m];
        }
        BetweenChainVariance[j] = BetweenChainVariance[j]/(Nchains-1);
      }
    }
 
    int avgNtoys = TotToys/Nchains;
    #ifdef MULTITHREAD
    #pragma omp for
    #endif
    for (int j = 0; j < nDraw; ++j)
    {
      MarginalPosteriorVariance[j] = (avgNtoys-1) * StandardDeviationGlobal[j] / (avgNtoys) + BetweenChainVariance[j]/avgNtoys;
    }
 
    #ifdef MULTITHREAD
    #pragma omp for
    #endif
    //Finally calculate our estimator
    for (int j = 0; j < nDraw; ++j)
    {
      RHat[j] = sqrt(MarginalPosteriorVariance[j]/StandardDeviationGlobal[j]);
 
      //KS: For flat params values can be crazy so cap at 0
      CapVariable(RHat[j], 0);
    }
 
    #ifdef MULTITHREAD
    #pragma omp for
    #endif
    //KS: Additionally calculates effective step size which is an estimate of the sample size required to achieve the same level of precision if that sample was a simple random sample.
    for (int j = 0; j < nDraw; ++j)
    {
      if(Nchains > 1) EffectiveSampleSize[j] = TotToys * MarginalPosteriorVariance[j] / BetweenChainVariance[j];
 
      //KS: For flat params values can be crazy so cap at 0
      CapVariable(EffectiveSampleSize[j], 0);
    }
  #ifdef MULTITHREAD
  } //End parallel region
  #endif
 
  clock.Stop();
  MACH3LOG_INFO("Finished calculating RHat, it took {:.2f}s to finish", clock.RealTime());
}

CapVariable()

void CapVariable	(	double	var,
		double	cap
	)

Definition at line 690 of file RHat.cpp.

                                               {
// *******************
  if(std::isnan(var) || !std::isfinite(var)) var = cap;
}

DestroyArrays()

void DestroyArrays

(

)

Definition at line 649 of file RHat.cpp.

                     {
// *******************
 
  MACH3LOG_INFO("Killing all arrays");
  delete[] MeanGlobal;
  delete[] StandardDeviationGlobal;
  delete[] BetweenChainVariance;
  delete[] MarginalPosteriorVariance;
  delete[] RHat;
  delete[] EffectiveSampleSize;
 
  for(int m = 0; m < Nchains; m++)
  {
    delete[] Mean[m];
    delete[] StandardDeviation[m];
    delete[] S1_chain[m];
    delete[] S2_chain[m];
  }
  delete[] Mean;
  delete[] StandardDeviation;
  delete[] S1_chain;
  delete[] S2_chain;
  delete[] S1_global;
  delete[] S2_global;
 
  delete[] Ntoys_requested;
  delete[] Ntoys_filled;
}

InitialiseArrays()

void InitialiseArrays

(

)

Definition at line 335 of file RHat.cpp.

                        {
// *******************
 
  MACH3LOG_INFO("Initialising arrays");
  Mean = new double*[Nchains]();
  StandardDeviation = new double*[Nchains]();
 
  MeanGlobal = new double[nDraw]();
  StandardDeviationGlobal = new double[nDraw]();
  BetweenChainVariance = new double[nDraw]();
 
  MarginalPosteriorVariance = new double[nDraw]();
  RHat = new double[nDraw]();
  EffectiveSampleSize = new double[nDraw]();
 
  for (int m = 0; m < Nchains; ++m)
  {
    Mean[m] = new double[nDraw]();
    StandardDeviation[m] = new double[nDraw]();
 
    for (int j = 0; j < nDraw; ++j)
    {
      Mean[m][j] = 0.;
      StandardDeviation[m][j] = 0.;
 
      if(m == 0)
      {
        MeanGlobal[j] = 0.;
        StandardDeviationGlobal[j] = 0.;
        BetweenChainVariance[j] = 0.;
        MarginalPosteriorVariance[j] = 0.;
        RHat[j] = 0.;
        EffectiveSampleSize[j] = 0.;
      }
    }
  }
}

main()

int main	(	int	argc,
		char *	argv[]
	)

Definition at line 83 of file RHat.cpp.

                                 {
// *******************
 
  SetMaCh3LoggerFormat();
  MaCh3Utils::MaCh3Welcome();
 
  Mean = nullptr;
  StandardDeviation = nullptr;
 
  MeanGlobal = nullptr;
  StandardDeviationGlobal = nullptr;
 
  BetweenChainVariance = nullptr;
  MarginalPosteriorVariance = nullptr;
  RHat = nullptr;
  EffectiveSampleSize = nullptr;
 
  Nchains = 0;
 
  if (argc < 2)
  {
    MACH3LOG_ERROR("Wrong arguments");
    MACH3LOG_ERROR("./RHat NThin MCMCchain_1.root MCMCchain_2.root MCMCchain_3.root ... [how many you like]");
    throw MaCh3Exception(__FILE__ , __LINE__ );
  }
 
  NThin = atoi(argv[1]);
 
  //KS Gelman suggests to diagnose on more than one chain
  for (int i = 2; i < argc; i++)
  {
    MCMCFile.push_back(std::string(argv[i]));
    MACH3LOG_INFO("Adding file: {}", MCMCFile.back());
    Nchains++;
  }
 
  if(Nchains == 1)
  {
    MACH3LOG_WARN("Gelman is going to be sad :(. He suggested you should use more than one chain (at least 4). Code works fine for one chain, however, estimator might be biased.");
    MACH3LOG_WARN("Multiple chains are more likely to reveal multimodality and poor adaptation or mixing:");
  }
  MACH3LOG_INFO("Diagnosing {} chains", Nchains);
 
  PrepareChains();
 
  InitialiseArrays();
 
  //KS: Main function
  RunDiagnostic();
 
  SaveResults();
 
  DestroyArrays();
 
  return 0;
}

PrepareChains()

void PrepareChains

(

)

Definition at line 142 of file RHat.cpp.

                     {
// *******************
 
  TStopwatch clock;
  clock.Start();
 
  Ntoys_requested = new int[Nchains]();
  Ntoys_filled = new int[Nchains]();
  TotToys = 0;
  std::vector<int> BurnIn(Nchains);
  std::vector<int> nEntries(Nchains);
  std::vector<int> nBranches(Nchains);
  std::vector<int> step(Nchains);
 
  S1_chain = new double*[Nchains]();
  S2_chain = new double*[Nchains]();
 
  // KS: This can reduce time necessary for caching even by half
  #ifdef MULTITHREAD
  //ROOT::EnableImplicitMT();
  #endif
 
  // Open the Chain
  //It is tempting to multithread here but unfortunately, ROOT files are not thread safe :(
  for (int m = 0; m < Nchains; m++)
  {
    TChain* Chain = new TChain("posteriors");
    Chain->Add(MCMCFile[m].c_str());
 
    nEntries[m] = int(Chain->GetEntries());
    Ntoys_requested[m] = nEntries[m]/NThin;
    Ntoys_filled[m] = 0;
 
    MACH3LOG_INFO("On file: {}", MCMCFile[m].c_str());
    MACH3LOG_INFO("Generating {} Toys", Ntoys_requested[m]);
 
    // Set the step cut to be 20%
    BurnIn[m] = nEntries[m]/5;
 
    // Get the list of branches
    TObjArray* brlis = Chain->GetListOfBranches();
 
    // Get the number of branches
    nBranches[m] = brlis->GetEntries();
 
    if(m == 0) BranchNames.reserve(nBranches[m]);
 
    // Set all the branches to off
    Chain->SetBranchStatus("*", false);
 
    // Loop over the number of branches
    // Find the name and how many of each systematic we have
    for (int i = 0; i < nBranches[m]; i++)
    {
      // Get the TBranch and its name
      TBranch* br = static_cast<TBranch *>(brlis->At(i));
      if(!br){
        MACH3LOG_ERROR("Invalid branch at position {}", i);
        throw MaCh3Exception(__FILE__,__LINE__);
      }
      TString bname = br->GetName();
 
      // Read in the step
      if (bname == "step") {
        Chain->SetBranchStatus(bname, true);
        Chain->SetBranchAddress(bname, &step[m]);
      }
      //Count all branches
      else if (bname.BeginsWith("PCA_") || bname.BeginsWith("accProb") || bname.BeginsWith("stepTime") )
      {
        continue;
      }
      else
      {
        //KS: Save branch name only for one chain, we assume all chains have the same branches, otherwise this doesn't make sense either way
        if(m == 0)
        {
          BranchNames.push_back(bname);
          //KS: We calculate R Hat also for LogL, just in case, however we plot them separately
          if(bname.BeginsWith("LogL"))
          {
            ValidPar.push_back(false);
          }
          else
          {
            ValidPar.push_back(true);
          }
        }
        Chain->SetBranchStatus(bname, true);
        MACH3LOG_DEBUG("{}", bname);
      }
    }
 
    if(m == 0) nDraw = int(BranchNames.size());
 
    // MJR: Initialize quantities needed for calculating RHat
    S1_chain[m] = new double[nDraw]();
    S2_chain[m] = new double[nDraw]();
    if (m == 0)
    {
      S1_global = new double[nDraw]();
      S2_global = new double[nDraw]();
    }
    for (int id = 0; id < nDraw; ++id)
    {
      S1_chain[m][id] = 0.0;
      S2_chain[m][id] = 0.0;
      if (m == 0)
      {
        S1_global[id] = 0.0;
        S2_global[id] = 0.0;
      }
    }
 
    //TN: Qualitatively faster sanity check, with the very same outcome (all chains have the same #branches)
    if(m > 0)
    {
      if(nBranches[m] != nBranches[0])
      {
        MACH3LOG_ERROR("Ups, something went wrong, chain {} called {} has {} branches, while 0 called {} has {} branches", m, MCMCFile[m], nBranches[m], MCMCFile[0], nBranches[0]);
        MACH3LOG_ERROR("All chains should have the same number of branches");
        throw MaCh3Exception(__FILE__ , __LINE__ );
      }
    }
 
    // MJR: Create an array to hold branch values. Resetting branch addresses
    //      for every step is very expensive.
    double* branch_values = new double[nDraw]();
    for (int id = 0; id < nDraw; ++id)
    {
      Chain->SetBranchAddress(BranchNames[id].Data(), &branch_values[id]);
    }
 
    //TN: move looping over toys here, so we don't need to loop over chains more than once
    if(BurnIn[m] >= nEntries[m])
    {
      MACH3LOG_ERROR("You are running on a chain shorter than BurnIn cut");
      MACH3LOG_ERROR("Number of entries {} BurnIn cut {}", nEntries[m], BurnIn[m]);
      MACH3LOG_ERROR("You will run into the infinite loop");
      MACH3LOG_ERROR("You can make a new chain or modify BurnIn cut");
      throw MaCh3Exception(__FILE__ , __LINE__ );
    }
 
    MACH3LOG_INFO("Loading chain {} / {}...", m, Nchains);
    for (int i = 0; i < Ntoys_requested[m]; i++)
    {
      // This is here as a placeholder in case we want to do some thinning later
      int entry = i*NThin;
 
      Chain->GetEntry(entry);
 
      // If we have combined chains by hadd need to check the step in the chain
      // Note, entry is not necessarily the same as the step due to merged ROOT files, so can't choose an entry in the range BurnIn - nEntries :(
      if (step[m] < BurnIn[m])
      {
        continue;
      }
 
      // Output some info for the user
      if (Ntoys_requested[m] > 10 && i % (Ntoys_requested[m]/10) == 0) {
        MaCh3Utils::PrintProgressBar(i+m*Ntoys_requested[m], static_cast<Long64_t>(Ntoys_requested[m])*Nchains);
        MACH3LOG_DEBUG("Getting random entry {}", entry);
      }
 
      // MJR: Fill running quantities instead of loading everything into RAM.
      //      This is where we save big on both memory and time (resetting
      //      branch addresses and calling GetEntry() again here is very slow).
      for (int j = 0; j < nDraw; ++j)
      {
        S1_global[j] += branch_values[j];
        S2_global[j] += branch_values[j]*branch_values[j];
        S1_chain[m][j] += branch_values[j];
        S2_chain[m][j] += branch_values[j]*branch_values[j];
      }
 
      // Increment counters
      Ntoys_filled[m]++;
      TotToys++;
 
    }//end loop over toys
 
    //TN: There, we now don't need to keep the chain in memory anymore
    delete Chain;
    delete[] branch_values;
    MACH3LOG_INFO("Finished loading chain {}!", m);
  }
 
  clock.Stop();
  MACH3LOG_INFO("Finished calculating Toys, it took {:.2f}s to finish", clock.RealTime());
}

RunDiagnostic()

void RunDiagnostic

(

)

Definition at line 374 of file RHat.cpp.

                     {
// *******************
  CalcRhat();
  //In case in future we expand this
}

SaveResults()

void SaveResults

(

)

Definition at line 487 of file RHat.cpp.

                   {
// *******************
  #pragma GCC diagnostic ignored "-Wfloat-conversion"
 
  std::string NameTemp = "";
  //KS: If we run over many many chains there is danger that name will be so absurdly long we run over system limit and job will be killed :(
  if(Nchains < 5)
  {
    for (int i = 0; i < Nchains; i++)
    {
      std::string temp = MCMCFile[i];
 
      while (temp.find(".root") != std::string::npos) {
        temp = temp.substr(0, temp.find(".root"));
      }
 
      NameTemp = NameTemp + temp + "_";
    }
  }
  else {
    NameTemp = std::to_string(Nchains) + "Chains" + "_";
  }
  NameTemp += "diag.root";
 
  TFile* DiagFile = new TFile(NameTemp.c_str(), "recreate");
 
  DiagFile->cd();
 
  TH1D *StandardDeviationGlobalPlot = new TH1D("StandardDeviationGlobalPlot", "StandardDeviationGlobalPlot", nDraw, 0, nDraw);
  TH1D *BetweenChainVariancePlot = new TH1D("BetweenChainVariancePlot", "BetweenChainVariancePlot", nDraw, 0, nDraw);
  TH1D *MarginalPosteriorVariancePlot = new TH1D("MarginalPosteriorVariancePlot", "MarginalPosteriorVariancePlot", nDraw, 0, nDraw);
  TH1D *RhatPlot = new TH1D("RhatPlot", "RhatPlot", 200, 0, 2);
  TH1D *EffectiveSampleSizePlot = new TH1D("EffectiveSampleSizePlot", "EffectiveSampleSizePlot", 400, 0, 10000);
 
  TH1D *RhatLogPlot = new TH1D("RhatLogPlot", "RhatLogPlot", 200, 0, 2);
 
  int Criterium = 0;
  for(int j = 0; j < nDraw; j++)
  {
    //KS: Fill only valid parameters
    if(ValidPar[j])
    {
      StandardDeviationGlobalPlot->Fill(j,StandardDeviationGlobal[j]);
      BetweenChainVariancePlot->Fill(j,BetweenChainVariance[j]);
      MarginalPosteriorVariancePlot->Fill(j,MarginalPosteriorVariance[j]);
      RhatPlot->Fill(RHat[j]);
      EffectiveSampleSizePlot->Fill(EffectiveSampleSize[j]);
      if(RHat[j] > 1.1) Criterium++;
    }
    else
    {
      RhatLogPlot->Fill(RHat[j]);
    }
  }
  //KS: We set criterium of 1.1 based on Gelman et al. (2003) Bayesian Data Analysis
  MACH3LOG_WARN("Number of parameters which has R hat greater than 1.1 is {}({:.2f}%)", Criterium, 100*double(Criterium)/double(nDraw));
  for(int j = 0; j < nDraw; j++)
  {
    if( (RHat[j] > 1.1) && ValidPar[j])
    {
      MACH3LOG_CRITICAL("Parameter {} has R hat higher than 1.1", BranchNames[j]);
    }
  }
  StandardDeviationGlobalPlot->Write();
  BetweenChainVariancePlot->Write();
  MarginalPosteriorVariancePlot->Write();
  RhatPlot->Write();
  EffectiveSampleSizePlot->Write();
 
  RhatLogPlot->Write();
 
  //KS: Now we make fancy canvases, consider some function to have less copy pasting
  auto TempCanvas = std::make_unique<TCanvas>("Canvas", "Canvas", 1024, 1024);
  gStyle->SetOptStat(0);
  TempCanvas->SetGridx();
  TempCanvas->SetGridy();
 
  // Random line to write useful information to TLegend
  auto TempLine = std::make_unique<TLine>(0, 0, 0, 0);
  TempLine->SetLineColor(kBlack);
 
  RhatPlot->GetXaxis()->SetTitle("R hat");
  RhatPlot->SetLineColor(kRed);
  RhatPlot->SetFillColor(kRed);
 
  TLegend *Legend = new TLegend(0.55, 0.6, 0.9, 0.9);
  Legend->SetTextSize(0.04);
  Legend->SetFillColor(0);
  Legend->SetFillStyle(0);
  Legend->SetLineWidth(0);
  Legend->SetLineColor(0);
 
  Legend->AddEntry(TempLine.get(), Form("Number of throws=%.0i, Number of chains=%.1i", TotToys, Nchains), "");
  Legend->AddEntry(RhatPlot, "Rhat Gelman 2013", "l");
 
  RhatPlot->Draw();
  Legend->Draw("same");
  TempCanvas->Write("Rhat");
  delete Legend;
  Legend = nullptr;
 
  //Now R hat for log L
  RhatLogPlot->GetXaxis()->SetTitle("R hat for LogL");
  RhatLogPlot->SetLineColor(kRed);
  RhatLogPlot->SetFillColor(kRed);
 
  Legend = new TLegend(0.55, 0.6, 0.9, 0.9);
  Legend->SetTextSize(0.04);
  Legend->SetFillColor(0);
  Legend->SetFillStyle(0);
  Legend->SetLineWidth(0);
  Legend->SetLineColor(0);
 
  Legend->AddEntry(TempLine.get(), Form("Number of throws=%.0i, Number of chains=%.1i", TotToys, Nchains), "");
  Legend->AddEntry(RhatLogPlot, "Rhat Gelman 2013", "l");
 
  RhatLogPlot->Draw();
  Legend->Draw("same");
  TempCanvas->Write("RhatLog");
  delete Legend;
  Legend = nullptr;
 
  //Now canvas for effective sample size
  EffectiveSampleSizePlot->GetXaxis()->SetTitle("S_{eff, BDA2}");
  EffectiveSampleSizePlot->SetLineColor(kRed);
 
  Legend = new TLegend(0.45, 0.6, 0.9, 0.9);
  Legend->SetTextSize(0.03);
  Legend->SetFillColor(0);
  Legend->SetFillStyle(0);
  Legend->SetLineWidth(0);
  Legend->SetLineColor(0);
 
  const double Mean1 = EffectiveSampleSizePlot->GetMean();
  const double RMS1 = EffectiveSampleSizePlot->GetRMS();
 
  Legend->AddEntry(TempLine.get(), Form("Number of throws=%.0i, Number of chains=%.1i", TotToys, Nchains), "");
  Legend->AddEntry(EffectiveSampleSizePlot, Form("S_{eff, BDA2} #mu = %.2f, #sigma = %.2f",Mean1 ,RMS1), "l");
 
  EffectiveSampleSizePlot->Draw();
  Legend->Draw("same");
  TempCanvas->Write("EffectiveSampleSize");
 
  //Fancy memory cleaning
  delete StandardDeviationGlobalPlot;
  delete BetweenChainVariancePlot;
  delete MarginalPosteriorVariancePlot;
  delete RhatPlot;
  delete EffectiveSampleSizePlot;
 
  delete Legend;
 
  delete RhatLogPlot;
 
  DiagFile->Close();
  delete DiagFile;
 
  MACH3LOG_INFO("Finished and wrote results to {}", NameTemp);
}

Variable Documentation

BetweenChainVariance

double* BetweenChainVariance

Definition at line 64 of file RHat.cpp.

BranchNames

std::vector<TString> BranchNames

Definition at line 49 of file RHat.cpp.

EffectiveSampleSize

double* EffectiveSampleSize

Definition at line 67 of file RHat.cpp.

MarginalPosteriorVariance

double* MarginalPosteriorVariance

Definition at line 65 of file RHat.cpp.

MCMCFile

std::vector<std::string> MCMCFile

Definition at line 50 of file RHat.cpp.

Mean

double** Mean

Definition at line 58 of file RHat.cpp.

MeanGlobal

double* MeanGlobal

Definition at line 61 of file RHat.cpp.

Nchains

int Nchains

Definition at line 46 of file RHat.cpp.

nDraw

int nDraw

Definition at line 47 of file RHat.cpp.

NThin

int NThin

Definition at line 45 of file RHat.cpp.

Ntoys_filled

int* Ntoys_filled

Definition at line 43 of file RHat.cpp.

Ntoys_requested

int* Ntoys_requested

Definition at line 42 of file RHat.cpp.

RHat

double* RHat

Definition at line 66 of file RHat.cpp.

S1_chain

double** S1_chain

Definition at line 55 of file RHat.cpp.

S1_global

double* S1_global

Definition at line 53 of file RHat.cpp.

S2_chain

double** S2_chain

Definition at line 56 of file RHat.cpp.

S2_global

double* S2_global

Definition at line 54 of file RHat.cpp.

StandardDeviation

double** StandardDeviation

Definition at line 59 of file RHat.cpp.

StandardDeviationGlobal

double* StandardDeviationGlobal

Definition at line 62 of file RHat.cpp.

TotToys

int TotToys

Definition at line 44 of file RHat.cpp.

ValidPar

std::vector<bool> ValidPar

Definition at line 51 of file RHat.cpp.