Monte Carlo Markov Chain sampling. More...

Data Types
interface	mcmc
	This module is Monte Carlo Markov Chain sampling of a posterior parameter distribution (measurement errors are either known or modeled). More...

interface	mcmc_stddev
	This module is Monte Carlo Markov Chain sampling of a posterior parameter distribution (measurement errors are neither known nor modeled). More...

Functions/Subroutines
subroutine	mcmc_dp (eval, likelihood, para, rangepar, mcmc_paras, burnin_paras, seed_in, printflag_in, maskpara_in, restart, restart_file, tmp_file, loglike_in, paraselectmode_in, iter_burnin_in, iter_mcmc_in, chains_in, stepsize_in)

subroutine	mcmc_stddev_dp (eval, likelihood, para, rangepar, mcmc_paras, burnin_paras, seed_in, printflag_in, maskpara_in, tmp_file, loglike_in, paraselectmode_in, iter_burnin_in, iter_mcmc_in, chains_in, stepsize_in)

real(dp) function	pargen_dp (old, dmax, omin, omax, rn, inbound)

real(dp) function	pargennorm_dp (old, dmax, omin, omax, rn, inbound)

recursive subroutine	generatenewparameterset_dp (paraselectmode, paraold, truepara, rangepar, stepsize, save_state_2, save_state_3, paranew, changepara)

Detailed Description

Monte Carlo Markov Chain sampling.

This module is Monte Carlo Markov Chain sampling of a posterior parameter distribution.

Copyright: Copyright 2005-2024, the CHS Developers, Sabine Attinger: All rights reserved. FORCES is released under the LGPLv3+ license

The UFZ (CHS) FORCES code is free software. You can redistribute it and/or modify it under the terms of the GNU General Public License as published by the free Software Foundation either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You received a copy of the GNU Lesser General Public License along with the UFZ CHS FORCES code. It can be found in the files COPYING and COPYING.LESSER provided with this software. The complete GNU license text can also be found at http://www.gnu.org/licenses/.

Function/Subroutine Documentation

recursive subroutine mo_mcmc::generatenewparameterset_dp	(	integer(i4), intent(in)	paraselectmode,
		real(dp), dimension(:), intent(in)	paraold,
		integer(i4), dimension(:), intent(in)	truepara,
		real(dp), dimension(:, :), intent(in)	rangepar,
		real(dp), dimension(:), intent(in)	stepsize,
		integer(i8), dimension(n_save_state), intent(inout)	save_state_2,
		integer(i8), dimension(n_save_state), intent(inout)	save_state_3,
		real(dp), dimension(size(paraold)), intent(out)	paranew,
		logical, dimension(size(paraold)), intent(out)	changepara
	)

private

Definition at line 2088 of file mo_mcmc.F90.

subroutine mo_mcmc::mcmc_dp	(	procedure(eval_interface), intent(in), pointer	eval,
		procedure(objective_interface), intent(in), pointer	likelihood,
		real(dp), dimension(:), intent(in)	para,
		real(dp), dimension(:, :), intent(in)	rangepar,
		real(dp), dimension(:, :), intent(out), allocatable	mcmc_paras,
		real(dp), dimension(:, :), intent(out), allocatable	burnin_paras,
		integer(i8), intent(in), optional	seed_in,
		logical, intent(in), optional	printflag_in,
		logical, dimension(size(para, 1)), intent(in), optional	maskpara_in,
		logical, intent(in), optional	restart,
		character(len = *), intent(in), optional	restart_file,
		character(len = *), intent(in), optional	tmp_file,
		logical, intent(in), optional	loglike_in,
		integer(i4), intent(in), optional	paraselectmode_in,
		integer(i4), intent(in), optional	iter_burnin_in,
		integer(i4), intent(in), optional	iter_mcmc_in,
		integer(i4), intent(in), optional	chains_in,
		real(dp), dimension(size(para, 1)), intent(in), optional	stepsize_in
	)

private

Definition at line 433 of file mo_mcmc.F90.

subroutine mo_mcmc::mcmc_stddev_dp	(	procedure(eval_interface), intent(in), pointer	eval,
		procedure(objective_interface), intent(in), pointer	likelihood,
		real(dp), dimension(:), intent(in)	para,
		real(dp), dimension(:, :), intent(in)	rangepar,
		real(dp), dimension(:, :), intent(out), allocatable	mcmc_paras,
		real(dp), dimension(:, :), intent(out), allocatable	burnin_paras,
		integer(i8), intent(in), optional	seed_in,
		logical, intent(in), optional	printflag_in,
		logical, dimension(size(para, 1)), intent(in), optional	maskpara_in,
		character(len = *), intent(in), optional	tmp_file,
		logical, intent(in), optional	loglike_in,
		integer(i4), intent(in), optional	paraselectmode_in,
		integer(i4), intent(in), optional	iter_burnin_in,
		integer(i4), intent(in), optional	iter_mcmc_in,
		integer(i4), intent(in), optional	chains_in,
		real(dp), dimension(size(para, 1)), intent(in), optional	stepsize_in
	)

private

Definition at line 1289 of file mo_mcmc.F90.

real(dp) function mo_mcmc::pargen_dp	(	real(dp), intent(in)	old,
		real(dp), intent(in)	dmax,
		real(dp), intent(in)	omin,
		real(dp), intent(in)	omax,
		real(dp), intent(in)	rn,
		logical, intent(out), optional	inbound
	)

private

Definition at line 2017 of file mo_mcmc.F90.

real(dp) function mo_mcmc::pargennorm_dp	(	real(dp), intent(in)	old,
		real(dp), intent(in)	dmax,
		real(dp), intent(in)	omin,
		real(dp), intent(in)	omax,
		real(dp), intent(in)	rn,
		logical, intent(out), optional	inbound
	)

private

Definition at line 2047 of file mo_mcmc.F90.