/**
* \copydoc Simulation::simulate()
*/
void MetropolisHastingsSimulation::simulate() {
GetRNGstate();
lScores[0].fill(0);
lDerivative[0].fill(0);
LOGS(Priority::DEBUG)<<"Simulate with theta: "<<rParameters().transpose();
for (int m = 0; m < lpData->observationCount() - 1; ++m) {
printRNGTrace
simulatePeriod(m);
}
PutRNGstate();
lMeanScoresMinusTargets = lScores[0];
fireResult(lResult);
}
/**
* Sequentially simulate each period.
*
* @param withSeeds True if stored seeds should be used to reset the RNG at the
* beginning of each period.
*/
void StatisticsSimulation::simulatePeriods(bool withSeeds) {
GetRNGstate();
#pragma omp parallel num_threads(lNThreads)
{
#pragma omp for schedule(dynamic, 1)
for (unsigned int thread = 0; thread < lNThreads; ++thread) {
// Run epoch simulation for each period
LOGS(Priority::DEBUG) << "simulate with theta: " << rParameters().transpose();
for (int m = 0; m < lpData->observationCount() - 1; ++m) {
if (withSeeds) {
setSeed(lSeeds[m]);
} else {
getSeed(lSeeds[m]);
}
simulatePeriod(thread, m);
}
}
}
PutRNGstate();
}