size_t operator()(size_t numActive) {
adjustPermSize(numActive);
if (stepsLeft_-- == 0) {
stepsLeft_ = stepsBetweenSelect_ - 1;
shufflePrefix();
}
return perm_[uniform_(std::min(numActive, subsetSize_))];
}
// Method to return the parameter value for a walker randomly chosen from the
// complementary ensemble
arma::vec GrabParameter()
{
do {
// Randomly pick another walker from the complementary ensemble
other_parameter_index_ = uniform_(rng);
} while (other_parameter_index_ == this->parameter_index_);
// Return the value of the parameter
return this->ensemble_[other_parameter_index_].Value();
}
// Method to calculate whether the proposal is accepted
bool AdaptiveMetro::Accept(arma::vec new_value, arma::vec old_value) {
// MH accept/reject criteria: Proposal must be symmetric!!
alpha_ = (parameter_.LogDensity(new_value) - parameter_.LogDensity(old_value)) / parameter_.GetTemperature();
if (!arma::is_finite(alpha_)) {
// New value of the log-posterior is not finite, so reject this
// proposal
alpha_ = 0.0;
return false;
}
double unif = uniform_(rng);
alpha_ = std::min(exp(alpha_), 1.0);
if (unif < alpha_) {
naccept_++;
return true;
} else {
return false;
}
}
