nestedsampler.h

 
/*
 * nestedsampler.h
 *
 *  Created on: Mar 7, 2012
 *      Author: bmetcalf
 */
#ifndef NSEMAPLER_
#define NSEMAPLER_
 
class Sample{
 double *params;
 double lnL;  // log likelihood
 double lnW;  // log of weights some of which is the evidence
};
 
class NestedSampler{
public:
 NestedSampler(double (*lnlikelihood)(double *),double (*lnprior)(double *),void (*stepper)(double *),int Nparams);
 ~NestedSampler();
 
 void explore(int Nsamples);
 void PrintResults();
 
 // output
 double getEvidence();
 double getInformation();
 double getSample(std::vector<Sample> sample);
 double getBestFit(double *param);
 
private:
 
 double Z;
 double H;
 
 int Nparameters;  // Number of parameters, dimension of parameter space
 double (*lnlikelihood)(double *params);  //
 double (*lnprior)(double *params);
 void (*stepper)(double *params);
 
};
 
#endif