MHintegrator.hpp

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#ifndef MONTECARLO_DGL_MHINTEGRATOR_HPP
#define MONTECARLO_DGL_MHINTEGRATOR_HPP
 
#include "integrator.hpp"
#include "../domains/integration_domain.hpp"
#include "../proposals/proposal.hpp"
#include "../mcmc/metropolisHastingsSampler.hpp"
#include "../estimators/VolumeEstimatorMC.hpp"
#include "../geometry.hpp"
 
#include <cstddef>
#include <cstdint>
#include <functional>
 
namespace mc::integrators {
 
template <std::size_t dim>
class MHMontecarloIntegrator : public Integrator<dim> {
public:
    using Point = mc::geom::Point<dim>;
    using Func  = std::function<double(const Point&)>;
 
    explicit MHMontecarloIntegrator(const mc::domains::IntegrationDomain<dim>& d);
 
    double integrate(const Func& f,
                     int n_samples,
                     const mc::proposals::Proposal<dim>& proposal,
                     std::uint32_t seed) override;
 
    void setConfig(std::size_t burn_in_,
                   std::size_t thinning_,
                   std::size_t n_samples_volume_,
                   double deviation_,
                   Func p_,
                   Point x0_);
 
private:
    bool configured = false;
 
    std::size_t burn_in = 0;
    std::size_t thinning = 1;
    std::size_t n_samples_volume = 0;
    double deviation = 1.0;
 
    std::function<double(const Point&)> p;
    geom::Point<dim> x0;
};
 
} // namespace mc::integrators
 
#include "MHintegrator.tpp"
 
#endif // MONTECARLO_DGL_MHINTEGRATOR_HPP