25#include <libcmaes/eo_matrix.h>
37 template <
class U>
friend class errstats;
53 const dVec &
xm,
const double &
fvalue,
const double &
fup,
const double &
delta)
79 return std::pair<double,double>(
min,
max);
87 std::pair<double,double>
mm =
getMinMax(_fvaluem[_samplesize]+_fup,_minindex,_maxindex);
98 _errmin = _min - _xm(_samplesize,_k);
99 _errmax = _max - _xm(_samplesize,_k);
121 inline int get_k()
const
126 inline int get_samplesize()
const
131 inline dVec get_fvaluem()
const
136 inline dMat get_xm()
const
141 inline double get_min()
const
146 inline double get_max()
const
158 double _errmin = 0.0;
159 double _errmax = 0.0;
162 std::vector<int> _err;
Holder of the set of evolving solutions from running an instance of CMA-ES.
Definition cmasolutions.h:42
an optimizer main class.
Definition esoptimizer.h:72
profile likelihood object holder as a set of points and values.
Definition pli.h:35
double get_err_max() const
get upper error bound
Definition pli.h:115
pli(const int &k, const int &samplesize, const int &dim, const dVec &xm, const double &fvalue, const double &fup, const double &delta)
profile likelihood constructor
Definition pli.h:52
void setErrMinMax()
sets the errors bounds for this profile likelihood.
Definition pli.h:95
double get_err_min() const
get lower error bound
Definition pli.h:106
void setMinMax()
Definition pli.h:85
std::pair< double, double > getMinMax(const double &fvalue, int &minindex, int &maxindex)
find bounds around the objective function parameters for a given value of f, base on pre-computed pro...
Definition pli.h:70
linear scaling of the parameter space to achieve similar sensitivity across all components.
Definition acovarianceupdate.h:30