The general d-dimensional random walk with homogeneous transition probabilities. This model is characterized by:
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| homogeneousMultiDRandomWalk (int nbDims, int *sz, double *p, double *q) |
| Constructor for the class. The initial state is set arbitrarily to (0,...,0). More...
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| homogeneousMultiDRandomWalk (int nbDims, double *p, double *q) |
| Constructor for the class with infinite dimensions. The initial state is set arbitrarily to (0,...,0). More...
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| ~homogeneousMultiDRandomWalk () |
| Standard destructor. More...
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void | makeMarkovChain () |
| Instantiation of the generator for the markovChain ancestor Works only for dimension 2. More...
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discreteDistribution * | stationaryDistribution () |
| Computes the stationary distribution of the chain. These Markov chains have a product-form stationary distribution. More...
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int * | simulateHittingTime (int iState, bool *hittingSet, int nbSamples, int tMax) |
| Obtain samples of hitting times through Monte Carlo simulation. A trajectory is simulated until it hits the target set, or its length attains a maximum, whichever comes first. Samples with the maximum are returned although they do not represent a proper hitting time. It is the responsibility of the calling party to ignore these values. More...
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void | write (string format, string modelName) |
| General output procedure for this class of Markov chains. More...
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| markovChain (int sz, timeType t) |
| Simple constructor for the Markov chain from the size. More...
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| markovChain (transitionStructure *tr) |
| Constructor for the Markov chain using a transition structure. More...
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| markovChain (string format, string param[], int nbreParam, string modelName, bool isAbstract) |
| Constructor for Markov chains from files in various formats. In the abstract form, the object just stores the name(s) of the files that define the mode. In the non-abstract (concrete) form, the chain is instantiated in the memory with a concrete transition structure. Only the ERS, PSI and Xborne formats are supported at this time for concrete chains. More...
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virtual | ~markovChain () |
| Standard destructor. The generator and the initial distrib are destroyed. More...
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int | stateSpaceSize () |
| Read accessor to get the number of states in the state space of the Markov chain. More...
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transitionStructure * | generator () |
| Read accessor to get the value of _generator which is a transitionStructure. More...
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void | setInitDistribution (discreteDistribution *d) |
| Write accessor to set the value of _initDistribution which is a discreteDistribution. More...
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void | setGenerator (transitionStructure *tr) |
| Write accessor to set the value of _generator which is a transitionStructure. More...
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Distribution * | read () |
| Method(s) for deserializing Distribution from Xborne file (.pi). More...
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void | setFormat (string format) |
| Utility to set the value of _format. More...
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void | setModelName (string modelName) |
| Utility to set the value of _modelName. More...
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void | setAbstractNbre (int abstractNbre) |
| Utility to set the value of _abstractNbre. More...
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void | setAbstract (string abstract[]) |
| Utility to set the value of the table containing names related to the model: file names, extensions etc. More...
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int | abstractNbre () |
| Utility to get _abstractNbre. More...
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string | modelName () |
| Utility to get _modelName. More...
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string | format () |
| Utility to get _format. More...
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void | abstract () |
| Utility to display the value of the table _abstract[]. More...
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virtual simulationResult * | simulateChain (double tMax, bool Stats, bool Traj, bool withIncrements, bool Print) |
| Simulates the evolution of a Markov Chain using the PSI program. This is a front-end function to both discrete-time and the continuous-time simulators. More...
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virtual simulationResult * | simulateChainDT (int tMax, bool stats, bool traj, bool trace) |
| Simulates the evolution of a discrete-time Markov Chain. More...
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virtual simulationResult * | simulateChainCT (double tMax, bool stats, bool traj, bool withIncrements, bool trace) |
| Simulates the evolution of a continuous-time Markov Chain. More...
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simulationResult * | simulatePSI (int tMax, bool stats, bool Traj, bool Print) |
| Simulates the evolution of a Markov Chain. This is a front-end function to the discrete-time simulator. For continuous time, the PSI simulator does not allow to control the simulation horizon. The effect of "Print" is to be handled in the specific simulation function, not here. More...
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virtual Distribution * | stationaryDistribution (bool progress) |
| Entry point for methods Computing the stationary distribution of chains using the iterative method. More...
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virtual Distribution * | stationaryDistributionCT (bool progress) |
| Computing the stationary distribution of a CTMC using uniformization and the iterative method. More...
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virtual Distribution * | stationaryDistributionDT (bool progress) |
| Computing the stationary distribution of a DTMC using uniformization and the iterative method. More...
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Distribution * | stationaryDistributionGthLD () |
| Entry point for methods computing stationary distributions using the GTH method for solving the linear system. More...
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Distribution * | stationaryDistributionSOR () |
| Entry point for methods computing stationary distributions using the SOR method for solving the linear system. More...
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simulationResult * | stationaryDistributionSample (int nbSamples) |
| Methods to sample from the stationary distribution using backwards coupling. The result is returned in a simulationResult object, but the interpretation is different: it does not represent trajectories. Here, "state" entries are the measured states, and "time" entries are the measured coupling time. More...
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Distribution * | hittingTimeDistribution (int iState, bool *hitSetIndicator) |
| Entry point for methods computing the distribution of the hitting time (first entry times) from some state to some set of states. More...
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int * | simulateHittingTime (int iState, bool *hittingSet, int nbSamples, int tMax) |
| Obtain samples of hitting times through Monte Carlo simulation. A trajectory is simulated until it hits the target set, or its length attains a maximum, whichever comes first. Samples with the maximum are returned although they do not represent a proper hitting time. It is the responsibility of the calling party to ignore these values. More...
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double * | averageHittingTime (bool *hitSetIndicator) |
| Entry point for methods computing average hitting times (first entry times) from every state to some set of states. More...
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double * | averageHittingTimeDT (bool *hitSetIndicator) |
| Computing the average hitting times in a discrete-time Markov chain. Uses a direct Gauss-Seidel matrix inversion. More...
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double * | averageHittingTimeDT_iterative (bool *hitSetIndicator) |
| Computing the average hitting times in a discrete-time Markov chain. Uses an iterative approximate computation. More...
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virtual markovChain * | copy () |
| copy utility More...
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virtual markovChain * | uniformize () |
| Uniformize Markov Chain, by uniformizing the generator. If the chain is already discrete time, a copy is returned. More...
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void | setSizeType (const string path) |
| Function to find out the size and the type of a Markov chain described in the MARCA format. Both quantities are directly set in the method, which returns nothing. Adapted from the method HBF::read_marka of Psi/Unix/v1.0. More...
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virtual void | write (FILE *out, bool withReward) |
| Method(s) for writing Markov chains in files with various formats. Only the ERS format is supported at this time. More...
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The general d-dimensional random walk with homogeneous transition probabilities. This model is characterized by:
- the number of dimensions
- the size in each dimension, possibly INFINITE_STATE_SPACE_SIZE
- the array of probabilities to jump to the right in each direction, p
- the array of probabilities to jump to the left in each direction, q with sum_d ( p[d] + q[d] ) <= 1. The probability to stay at the same position is the remainder.