Marmote Core
The project aims at realizing the prototype of a software environment dedicated to modeling with Markov chains.
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Simulation data for CFTP algorithm. More...
#include <cost.h>
Public Member Functions | |
void | init () |
Initialization of the trajectories. More... | |
void | init_state (const int nb) |
Creation of Cout vector without functional. More... | |
void | clear () |
Reinitialization of the object. More... | |
int | value () const |
Give the first element of Class vector. More... | |
int | value (const int i) const |
Give the ith value of Class vector. More... | |
int | value_next () const |
Give the first element of Class_next vector. More... | |
int | value_next (const int i) const |
Give the ith element of Class_next vector. More... | |
void | swap () |
Update of the trajectories after each CFTP iteration. More... | |
bool | test () |
Test the global backward trajectories coupling. More... | |
bool | test_next () |
Test the global forward trajectories coupling. More... | |
void | free_cl () |
Memory liberation of simulation vector. More... | |
void | change (const int i, const int j) |
Modification of the ith Class_next element with the value of the jth element of Class vector. More... | |
void | mk_cost (int *cost, int sz) |
Constucting the cost vector from an array. More... | |
int | nb_cl () |
Give the class (according to the study functional) number. More... | |
Simulation data for CFTP algorithm.
void Cost::change | ( | const int | i, |
const int | j | ||
) |
Modification of the ith Class_next element with the value of the jth element of Class vector.
This public method is used to generate next state of trajectories by the Walker aliasing algorithm.
i | an integer |
j | an integer |
void Cost::clear | ( | ) |
Reinitialization of the object.
void Cost::free_cl | ( | ) |
Memory liberation of simulation vector.
void Cost::init | ( | ) |
Initialization of the trajectories.
void Cost::init_state | ( | const int | nb | ) |
Creation of Cout vector without functional.
nb | an integer corresponding to the space state dimension. |
void Cost::mk_cost | ( | int * | cost, |
int | sz | ||
) |
Constucting the cost vector from an array.
cost | an array where costs are stored |
sz | the size of this array |
int Cost::nb_cl | ( | ) |
Give the class (according to the study functional) number.
void Cost::swap | ( | ) |
Update of the trajectories after each CFTP iteration.
bool Cost::test | ( | ) |
Test the global backward trajectories coupling.
bool Cost::test_next | ( | ) |
Test the global forward trajectories coupling.
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inline |
Give the first element of Class vector.
Its public method is used to obtain the generate value of each realization.
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inline |
Give the ith value of Class vector.
It be useful to MCMC simulation to estimate a functional of stationary distribution.
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inline |
Give the first element of Class_next vector.
Its public method is used to obtain the generate value of each realization in Forward simulation.
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inline |
Give the ith element of Class_next vector.