The 1-dimensional birth and death process with homogeneous transition rates. This model is characterized by:
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| homogeneous1DBirthDeath (double lambda, double mu) |
| Constructor for a homogeneous1DBirthDeath chain with infinite state space. More...
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| homogeneous1DBirthDeath (int n, double lambda, double mu) |
| Constructor for a homogeneous1DBirthDeath chain. More...
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| ~homogeneous1DBirthDeath () |
| Destructor for a homogeneous1DBirthDeath chain. More...
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void | makeMarkovChain () |
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discreteDistribution * | transientDistribution (double t, int nMax) |
| Computes the transient distribution for a homogeneous1DBirthDeath chain. More...
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discreteDistribution * | approxTransientDistribution (double t, int nMax) |
| Computes the transient distribution for a homogeneous1DBirthDeath chain. More...
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geometricDistribution * | stationaryDistribution () |
| Computes the stationary distribution for a homogeneous1DBirthDeath chain. More...
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discreteDistribution * | stationaryDistribution (int nMax) |
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simulationResult * | simulateChain (double tMax, bool stats, bool traj, bool withIncrements, bool trace) |
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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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RInside * | Rmotor () |
| Read accessor to the embedded R engine, a static variable named _Rmotor. When accessed for the first time, an instance of RInside is created. 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 * | 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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Distribution * | stationaryDistribution_iterative (string method, int tmax, double precision, string initDistribType, discreteDistribution *initDistrib, bool progress) |
| Multi-purpose entry point for iterative methods for approximating the stationary distribution of discrete-time Markov chains. Offers the maximal flexibility with respect to parameters, as well as the possibility to set defaults. More...
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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 * | stationaryDistributionCT_embedding (int tMax, double epsilon, discreteDistribution *iDis, bool progress) |
| Computing the stationary distribution of a CTMC using embedding and the iterative method. More...
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virtual Distribution * | stationaryDistribution_power (int tMax, double epsilon, discreteDistribution *iDis, bool progress) |
| Computing the stationary distribution of a DTMC using the standard iterative power method. More...
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void | NCDProperty (double epsilon) |
| Entry point for NCD command of XBORNE (Near Complete Decomposibility) More...
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void | BandIMSUB (std::string modelName="modelName") |
| Entry point for BandIMSUB command of XBORNE. More...
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void | Vincent () |
| Entry point for Vincent command of XBORNE. More...
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void | RowVincent () |
| Entry point for RowVincent command of XBORNE. More...
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void | Absorbing () |
| Entry point for Absorbing command of XBORNE: computes the absorbing states of a DTMC. More...
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void | ProdFundSW (std::string modelName="modelName") |
| Entry point for ProdFundSW command of XBORNE. More...
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void | RowSum (std::string modelName="modelName") |
| Entry point for RowSum command of XBORNE. 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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Distribution * | transientDistributionR (int fromState, double t) |
| Method for computing the transient distribution of a Markov chain. It wraps the 'solve.uc' method of the R package of L. Cerda-Alabern. More...
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Distribution * | transientDistributionDT (int fromState, int t) |
| Method for computing the transient distribution of a DTMC. Uses the general method evaluateMeasure. More...
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Distribution * | stationaryDistributionR () |
| Entry point for methods computing stationary distributions using the R package 'markovchain' for solving the linear system. More...
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simulationResult * | simulateChainR (double tMax, bool stats, bool traj, bool trace) |
| Simulates the evolution of a discrete-time Markov Chain. Wraps the 'rmarkovchain' method of the R package 'markovchain'. More...
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double | transitionProbability (int stateFrom, int stateTo) |
| Method to get the transition probabilities from some intial to some destination state. It wraps the 'transitionProbability' method of the R package 'markovchain'. More...
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std::vector< int > | absorbingStates () |
| Method that returns the list of absorbing states of the markovchain object. It wraps the 'absorbingStates()' method of the R package 'markovchain'. More...
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std::vector< std::vector< int > > | recurrentClasses () |
| Method that returns the recurrent classes of the markovchain object as a list of lists of states. It wraps the 'recurrentClasses()' method of the R package 'markovchain'. More...
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std::vector< std::vector< int > > | communicatingClasses () |
| Method that returns the communicating classes of the markovchain object as a list of lists of states. It wraps the 'communicatingClasses()' method of the R package 'markovchain'. More...
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bool | isirreducible () |
| Method verifing whether a Markov chain is irreducible. It wraps the "is.irreducible()' method of the R package 'markovchain'. More...
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bool | isaccessible (int stateFrom, int stateTo) |
| Method verifying if two states communicate in a Markov chain. Wraps the 'is.accessible()' method from the R package 'markovchain'. 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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virtual markovChain * | embed () |
| Construct discrete-time Markov Chain obtained at transition times. 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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int | charVectorElt2State (SEXP elt, std::string function) |
| Utility function to convert the element of a Rcpp::CharacterVector to a state number. More...
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virtual void | write (FILE *out, bool withReward) |
| Method for writing Markov chains in a file with the ERS format. More...
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virtual void | write (string format, string modelName) |
| Method for writing Markov chains in files with various formats. The ERS and R formats are supported at this time. More...
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void | write (string format) |
| Method for writing Markov chains in files with various formats. This version uses the given model name. More...
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std::string | toString (std::string format) |
| String serialization method for a Markov chain. More...
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The 1-dimensional birth and death process with homogeneous transition rates. This model is characterized by:
- the size N, possibly INFINITE_STATE_SPACE_SIZE: number of states
- the rate of jumps to the right, lambda
- the rate of jumps to the left, mu.