#include <line/lang/nnpp.h>

Classes
struct	Stream
	One arrival path: renewal epoch in majorizer space, first-gap flag, last arrival. More...

Public Types
enum	Kind { EPTMP = 1 , PWLINEAR = 2 }
	The rate-function family, with the codes sn.proc carries. More...

Public Member Functions
	Nnpp ()
double	rate_at (double t) const
	lambda(t), cyclic aware; zero past the horizon when not cyclic.
double	mean_value (double t) const
	mu(t) = int_0^t lambda, cyclic aware; constant past the horizon when not cyclic.
double	time_average_rate () const
double	mean () const
double	rate () const
double	scv () const
double	skewness () const
const std::vector< double > &	majorizer_breakpoints () const
	The Q+1 majorizer breakpoints z_i = i*S/Q.
const std::vector< double > &	majorizer_rates () const
	The Q piecewise-constant majorizer rates.
double	mean_value_majorizer () const
	muTilde(S), the majorizer mass over one cycle.
double	mean_value_majorizer (double t) const
	muTilde(t), cyclic aware.
double	acceptance_rate () const
double	dispersion () const
bool	is_cyclic () const
double	horizon () const
double	weibull_shape () const
double	weibull_scale () const
int	q () const
int	kind () const
std::string	kind_name () const
std::string	method () const
std::string	name () const
const std::vector< double > &	alpha () const
const std::vector< double > &	gamma () const
const std::vector< double > &	omega () const
const std::vector< double > &	phi () const
const std::vector< double > &	times () const
const std::vector< double > &	rates () const
std::vector< double >	params () const
	The params row of sn.proc, see from_params.
double	majorizer_at (double tc) const
	Majorizer rate in force at an in-cycle time tc.
double	majorizer_inverse (double u) const
	muTilde^{-1}(u), absolute time, cyclic aware; +Inf when the majorizer has no mass.
template<class Unif>
double	equilibrium_gap (Unif &unif) const
	The equilibrium (first) renewal gap: scale * Y^(1/shape), Y ~ Gamma(1/shape, 1).
template<class Unif>
double	renewal_gap (Unif &unif) const
	A noninitial renewal gap: scale * (-log(1-U))^(1/shape).
template<class Unif>
double	next_arrival (Stream &s, Unif &unif) const
	The next accepted arrival epoch (absolute time) of the path s, or +Inf when a non-cyclic process has no more arrivals.
template<class Unif>
std::vector< double >	sample (std::size_t n, Unif &&unif) const
	n successive interarrival times along one path from time 0.
std::vector< double >	sample (std::size_t n, std::mt19937_64 &rng) const
	sample(n) off a std::mt19937_64, U drawn in (0,1).

Static Public Member Functions
static Nnpp	eptmp (const std::vector< double > &alpha, const std::vector< double > &gamma, const std::vector< double > &omega, const std::vector< double > &phi, double horizon, double dispersion=1.0, bool cyclic=true, int Q=200)
	EPTMP: lambda(t) = exp(sum_i alpha_i t^i + sum_k gamma_k sin(omega_k t + phi_k)) on [0, horizon].
static Nnpp	piecewise_linear (const std::vector< double > &times, const std::vector< double > &rates, double dispersion=1.0, bool cyclic=true, int Q=200)
	PWLINEAR: lambda linearly interpolated between (times[j], rates[j]); horizon = times.back().
static Nnpp	from_params (int kind, const std::vector< double > &params, double horizon, double dispersion, bool cyclic, int Q)
	Rebuild from the params row of sn.proc ([m+1, p, alpha, gamma, omega, phi] for EPTMP, [n, times, rates] for PWLINEAR).
static void	weibull_for_dispersion (double C, double &shape, double &scale)
	Weibull (shape, scale) whose mean is 1 and SCV is C: 200 bisection steps on x = log(shape) in [log 0.02, log 200].

Detailed Description

Definition at line 52 of file nnpp.h.

Member Enumeration Documentation

◆ Kind

enum line::lang::Nnpp::Kind

The rate-function family, with the codes sn.proc carries.

Enumerator
EPTMP
PWLINEAR

Definition at line 55 of file nnpp.h.

Constructor & Destructor Documentation

◆ Nnpp()

line::lang::Nnpp::Nnpp ( )

inline

Definition at line 64 of file nnpp.h.

Referenced by eptmp(), from_params(), and piecewise_linear().

Member Function Documentation

◆ acceptance_rate()

double line::lang::Nnpp::acceptance_rate ( ) const

inline

Definition at line 199 of file nnpp.h.

◆ alpha()

const std::vector< double > & line::lang::Nnpp::alpha ( ) const

inline

Definition at line 211 of file nnpp.h.

Referenced by eptmp().

◆ dispersion()

double line::lang::Nnpp::dispersion ( ) const

inline

Definition at line 200 of file nnpp.h.

Referenced by eptmp(), from_params(), and piecewise_linear().

◆ eptmp()

Nnpp line::lang::Nnpp::eptmp	(	const std::vector< double > &	alpha,
		const std::vector< double > &	gamma,
		const std::vector< double > &	omega,
		const std::vector< double > &	phi,
		double	horizon,
		double	dispersion = 1.0,
		bool	cyclic = true,
		int	Q = 200 )

inlinestatic

EPTMP: lambda(t) = exp(sum_i alpha_i t^i + sum_k gamma_k sin(omega_k t + phi_k)) on [0, horizon].

Definition at line 70 of file nnpp.h.

References alpha(), dispersion(), EPTMP, gamma(), horizon(), line::InputError::InputError(), Nnpp(), omega(), and phi().

Referenced by from_params(), and line::lang::Distrib< double >::nnpp_eptmp().

◆ equilibrium_gap()

template<class Unif>

double line::lang::Nnpp::equilibrium_gap ( Unif & unif ) const

inline

The equilibrium (first) renewal gap: scale * Y^(1/shape), Y ~ Gamma(1/shape, 1).

Definition at line 303 of file nnpp.h.

References line::ldes::ssj::gamma_inverse().

Referenced by next_arrival().

◆ from_params()

Nnpp line::lang::Nnpp::from_params	(	int	kind,
		const std::vector< double > &	params,
		double	horizon,
		double	dispersion,
		bool	cyclic,
		int	Q )

inlinestatic

Rebuild from the params row of sn.proc ([m+1, p, alpha, gamma, omega, phi] for EPTMP, [n, times, rates] for PWLINEAR).

Definition at line 123 of file nnpp.h.

References dispersion(), EPTMP, eptmp(), horizon(), line::InputError::InputError(), kind(), Nnpp(), params(), piecewise_linear(), and PWLINEAR.

◆ gamma()

const std::vector< double > & line::lang::Nnpp::gamma ( ) const

inline

Definition at line 212 of file nnpp.h.

Referenced by eptmp().

◆ horizon()

double line::lang::Nnpp::horizon ( ) const

inline

Definition at line 202 of file nnpp.h.

Referenced by eptmp(), and from_params().

◆ is_cyclic()

bool line::lang::Nnpp::is_cyclic ( ) const

inline

Definition at line 201 of file nnpp.h.

◆ kind()

int line::lang::Nnpp::kind ( ) const

inline

Definition at line 206 of file nnpp.h.

Referenced by from_params().

◆ kind_name()

std::string line::lang::Nnpp::kind_name ( ) const

inline

Definition at line 207 of file nnpp.h.

References EPTMP.

◆ majorizer_at()

double line::lang::Nnpp::majorizer_at ( double tc ) const

inline

Majorizer rate in force at an in-cycle time tc.

Definition at line 273 of file nnpp.h.

Referenced by next_arrival().

◆ majorizer_breakpoints()

const std::vector< double > & line::lang::Nnpp::majorizer_breakpoints ( ) const

inline

The Q+1 majorizer breakpoints z_i = i*S/Q.

Definition at line 180 of file nnpp.h.

◆ majorizer_inverse()

double line::lang::Nnpp::majorizer_inverse ( double u ) const

inline

muTilde^{-1}(u), absolute time, cyclic aware; +Inf when the majorizer has no mass.

Definition at line 280 of file nnpp.h.

Referenced by next_arrival().

◆ majorizer_rates()

const std::vector< double > & line::lang::Nnpp::majorizer_rates ( ) const

inline

The Q piecewise-constant majorizer rates.

Definition at line 182 of file nnpp.h.

◆ mean()

double line::lang::Nnpp::mean ( ) const

inline

Definition at line 172 of file nnpp.h.

Referenced by line::lang::Distrib< double >::nnpp_dist().

◆ mean_value()

double line::lang::Nnpp::mean_value ( double t ) const

inline

mu(t) = int_0^t lambda, cyclic aware; constant past the horizon when not cyclic.

Definition at line 160 of file nnpp.h.

◆ mean_value_majorizer() [1/2]

double line::lang::Nnpp::mean_value_majorizer ( ) const

inline

muTilde(S), the majorizer mass over one cycle.

Definition at line 184 of file nnpp.h.

◆ mean_value_majorizer() [2/2]

double line::lang::Nnpp::mean_value_majorizer ( double t ) const

inline

muTilde(t), cyclic aware.

Definition at line 186 of file nnpp.h.

◆ method()

std::string line::lang::Nnpp::method ( ) const

inline

Definition at line 208 of file nnpp.h.

◆ name()

std::string line::lang::Nnpp::name ( ) const

inline

Definition at line 209 of file nnpp.h.

◆ next_arrival()

template<class Unif>

double line::lang::Nnpp::next_arrival	(	Stream &	s,
		Unif &	unif ) const

inline

The next accepted arrival epoch (absolute time) of the path s, or +Inf when a non-cyclic process has no more arrivals.

unif() returns U(0,1).

Definition at line 324 of file nnpp.h.

References equilibrium_gap(), line::lang::Nnpp::Stream::first, majorizer_at(), majorizer_inverse(), renewal_gap(), line::lang::Nnpp::Stream::t_last, and line::lang::Nnpp::Stream::u.

Referenced by sample().

◆ omega()

const std::vector< double > & line::lang::Nnpp::omega ( ) const

inline

Definition at line 213 of file nnpp.h.

Referenced by eptmp().

◆ params()

std::vector< double > line::lang::Nnpp::params ( ) const

inline

The params row of sn.proc, see from_params.

Definition at line 219 of file nnpp.h.

References EPTMP.

Referenced by from_params(), and line::lang::Distrib< double >::nnpp_dist().

◆ phi()

const std::vector< double > & line::lang::Nnpp::phi ( ) const

inline

Definition at line 214 of file nnpp.h.

Referenced by eptmp().

◆ piecewise_linear()

Nnpp line::lang::Nnpp::piecewise_linear	(	const std::vector< double > &	times,
		const std::vector< double > &	rates,
		double	dispersion = 1.0,
		bool	cyclic = true,
		int	Q = 200 )

inlinestatic

PWLINEAR: lambda linearly interpolated between (times[j], rates[j]); horizon = times.back().

Definition at line 96 of file nnpp.h.

References dispersion(), line::InputError::InputError(), Nnpp(), PWLINEAR, rates(), and times().

Referenced by from_params(), and line::lang::Distrib< double >::nnpp_piecewise_linear().

◆ q()

int line::lang::Nnpp::q ( ) const

inline

Definition at line 205 of file nnpp.h.

◆ rate()

double line::lang::Nnpp::rate ( ) const

inline

Definition at line 175 of file nnpp.h.

◆ rate_at()

double line::lang::Nnpp::rate_at ( double t ) const

inline

lambda(t), cyclic aware; zero past the horizon when not cyclic.

Definition at line 152 of file nnpp.h.

◆ rates()

const std::vector< double > & line::lang::Nnpp::rates ( ) const

inline

Definition at line 216 of file nnpp.h.

Referenced by piecewise_linear().

◆ renewal_gap()

template<class Unif>

double line::lang::Nnpp::renewal_gap ( Unif & unif ) const

inline

A noninitial renewal gap: scale * (-log(1-U))^(1/shape).

Definition at line 312 of file nnpp.h.

Referenced by next_arrival().

◆ sample() [1/2]

std::vector< double > line::lang::Nnpp::sample	(	std::size_t	n,
		std::mt19937_64 &	rng ) const

inline

sample(n) off a std::mt19937_64, U drawn in (0,1).

Definition at line 364 of file nnpp.h.

References sample().

◆ sample() [2/2]

template<class Unif>

std::vector< double > line::lang::Nnpp::sample	(	std::size_t	n,
		Unif &&	unif ) const

inline

n successive interarrival times along one path from time 0.

A non-cyclic process that runs out of arrivals returns fewer than n.

Definition at line 349 of file nnpp.h.

References next_arrival().

Referenced by sample().

◆ scv()

double line::lang::Nnpp::scv ( ) const

inline

Definition at line 176 of file nnpp.h.

◆ skewness()

double line::lang::Nnpp::skewness ( ) const

inline

Definition at line 177 of file nnpp.h.

◆ time_average_rate()

double line::lang::Nnpp::time_average_rate ( ) const

inline

Definition at line 171 of file nnpp.h.

Referenced by line::lang::Distrib< double >::nnpp_dist().

◆ times()

const std::vector< double > & line::lang::Nnpp::times ( ) const

inline

Definition at line 215 of file nnpp.h.

Referenced by piecewise_linear().

◆ weibull_for_dispersion()

void line::lang::Nnpp::weibull_for_dispersion	(	double	C,
		double &	shape,
		double &	scale )

inlinestatic

Weibull (shape, scale) whose mean is 1 and SCV is C: 200 bisection steps on x = log(shape) in [log 0.02, log 200].

C == 1 is exactly (1, 1).

Definition at line 240 of file nnpp.h.

References line::InputError::InputError().

◆ weibull_scale()

double line::lang::Nnpp::weibull_scale ( ) const

inline

Definition at line 204 of file nnpp.h.

◆ weibull_shape()

double line::lang::Nnpp::weibull_shape ( ) const

inline

Definition at line 203 of file nnpp.h.

The documentation for this class was generated from the following file:

include/line/lang/nnpp.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Detailed Description

Member Enumeration Documentation

◆ Kind

Constructor & Destructor Documentation

◆ Nnpp()

Member Function Documentation

◆ acceptance_rate()

◆ alpha()

◆ dispersion()

◆ eptmp()

◆ equilibrium_gap()

◆ from_params()

◆ gamma()

◆ horizon()

◆ is_cyclic()

◆ kind()

◆ kind_name()

◆ majorizer_at()

◆ majorizer_breakpoints()

◆ majorizer_inverse()

◆ majorizer_rates()

◆ mean()

◆ mean_value()

◆ mean_value_majorizer() [1/2]

◆ mean_value_majorizer() [2/2]

◆ method()

◆ name()

◆ next_arrival()

◆ omega()

◆ params()

◆ phi()

◆ piecewise_linear()

◆ q()

◆ rate()

◆ rate_at()

◆ rates()

◆ renewal_gap()

◆ sample() [1/2]

◆ sample() [2/2]

◆ scv()

◆ skewness()

◆ time_average_rate()

◆ times()

◆ weibull_for_dispersion()

◆ weibull_scale()

◆ weibull_shape()