mtrace_backward_moment.h File Reference

Backward moments of a marked trace: the moments of the inter-arrival time that PRECEDES an event of each class,. More...

#include <vector>
#include "line/api/trace/mtrace_moment.h"
#include "line/api/trace/trace_types.h"
#include "line/num/number.h"
#include "line/util/matrix.h"

Include dependency graph for mtrace_backward_moment.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::trace

Functions
template<class T>
Matrix< T >	line::trace::mtrace_backward_moment (const std::vector< T > &Tv, const std::vector< int > &A, const std::vector< unsigned > &orders, bool norm=true)
	Backward moments of a marked trace: the moments of the inter-arrival time that PRECEDES an event of each class, B(c,k) = (1/N) sum_{i: A_i = c} T_i^k, normalized by N/count_c when norm is set, so that M_k = sum_c B(c,k) p_c.

Detailed Description

Backward moments of a marked trace: the moments of the inter-arrival time that PRECEDES an event of each class,.

B(c,k) = (1/N) sum_{i: A_i = c} T_i^k,

normalized by N/count_c when norm is set, so that M_k = sum_c B(c,k) p_c.

Templated port of matlab/lib/m3a/m3a/mtrace/mtrace_backward_moment.m. In MATLAB this is mtrace_moment(T,A,orders,0,NORM) with NORM defaulting to on, since T_i is by construction the interval ending at event i.

DIVERGENCE, MATLAB vs JAR: Mtrace_backward_moment.java computes a DIFFERENT statistic. It accumulates absolute arrival epochs and, for each class, forms the intervals between CONSECUTIVE EVENTS OF THAT SAME CLASS (the class-c recurrence times, with the first one measured from the origin) and returns their raw moments, indexed by the raw label 0..max(A) rather than by the position in unique(A). That is the per-class inter-event time, i.e. what mtrace_split feeds to a single-class estimator, not the backward moment of the marked process, and it agrees with MATLAB only when every event belongs to the same class. Its second entry point, mtrace_backward_moment_conditional, has no MATLAB counterpart at all and is not ported. MATLAB is the reference here.

ARITHMETIC: sums of integer powers and a division, exact in Rational.

Definition in file mtrace_backward_moment.h.