mtrace_forward_moment.h File Reference

Forward moments of a marked trace: the moments of the inter-arrival time that FOLLOWS 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_forward_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_forward_moment (const std::vector< T > &Tv, const std::vector< int > &A, const std::vector< unsigned > &orders, bool norm=true)
	Forward moments of a marked trace: the moments of the inter-arrival time that FOLLOWS an event of each class, F(c,k) = (1/(N-1)) sum_{i<N: A_i = c} T_{i+1}^k, normalized by N/count_c when norm is set, so that M_k = sum_c F(c,k) p_c.

Detailed Description

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

F(c,k) = (1/(N-1)) sum_{i<N: A_i = c} T_{i+1}^k,

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

Templated port of matlab/lib/m3a/m3a/mtrace/mtrace_forward_moment.m, cross-checked against jar/src/main/java/jline/api/trace/Mtrace_forward_moment.java.

In MATLAB this function is literally mtrace_moment(T,A,orders,1,NORM) with NORM defaulting to on, and it is implemented here the same way. The two JAR divergences described in mtrace_moment.h (the sum divided by count_c already in the unnormalized branch, and the (N-1)/count_c normalization factor) apply verbatim to Mtrace_forward_moment.java as well.

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

Definition in file mtrace_forward_moment.h.