mtrace_summary.h File Reference

Descriptor set of a marked trace: the first five raw moments of the inter-arrival times, the autocorrelation function, the first two forward and backward moments, the first two class-pair cross moments, the class probabilities and the one-step class transition frequencies. More...

#include <cstddef>
#include <vector>
#include "line/api/trace/mtrace_backward_moment.h"
#include "line/api/trace/mtrace_cross_moment.h"
#include "line/api/trace/mtrace_forward_moment.h"
#include "line/api/trace/mtrace_pc.h"
#include "line/api/trace/mtrace_sigma.h"
#include "line/api/trace/trace_acf.h"
#include "line/api/trace/trace_types.h"
#include "line/num/number.h"
#include "line/util/error.h"
#include "line/util/matrix.h"

Include dependency graph for mtrace_summary.h:

Go to the source code of this file.

Classes
struct	line::trace::MtraceSummary< T >
	Return value of mtrace_summary. More...

Namespaces
namespace	line
namespace	line::trace

Functions
template<class T>
MtraceSummary< T >	line::trace::mtrace_summary (const std::vector< T > &Tv, const std::vector< int > &A, int max_lag=100)
	Descriptor set of a marked trace: the first five raw moments of the inter-arrival times, the autocorrelation function, the first two forward and backward moments, the first two class-pair cross moments, the class probabilities and the one-step class transition frequencies.

Detailed Description

Descriptor set of a marked trace: the first five raw moments of the inter-arrival times, the autocorrelation function, the first two forward and backward moments, the first two class-pair cross moments, the class probabilities and the one-step class transition frequencies.

This is exactly the input a marked MAP fitting procedure consumes.

Templated port of matlab/lib/m3a/m3a/mtrace/mtrace_summary.m, cross-checked against jar/src/main/java/jline/api/trace/Mtrace_summary.java. The two assemble the same list; their entries differ wherever the underlying function does (see mtrace_moment.h for the normalization defect that affects F1, F2 and, in the JAR, B1 and B2 as well, and mtrace_backward_moment.h for the JAR's different backward statistic).

The acf lag set is 1..100 in both references; it is a parameter here because trace_acf drops the lags a short trace cannot support.

ARITHMETIC: all components are sample moments and frequencies, exact in Rational.

Definition in file mtrace_summary.h.