pfqn_is.h File Reference

Importance-sampling estimate of the normalizing constant of a closed LOAD-INDEPENDENT product-form network. More...

#include <cstddef>
#include <vector>
#include "line/api/pfqn/pfqn_ca.h"
#include "line/api/pfqn/pfqn_ld_is.h"
#include "line/api/pfqn/pfqn_mc_common.h"
#include "line/num/number.h"
#include "line/util/matrix.h"

Include dependency graph for pfqn_is.h:

Go to the source code of this file.

Namespaces
namespace	line
namespace	line::pfqn

Functions
template<class T>
NcResult< T >	line::pfqn::pfqn_is (const Matrix< T > &L, const std::vector< int > &N, const std::vector< T > &Z, std::size_t samples, McRng &rng)
	Importance-sampling estimate of the normalizing constant of a closed LOAD-INDEPENDENT product-form network.
template<class T>
NcResult< T >	line::pfqn::pfqn_is (const Matrix< T > &L, const std::vector< int > &N, const std::vector< T > &Z, McRng &rng)
	Reference default of 1e4 samples.

Detailed Description

Importance-sampling estimate of the normalizing constant of a closed LOAD-INDEPENDENT product-form network.

Templated port of matlab/src/api/pfqn/pfqn_is.m, which is one line: the load-independent case mu_i(k) = 1 of pfqn_ld_is. This header keeps the same shape so that the two entry points stay in step, rather than duplicating the estimator.

Arithmetic: INEXACT BY CONSTRUCTION, gated on has_transcendental for the same reason as pfqn_ld_is (a random output, plus lG = log(G)).

RNG contract: see pfqn_mc_common.h. Comparable to MATLAB only in distribution, never stream for stream; reproducible within this port only when the generator is passed in the same state.

Definition in file pfqn_is.h.