smp_stage_quad.h File Reference

Embedded jump probabilities and mean holding time of a semi-Markov stage. More...

#include <algorithm>
#include <cmath>
#include <cstddef>
#include <cstdio>
#include <string>
#include <vector>
#include "line/api/mc/smp_stage_cif.h"
#include "line/lang/distribution.h"
#include "line/lang/lang_types.h"
#include "line/util/error.h"

Include dependency graph for smp_stage_quad.h:

Go to the source code of this file.

Classes
struct	line::mc::SmpStageQuad
	What smp_stage_quad returns. More...

Namespaces
namespace	line
	Conservation laws of a layered queueing network, enumerated from its structure.
namespace	line::mc

Functions
template<class T>
SmpStageQuad	line::mc::smp_stage_quad (const std::vector< lang::Distrib< T > > &arcs, const std::vector< double > &probs)

Detailed Description

Embedded jump probabilities and mean holding time of a semi-Markov stage.

Port of matlab/src/api/mc/smp_stage_quad.m. For KERNEL arcs both are in closed form: P = probs and m = sum_h p_h E[F_h]. For COMPETING arcs they are P_h = CIF_h(Inf) and m = int_0^Inf (1 - Fhold(t)) dt (see smp_stage_cif.h), evaluated on [0, U], where U starts at the largest arc mean and doubles until the joint survival is below 1e-12 (or U reaches 1e8 times that mean). The grid is 20001 uniform points on [0, U] merged with 4001 points on [0, min(U, 40 E[F_h])] and the point min(E[F_h], U) per arc, so a fast clock beside a slow one is still resolved. P is renormalized to sum to one, and the mean is Simpson's rule with the midpoint survival from a second smp_stage_cif call.

U is returned as well: the horizon the quadrature covered.

Definition in file smp_stage_quad.h.