LINE Solver (C++)
Templated C++ port of the LINE queueing solver
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line::infer::InferLqnOptions< T > Struct Template Reference

MATLAB's OPTIONS struct for infer_lqn, with the same defaults the infer_lqn_optget calls supply. More...

#include <line/api/infer/infer_lqn.h>

Public Attributes

double QFac = 0.1
 drift-noise factor
double RFac = 0.2
 measurement-noise factor
double cvA = 1.0
 parameter drift coefficient of variation
bool has_gammaT = false
 true when gammaT is given outright
double gammaT = 1.0
 T/Tstar ratio used in R.
bool has_T = false
 true when the measurement interval is given
double T_interval = 0.0
 measurement interval
bool has_Tstar = false
 true when the system constant is given
double Tstar = 0.0
 system constant
Matrix< T > Q
 explicit drift covariance, empty for the default
Matrix< T > R
 explicit measurement covariance, empty for the default
Matrix< T > P0
 explicit initial covariance, empty for the default
std::vector< T > a0
 initial estimate, empty to read it off the model
std::vector< T > a_true
 ground truth, enables the Ea metric
double fdStep = 1e-3
 relative finite-difference step
double fdFloor = 1e-6
 minimum absolute perturbation scale
bool clampPositive = true
 clamp each estimate to at least fdFloor

Detailed Description

template<class T>
struct line::infer::InferLqnOptions< T >

MATLAB's OPTIONS struct for infer_lqn, with the same defaults the infer_lqn_optget calls supply.

An empty override matrix means "use the default construction"; a non-empty one is used verbatim.

Definition at line 70 of file infer_lqn.h.

Member Data Documentation

◆ a0

template<class T>
std::vector<T> line::infer::InferLqnOptions< T >::a0

initial estimate, empty to read it off the model

Definition at line 83 of file infer_lqn.h.

◆ a_true

template<class T>
std::vector<T> line::infer::InferLqnOptions< T >::a_true

ground truth, enables the Ea metric

Definition at line 84 of file infer_lqn.h.

◆ clampPositive

template<class T>
bool line::infer::InferLqnOptions< T >::clampPositive = true

clamp each estimate to at least fdFloor

Definition at line 87 of file infer_lqn.h.

◆ cvA

template<class T>
double line::infer::InferLqnOptions< T >::cvA = 1.0

parameter drift coefficient of variation

Definition at line 73 of file infer_lqn.h.

◆ fdFloor

template<class T>
double line::infer::InferLqnOptions< T >::fdFloor = 1e-6

minimum absolute perturbation scale

Definition at line 86 of file infer_lqn.h.

◆ fdStep

template<class T>
double line::infer::InferLqnOptions< T >::fdStep = 1e-3

relative finite-difference step

Definition at line 85 of file infer_lqn.h.

◆ gammaT

template<class T>
double line::infer::InferLqnOptions< T >::gammaT = 1.0

T/Tstar ratio used in R.

Definition at line 75 of file infer_lqn.h.

◆ has_gammaT

template<class T>
bool line::infer::InferLqnOptions< T >::has_gammaT = false

true when gammaT is given outright

Definition at line 74 of file infer_lqn.h.

◆ has_T

template<class T>
bool line::infer::InferLqnOptions< T >::has_T = false

true when the measurement interval is given

Definition at line 76 of file infer_lqn.h.

◆ has_Tstar

template<class T>
bool line::infer::InferLqnOptions< T >::has_Tstar = false

true when the system constant is given

Definition at line 78 of file infer_lqn.h.

◆ P0

template<class T>
Matrix<T> line::infer::InferLqnOptions< T >::P0

explicit initial covariance, empty for the default

Definition at line 82 of file infer_lqn.h.

◆ Q

template<class T>
Matrix<T> line::infer::InferLqnOptions< T >::Q

explicit drift covariance, empty for the default

Definition at line 80 of file infer_lqn.h.

◆ QFac

template<class T>
double line::infer::InferLqnOptions< T >::QFac = 0.1

drift-noise factor

Definition at line 71 of file infer_lqn.h.

◆ R

template<class T>
Matrix<T> line::infer::InferLqnOptions< T >::R

explicit measurement covariance, empty for the default

Definition at line 81 of file infer_lqn.h.

◆ RFac

template<class T>
double line::infer::InferLqnOptions< T >::RFac = 0.2

measurement-noise factor

Definition at line 72 of file infer_lqn.h.

◆ T_interval

template<class T>
double line::infer::InferLqnOptions< T >::T_interval = 0.0

measurement interval

Definition at line 77 of file infer_lqn.h.

◆ Tstar

template<class T>
double line::infer::InferLqnOptions< T >::Tstar = 0.0

system constant

Definition at line 79 of file infer_lqn.h.


The documentation for this struct was generated from the following file: