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LINE Solver (C++)
Templated C++ port of the LINE queueing solver
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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 | |
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.
| 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.
| std::vector<T> line::infer::InferLqnOptions< T >::a_true |
ground truth, enables the Ea metric
Definition at line 84 of file infer_lqn.h.
| bool line::infer::InferLqnOptions< T >::clampPositive = true |
clamp each estimate to at least fdFloor
Definition at line 87 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::cvA = 1.0 |
parameter drift coefficient of variation
Definition at line 73 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::fdFloor = 1e-6 |
minimum absolute perturbation scale
Definition at line 86 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::fdStep = 1e-3 |
relative finite-difference step
Definition at line 85 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::gammaT = 1.0 |
T/Tstar ratio used in R.
Definition at line 75 of file infer_lqn.h.
| bool line::infer::InferLqnOptions< T >::has_gammaT = false |
true when gammaT is given outright
Definition at line 74 of file infer_lqn.h.
| bool line::infer::InferLqnOptions< T >::has_T = false |
true when the measurement interval is given
Definition at line 76 of file infer_lqn.h.
| bool line::infer::InferLqnOptions< T >::has_Tstar = false |
true when the system constant is given
Definition at line 78 of file infer_lqn.h.
| Matrix<T> line::infer::InferLqnOptions< T >::P0 |
explicit initial covariance, empty for the default
Definition at line 82 of file infer_lqn.h.
| Matrix<T> line::infer::InferLqnOptions< T >::Q |
explicit drift covariance, empty for the default
Definition at line 80 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::QFac = 0.1 |
drift-noise factor
Definition at line 71 of file infer_lqn.h.
| Matrix<T> line::infer::InferLqnOptions< T >::R |
explicit measurement covariance, empty for the default
Definition at line 81 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::RFac = 0.2 |
measurement-noise factor
Definition at line 72 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::T_interval = 0.0 |
measurement interval
Definition at line 77 of file infer_lqn.h.
| double line::infer::InferLqnOptions< T >::Tstar = 0.0 |
system constant
Definition at line 79 of file infer_lqn.h.