line::mc::PassageTaboo< T > Struct Template Reference

First passage into a target set B under a TABOO set C, [F, f, out] of ctmc_passage_taboo.m: the passage completes by entering B and is lost for good by entering C first. More...

#include <line/api/mc/ctmc_passage.h>

Collaboration diagram for line::mc::PassageTaboo< T >:

Public Attributes
std::vector< double >	t
	the grid the curve was asked on
std::vector< double >	F
	DEFECTIVE CDF Pr{B entered by t, C not before}, clamped to [0, 1].
std::vector< double >	f
	its density alpha exp(St) sB
T	atom
	mass of pi0 already in B, i.e. F(0)
T	reachprob
	Pr{B entered before C}, the limit of F.
T	tabooprob
	Pr{C entered before B}.
std::vector< T >	pB
	(nstates) reachprob per starting state, one on B
std::vector< T >	pC
	(nstates) tabooprob per starting state, one on C
std::vector< T >	alpha
	pi0 restricted to K, UNNORMALIZED
Matrix< T >	S
	Q(K,K).
std::vector< T >	sB
	Q(K,B)*1, the exit rates into the target.
std::vector< T >	sC
	Q(K,C)*1, the exit rates into the taboo set.
std::vector< std::size_t >	keep
	row of S -> state index of Q (the set K)
std::vector< std::size_t >	target
	B, sorted and unique.
std::vector< std::size_t >	taboo
	C minus B, sorted and unique.
std::string	method

Detailed Description

template<class T>
struct line::mc::PassageTaboo< T >

First passage into a target set B under a TABOO set C, [F, f, out] of ctmc_passage_taboo.m: the passage completes by entering B and is lost for good by entering C first.

The chain is cut into four parts: B and C, made absorbing; N, the states that can reach neither, also absorbing since they can only hold the passage up forever; and the transient states K, on which S = Q(K,K) is nonsingular by construction. A state in both B and C counts as B.

Definition at line 546 of file ctmc_passage.h.

Member Data Documentation

alpha

template<class T>

std::vector<T> line::mc::PassageTaboo< T >::alpha

pi0 restricted to K, UNNORMALIZED

Definition at line 555 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo(), and line::mc::ctmc_passage_taboo_moments().

atom

template<class T>

T line::mc::PassageTaboo< T >::atom

mass of pi0 already in B, i.e. F(0)

Definition at line 550 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo(), and line::mc::ctmc_passage_taboo_moments().

F

template<class T>

std::vector<double> line::mc::PassageTaboo< T >::F

DEFECTIVE CDF Pr{B entered by t, C not before}, clamped to [0, 1].

Definition at line 548 of file ctmc_passage.h.

Referenced by line::ctmc::ctmc_cdf_firstpasst(), and line::mc::ctmc_passage_taboo().

f

template<class T>

std::vector<double> line::mc::PassageTaboo< T >::f

its density alpha exp(St) sB

Definition at line 549 of file ctmc_passage.h.

Referenced by line::ctmc::ctmc_cdf_firstpasst(), and line::mc::ctmc_passage_taboo().

keep

template<class T>

std::vector<std::size_t> line::mc::PassageTaboo< T >::keep

row of S -> state index of Q (the set K)

Definition at line 559 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo(), and line::mc::ctmc_passage_taboo_moments().

method

template<class T>

std::string line::mc::PassageTaboo< T >::method

Definition at line 562 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo().

pB

template<class T>

std::vector<T> line::mc::PassageTaboo< T >::pB

(nstates) reachprob per starting state, one on B

Definition at line 553 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo_moments().

pC

template<class T>

std::vector<T> line::mc::PassageTaboo< T >::pC

(nstates) tabooprob per starting state, one on C

Definition at line 554 of file ctmc_passage.h.

reachprob

template<class T>

T line::mc::PassageTaboo< T >::reachprob

Pr{B entered before C}, the limit of F.

Definition at line 551 of file ctmc_passage.h.

Referenced by line::ctmc::ctmc_cdf_firstpasst(), and line::mc::ctmc_passage_taboo().

S

template<class T>

Matrix<T> line::mc::PassageTaboo< T >::S

Q(K,K).

Definition at line 556 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo(), and line::mc::ctmc_passage_taboo_moments().

sB

template<class T>

std::vector<T> line::mc::PassageTaboo< T >::sB

Q(K,B)*1, the exit rates into the target.

Definition at line 557 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo().

sC

template<class T>

std::vector<T> line::mc::PassageTaboo< T >::sC

Q(K,C)*1, the exit rates into the taboo set.

Definition at line 558 of file ctmc_passage.h.

t

template<class T>

std::vector<double> line::mc::PassageTaboo< T >::t

the grid the curve was asked on

Definition at line 547 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo().

taboo

template<class T>

std::vector<std::size_t> line::mc::PassageTaboo< T >::taboo

C minus B, sorted and unique.

Definition at line 561 of file ctmc_passage.h.

Referenced by line::ctmc::ctmc_cdf_firstpasst().

tabooprob

template<class T>

T line::mc::PassageTaboo< T >::tabooprob

Pr{C entered before B}.

Definition at line 552 of file ctmc_passage.h.

Referenced by line::ctmc::ctmc_cdf_firstpasst().

target

template<class T>

std::vector<std::size_t> line::mc::PassageTaboo< T >::target

B, sorted and unique.

Definition at line 560 of file ctmc_passage.h.

Referenced by line::mc::ctmc_passage_taboo_moments().

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

• include/line/api/mc/ctmc_passage.h