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

One entry per (t,k) pair. More...

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

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

Public Attributes
std::vector< T >	p
	approximation of Pr{N(t)=k}
std::vector< T >	logp
	its natural logarithm, accurate below the floor
std::vector< T >	theta
	the saddle theta*, -inf where k=0
std::vector< T >	eta
	eta(theta*)
std::vector< T >	deta
	eta'(theta*), equal to k/t at convergence
std::vector< T >	d2eta
	eta''(theta*)
std::vector< T >	ampl
	the Perron amplitude g(theta*)
std::vector< T >	corr
	the bracket multiplying the leading term
std::vector< T >	k2
	K2 = t*eta''(theta*), the expansion parameter.
std::vector< int >	iter
	Newton steps taken.
std::vector< bool >	exact
	true where the value is exact, not approximated
T	lambda
	the stationary event rate eta'(0)
bool	out_of_regime
	true when some point fell below CTMC_SADDLEPOINT_K2_MIN
T	worst_k2
	the smallest K2 met
double	worst_t
	horizon at which it was met
long	worst_k
	count at which it was met

Detailed Description

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

One entry per (t,k) pair.

Definition at line 147 of file ctmc_saddlepoint.h.

Member Data Documentation

ampl

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::ampl

the Perron amplitude g(theta*)

Definition at line 154 of file ctmc_saddlepoint.h.

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

corr

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::corr

the bracket multiplying the leading term

Definition at line 155 of file ctmc_saddlepoint.h.

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

d2eta

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::d2eta

eta''(theta*)

Definition at line 153 of file ctmc_saddlepoint.h.

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

deta

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::deta

eta'(theta*), equal to k/t at convergence

Definition at line 152 of file ctmc_saddlepoint.h.

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

eta

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::eta

eta(theta*)

Definition at line 151 of file ctmc_saddlepoint.h.

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

exact

template<class T>

std::vector<bool> line::mc::SaddlepointResult< T >::exact

true where the value is exact, not approximated

Definition at line 158 of file ctmc_saddlepoint.h.

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

iter

template<class T>

std::vector<int> line::mc::SaddlepointResult< T >::iter

Newton steps taken.

Definition at line 157 of file ctmc_saddlepoint.h.

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

k2

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::k2

K2 = t*eta''(theta*), the expansion parameter.

Definition at line 156 of file ctmc_saddlepoint.h.

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

lambda

template<class T>

T line::mc::SaddlepointResult< T >::lambda

the stationary event rate eta'(0)

Definition at line 159 of file ctmc_saddlepoint.h.

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

logp

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::logp

its natural logarithm, accurate below the floor

Definition at line 149 of file ctmc_saddlepoint.h.

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

out_of_regime

template<class T>

bool line::mc::SaddlepointResult< T >::out_of_regime

true when some point fell below CTMC_SADDLEPOINT_K2_MIN

Definition at line 161 of file ctmc_saddlepoint.h.

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

p

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::p

approximation of Pr{N(t)=k}

Definition at line 148 of file ctmc_saddlepoint.h.

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

theta

template<class T>

std::vector<T> line::mc::SaddlepointResult< T >::theta

the saddle theta*, -inf where k=0

Definition at line 150 of file ctmc_saddlepoint.h.

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

worst_k

template<class T>

long line::mc::SaddlepointResult< T >::worst_k

count at which it was met

Definition at line 164 of file ctmc_saddlepoint.h.

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

worst_k2

template<class T>

T line::mc::SaddlepointResult< T >::worst_k2

the smallest K2 met

Definition at line 162 of file ctmc_saddlepoint.h.

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

worst_t

template<class T>

double line::mc::SaddlepointResult< T >::worst_t

horizon at which it was met

Definition at line 163 of file ctmc_saddlepoint.h.

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

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

• include/line/api/mc/ctmc_saddlepoint.h