line::sim::AsymVarResult< T > Struct Template Reference

Second-order description of a steady-state estimator. More...

#include <line/api/sim/sim_runlength.h>

Collaboration diagram for line::sim::AsymVarResult< T >:

Public Attributes
T	mean
	the steady-state mean
T	variance
	Var of the process itself.
T	asymptoticVariance
	sigma^2, what the run length depends on
T	relaxationTime
	sigma^2/Var, the correlation time scale
std::vector< T >	deviation
	the deviation vector, for the CTMC form

Detailed Description

template<class T>
struct line::sim::AsymVarResult< T >

Second-order description of a steady-state estimator.

Definition at line 53 of file sim_runlength.h.

Member Data Documentation

asymptoticVariance

template<class T>

T line::sim::AsymVarResult< T >::asymptoticVariance

sigma^2, what the run length depends on

Definition at line 56 of file sim_runlength.h.

Referenced by line::sim::sim_asymvar_ctmc(), and line::sim::sim_asymvar_mm1().

deviation

template<class T>

std::vector<T> line::sim::AsymVarResult< T >::deviation

the deviation vector, for the CTMC form

Definition at line 58 of file sim_runlength.h.

Referenced by line::sim::sim_asymvar_ctmc().

mean

template<class T>

T line::sim::AsymVarResult< T >::mean

the steady-state mean

Definition at line 54 of file sim_runlength.h.

Referenced by line::sim::sim_asymvar_ctmc(), and line::sim::sim_asymvar_mm1().

relaxationTime

template<class T>

T line::sim::AsymVarResult< T >::relaxationTime

sigma^2/Var, the correlation time scale

Definition at line 57 of file sim_runlength.h.

Referenced by line::sim::sim_asymvar_ctmc(), and line::sim::sim_asymvar_mm1().

variance

template<class T>

T line::sim::AsymVarResult< T >::variance

Var of the process itself.

Definition at line 55 of file sim_runlength.h.

Referenced by line::sim::sim_asymvar_ctmc(), and line::sim::sim_asymvar_mm1().

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

• include/line/api/sim/sim_runlength.h