Package jline.api.mc

Class CtmcPassageTaboo

java.lang.Object
jline.api.mc.CtmcPassageTaboo
public class CtmcPassageTaboo extends Object
First passage into a target set B under a taboo set C, the out struct of the reference together with the defective law on the requested grid.

F(t) = Pr{B is entered by time t, and C is not entered before B} tends to reachProb rather than to one. With K the transient states, F(t) = atom + alpha (-S)^-1 (I - exp(St)) sB and f(t) = alpha exp(St) sB.

ALPHA IS DELIBERATELY NOT NORMALIZED, as in CtmcPassagePh: the mass of pi0 on B is the atom at zero, and the mass on C and on the states reaching neither set is the passage already lost.

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    final Matrix
    alpha
    pi0 restricted to the transient block, UNNORMALIZED.
    final double
    atom
    Mass of pi0 already inside the target: F(0).
    final double[]
    f
    Its density on that grid.
    final double[]
    F
    The defective cumulative distribution on that grid.
    final int[]
    keep
    Row of S to state index of Q (0-based).
    final String
    method
    The method that produced F and f: "expm" or "lt".
    final Matrix
    pB
    (n x 1) probability of entering B before C from each state.
    final Matrix
    pC
    (n x 1) probability of entering C before B from each state.
    final double
    reachProb
    Probability of entering B before C under pi0.
    final Matrix
    S
    Sub-generator Q(K,K) on the transient block.
    final Matrix
    sB
    Exit-rate column into B from the transient block.
    final Matrix
    sC
    Exit-rate column into C from the transient block.
    final double[]
    t
    The time grid, as passed (may be empty).
    final int[]
    taboo
    Sorted taboo indices with the target removed (0-based).
    final double
    tabooProb
    Probability of entering C before B under pi0.
    final int[]
    target
    Sorted target indices (0-based).

  • Constructor Summary

    Constructors
    Constructor
    Description
    CtmcPassageTaboo(double[] t, double[] F, double[] f, double atom, double reachProb, double tabooProb, Matrix pB, Matrix pC, Matrix alpha, Matrix S, Matrix sB, Matrix sC, int[] keep, int[] target, int[] taboo, String method)
     

  • Method Summary

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • t

      public final double[] t
      The time grid, as passed (may be empty).

    • F

      public final double[] F
      The defective cumulative distribution on that grid.

    • f

      public final double[] f
      Its density on that grid.

    • atom

      public final double atom
      Mass of pi0 already inside the target: F(0).

    • reachProb

      public final double reachProb
      Probability of entering B before C under pi0.

    • tabooProb

      public final double tabooProb
      Probability of entering C before B under pi0.

    • pB

      public final Matrix pB
      (n x 1) probability of entering B before C from each state.

    • pC

      public final Matrix pC
      (n x 1) probability of entering C before B from each state.

    • alpha

      public final Matrix alpha
      pi0 restricted to the transient block, UNNORMALIZED.

    • S

      public final Matrix S
      Sub-generator Q(K,K) on the transient block.

    • sB

      public final Matrix sB
      Exit-rate column into B from the transient block.

    • sC

      public final Matrix sC
      Exit-rate column into C from the transient block.

    • keep

      public final int[] keep
      Row of S to state index of Q (0-based).

    • target

      public final int[] target
      Sorted target indices (0-based).

    • taboo

      public final int[] taboo
      Sorted taboo indices with the target removed (0-based).

    • method

      public final String method
      The method that produced F and f: "expm" or "lt".

  • Constructor Details

    • CtmcPassageTaboo

      public CtmcPassageTaboo(double[] t, double[] F, double[] f, double atom, double reachProb, double tabooProb, Matrix pB, Matrix pC, Matrix alpha, Matrix S, Matrix sB, Matrix sC, int[] keep, int[] target, int[] taboo, String method)