Package jline.api.mc

Class Ctmc_fau.CtmcFauResult

java.lang.Object
jline.api.mc.Ctmc_fau.CtmcFauResult
Enclosing class:
Ctmc_fau
public static final class Ctmc_fau.CtmcFauResult extends Object
Transient distribution of a fast adaptive uniformization sweep, together with the diagnostics that make its error auditable.

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    final boolean
    absorbed
    True if the support emptied or became absorbing.
    final double
    droppedMass
    Probability removed by the occupancy threshold.
    final double
    errorBound
    sum(pi0) - sum(pit), which IS the L1 error against pi(t).
    final double
    lambdaMax
    Largest adaptive rate used, the Lstar of the weight computation.
    final double
    lambdaMin
    Smallest adaptive rate used.
    final Matrix
    pit
    Defective distribution at time t, a componentwise lower bound on pi(t).
    final int
    steps
    Number of birth steps K+1 actually taken.
    final int
    supportFinal
    Support at the last step.
    final int
    supportMax
    Largest occupied support over the sweep.
    final boolean
    truncated
    True if maxsteps stopped the sweep.
    final double
    uniformRate
    max_i |q_ii|, the rate ordinary uniformization would have used.
    final double
    weightTail
    Mass reaching the overflow index, that is P{N(t) > K}.
    final double
    weightWindow
    Poisson mass outside the Fox-Glynn window of the weights.

  • Method Summary

    Methods inherited from class java.lang.Object

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

  • Field Details

    • pit

      public final Matrix pit
      Defective distribution at time t, a componentwise lower bound on pi(t).

    • steps

      public final int steps
      Number of birth steps K+1 actually taken.

    • lambdaMin

      public final double lambdaMin
      Smallest adaptive rate used.

    • lambdaMax

      public final double lambdaMax
      Largest adaptive rate used, the Lstar of the weight computation.

    • uniformRate

      public final double uniformRate
      max_i |q_ii|, the rate ordinary uniformization would have used.

    • weightTail

      public final double weightTail
      Mass reaching the overflow index, that is P{N(t) > K}.

    • weightWindow

      public final double weightWindow
      Poisson mass outside the Fox-Glynn window of the weights.

    • droppedMass

      public final double droppedMass
      Probability removed by the occupancy threshold.

    • errorBound

      public final double errorBound
      sum(pi0) - sum(pit), which IS the L1 error against pi(t).

    • supportMax

      public final int supportMax
      Largest occupied support over the sweep.

    • supportFinal

      public final int supportFinal
      Support at the last step.

    • truncated

      public final boolean truncated
      True if maxsteps stopped the sweep.

    • absorbed

      public final boolean absorbed
      True if the support emptied or became absorbing.