Package jline.solvers.ctmc

Class SolverCTMC.sensitivityResult

java.lang.Object

jline.solvers.ctmc.SolverCTMC.sensitivityResult

Enclosing class:

SolverCTMC

public static class SolverCTMC.sensitivityResult
extends Object

Parametric sensitivity of the stationary law and, given a reward, of its mean.

Field Summary

Fields

Modifier and Type	Field	Description
final Matrix	dpi	Derivative of the distribution with respect to theta, 1 by n
final Matrix	pi	Stationary distribution, 1 by n
final Double	S	Unscaled sensitivity d(E[r])/dtheta, null when no reward was given
final Double	SS	Scaled sensitivity (theta/E[r]) d(E[r])/dtheta, null when no reward was given

Constructor Summary

Constructors

Constructor	Description
sensitivityResult(Matrix pi, Matrix dpi, Double S, Double SS)

Method Summary

Methods inherited from class java.lang.Object

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

Field Details

pi

public final Matrix pi

Stationary distribution, 1 by n

dpi

public final Matrix dpi

Derivative of the distribution with respect to theta, 1 by n

S

public final Double S

Unscaled sensitivity d(E[r])/dtheta, null when no reward was given

SS

public final Double SS

Scaled sensitivity (theta/E[r]) d(E[r])/dtheta, null when no reward was given

Constructor Details

sensitivityResult

public sensitivityResult(Matrix pi,
 Matrix dpi,
 Double S,
 Double SS)