quetzal::utils::random::TransitionKernel< Distribution > Class Template Reference

#include <quetzal/utils/random/TransitionKernel.hpp>

Detailed Description

template<typename Distribution>
class quetzal::utils::random::TransitionKernel< Distribution >

Discrete markovian transition kernel for sampling the next state knowing the present state \(x_0\).

Considering a Markov chain \((X_k)_{k\in Z_+}\) with discrete state space \(S\), and given each initial state \(x_0\) of \(S\), defines the markovian probability distribution \(P(X_1=\cdot|X_0=x_0)\), and samples the stochastic value \(X_1\), according to this probability law.

Template Parameters

Distribution

type of the transition kernels.

Public Types
using	state_type = typename Distribution::result_type

Public Member Functions
	TransitionKernel ()
	Default constructor.
	TransitionKernel (state_type const &x, Distribution const &d)
	Initialize a transition kernel with a state and its associated distribution.
	TransitionKernel (state_type const &x, Distribution &&d)
	Initialize a transition kernel with a state and its associated distribution.
	TransitionKernel (const TransitionKernel &)=default
	Copy constructor.
	TransitionKernel (TransitionKernel &&)=default
	Move constructor.
TransitionKernel< Distribution > &	operator= (const TransitionKernel< Distribution > &)=default
	Copy assignment operator.
TransitionKernel< Distribution > &	operator= (TransitionKernel< Distribution > &&)=default
	Move assignment operator.
TransitionKernel< Distribution > &	set (state_type const &x, Distribution const &d)
	Set a departure state and its associated distribution to the kernel.
TransitionKernel< Distribution > &	set (state_type const &x, Distribution &&d)
	Set a departure state and its associated distribution to the kernel.
bool	has_distribution (state_type const &x) const
	Checks if a probability distribution is associated to a departure state.
template<typename Generator >
state_type	operator() (Generator &g, state_type const &x)
	Sample an arrival state conditionnaly to departure state.

Constructor & Destructor Documentation

TransitionKernel() [1/2]

template<typename Distribution >

quetzal::utils::random::TransitionKernel< Distribution >::TransitionKernel ( state_type const &  x, Distribution const &  d  )

inline

Initialize a transition kernel with a state and its associated distribution.

Parameters

x	the departure state
d	the probability distribution on the arrival state

TransitionKernel() [2/2]

template<typename Distribution >

quetzal::utils::random::TransitionKernel< Distribution >::TransitionKernel ( state_type const &  x, Distribution &&  d  )

inline

Initialize a transition kernel with a state and its associated distribution.

Parameters

x	the departure state
d	the probability distribution on the arrival state

Member Function Documentation

has_distribution()

template<typename Distribution >

bool quetzal::utils::random::TransitionKernel< Distribution >::has_distribution ( state_type const &  x ) const

inline

Checks if a probability distribution is associated to a departure state.

Returns

true if a distribution is defined, else returns false.

Parameters

x	the departure state

operator()()

template<typename Distribution >

template<typename Generator >

state_type quetzal::utils::random::TransitionKernel< Distribution >::operator() ( Generator &  g, state_type const &  x  )

inline

Sample an arrival state conditionnaly to departure state.

Returns

the arrival state.

Parameters

x	the departure state

set() [1/2]

template<typename Distribution >

TransitionKernel< Distribution > & quetzal::utils::random::TransitionKernel< Distribution >::set ( state_type const &  x, Distribution &&  d  )

inline

Set a departure state and its associated distribution to the kernel.

Parameters

x	the departure state
d	the probability distribution on the arrival state

set() [2/2]

template<typename Distribution >

TransitionKernel< Distribution > & quetzal::utils::random::TransitionKernel< Distribution >::set ( state_type const &  x, Distribution const &  d  )

inline

Set a departure state and its associated distribution to the kernel.

Parameters

x	the departure state
d	the probability distribution on the arrival state

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

• /home/runner/work/quetzal-CoaTL/quetzal-CoaTL/src/include/quetzal/utils/random/TransitionKernel.hpp