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

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

Detailed Description

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

Time-variable 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 at time \(t\) : \(P_t(X_1=\cdot|X_0=x_0)\), 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, Time const &t, Distribution const &d)
	Initialize a transition kernel with a state/time couple and its associated distribution.
	TransitionKernel (state_type const &x, Time const &t, Distribution &&d)
	Initialize a transition kernel with a state/time couple and its associated distribution.
	TransitionKernel (const TransitionKernel &)=default
	Copy constructor.
	TransitionKernel (TransitionKernel &&)=default
	Move constructor.
TransitionKernel< Time, Distribution > &	operator= (const TransitionKernel< Time, Distribution > &)=default
	Copy assignment operator.
TransitionKernel< Time, Distribution > &	operator= (TransitionKernel< Time, Distribution > &&)=default
	Move assignment operator.
TransitionKernel< Time, Distribution > &	set (state_type const &x, Time const &t, Distribution const &d)
	Set a probability distribution for a departure state and time.
TransitionKernel< Time, Distribution > &	set (state_type const &x, Time const &t, Distribution &&d)
	Set a probability distribution for a departure state and time.
bool	has_distribution (state_type const &x, Time const &t) const
	Checks if a probability distribution is associated to a departure state x at time t.
template<typename Generator >
state_type	operator() (Generator &g, state_type const &x, Time const &t)
	Sample an arrival state conditionnaly to departure state and a time.

Constructor & Destructor Documentation

TransitionKernel() [1/3]

template<typename Time , typename Distribution >

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

inline

Initialize a transition kernel with a state/time couple and its associated distribution.

Parameters

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

TransitionKernel() [2/3]

template<typename Time , typename Distribution >

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

inline

Initialize a transition kernel with a state/time couple and its associated distribution.

Parameters

x	the departure state
t	the departure time

TransitionKernel() [3/3]

template<typename Time , typename Distribution >

quetzal::utils::random::TransitionKernel< Time, Distribution >::TransitionKernel ( TransitionKernel< Time, Distribution > &&  )

default

Move constructor.

Example

Member Function Documentation

has_distribution()

template<typename Time , typename Distribution >

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

inline

Checks if a probability distribution is associated to a departure state x at time t.

Returns

true if a distribution is defined, else returns false.

Parameters

x	the departure state.
t	the departure time.

operator()()

template<typename Time , typename Distribution >

template<typename Generator >

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

inline

Sample an arrival state conditionnaly to departure state and a time.

Returns

the arrival state.

Parameters

x	the departure state.
t	the departure time.

set() [1/2]

template<typename Time , typename Distribution >

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

inline

Set a probability distribution for a departure state and time.

Parameters

x	the departure state.
t	the departure time.
d	the associated probability distribution.

set() [2/2]

template<typename Time , typename Distribution >

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

inline

Set a probability distribution for a departure state and time.

Parameters

x	the departure state
t	the departure time
d	the associated probability distribution.

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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