---

Cost Class Reference

Simulation data for CFTP algorithm. More...

#include <cost.h>

List of all members.

Public Methods
void	init ()
	Initialization of the trajectories. More...
void	init_state (const int nb)
	Creation of Cout vector without functional. More...
int	value () const
	Give the first element of Class vector. More...
int	value (const int i) const
	Give the ith value of Class vector. More...
int	value_next () const
	Give the first element of Class_next vector. More...
int	value_next (const int i) const
	Give the ith element of Class_next vector. More...
void	swap ()
	Update of the trajectories after each CFTP iteration. More...
bool	test ()
	Test the global backward trajectories coupling. More...
bool	test_next ()
	Test the global forward trajectories coupling. More...
void	free_cl ()
	Memory liberation of simulation vector. More...
void	change (const int i, const int j)
	Modification of the ith Class_next element with the value of the jth element of Class vector. More...
void	mk_cost (const string path)
	Reading of a cost file. More...
int	nb_cl ()
	Give the class (according to the study functional) number. More...
Private Attributes
vector< int >	Class
vector< int >	Class_next
vector< int >	Cout

---

Detailed Description

Simulation data for CFTP algorithm.

---

Member Function Documentation

void Cost::change (  const int    i, const int    j )

Modification of the ith Class_next element with the value of the jth element of Class vector. This public method is used to generate next state of trajectories by the Walker aliasing algorithm. Parameters: i  an integer j  an integer

void Cost::free_cl (    )

Memory liberation of simulation vector.

void Cost::init (    )

Initialization of the trajectories.

void Cost::init_state (  const int    nb )

Creation of Cout vector without functional. Parameters: nb  an integer corresponding to the space state dimension.

void Cost::mk_cost (  const string    path )

Reading of a cost file. Parameters: file  a string corresponding to the cost file name.

int Cost::nb_cl (    )

Give the class (according to the study functional) number.

void Cost::swap (    )

Update of the trajectories after each CFTP iteration.

bool Cost::test (    )

Test the global backward trajectories coupling. Returns: true if there is coupling, false otherwise.

bool Cost::test_next (    )

Test the global forward trajectories coupling. Returns: true if there is coupling, false otherwise.

int Cost::value (  const int    i )  const [inline]

Give the ith value of Class vector. It be useful to MCMC simulation to estimate a functional of stationary distribution.

int Cost::value (    )  const [inline]

Give the first element of Class vector. Its public method is used to obtain the generate value of each realization.

int Cost::value_next (  const int    i )  const [inline]

Give the ith element of Class_next vector.

int Cost::value_next (    )  const [inline]

Give the first element of Class_next vector. Its public method is used to obtain the generate value of each realization in Forward simulation.

---

Member Data Documentation

vector<int> Cost::Class [private]

Storage of trajectory values at time -n

vector<int> Cost::Class_next [private]

Storage of trajectory values at time -n+1

vector<int> Cost::Cout [private]

Storage of space states cost function

---

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

• cost.h
• cost.cpp
• cost.inl

---