Simulate data from conditional density Still having only one density but allowing conditioning on either input or delayed values. More...
Simulate data from conditional density Still having only one density but allowing conditioning on either input or delayed values.
#include <datasources.h>
Public Member Functions | |
void | step () |
Moves from to , i.e. perfroms the actions and reads response of the system. | |
void | getdata (vec &dt_out) |
Returns full vector of observed data=[output, input]. | |
void | write (const vec &ut0) |
void | from_setting (const Setting &set) |
void | validate () |
This method TODO. | |
virtual int | max_length () |
Returns maximum number of provided data, by default it is set to maximum allowed length, shorter DS should overload this method! See, MemDS.max_length(). | |
virtual void | getdata (vec &dt, const ivec &indeces) |
Returns data records at indeces. | |
virtual void | write (vec &ut) |
Accepts action variable and schedule it for application. | |
virtual void | write (vec &ut, const ivec &indeces) |
Accepts action variables at specific indeces. | |
virtual void | log_add (logger &L) |
Register DS for logging into logger L. | |
virtual void | logit (logger &L) |
Register DS for logging into logger L. | |
virtual const RV & | _drv () const |
access function | |
const RV & | _urv () const |
access function | |
const RV & | _yrv () const |
access function | |
virtual void | set_drv (const RV &yrv, const RV &urv) |
set random variables | |
virtual string | to_string () |
This method returns a basic info about the current instance. | |
virtual void | to_setting (Setting &set) const |
This method save all the instance properties into the Setting structure. | |
Protected Attributes | |
shared_ptr< mpdf > | impdf |
internal pointer to epdf from which we samplecond | |
vec | yt |
internal storage of data sample | |
vec | ut |
input vector | |
datalink_buffered | ut2rgr |
datalink between ut and regressor | |
datalink_buffered | yt2rgr |
datalink between yt and regressor | |
vec | rgr |
numeric values of regressor | |
int | dtsize |
size of data returned by getdata() | |
int | utsize |
size of data | |
int | ytsize |
size of output | |
RV | Drv |
Description of data returned by getdata() . | |
RV | Urv |
Description of data witten by by write() . | |
RV | Yrv |
Description of output data. | |
int | L_dt |
Remember its own index in Logger L. | |
int | L_ut |
void bdm::MpdfDS::from_setting | ( | const Setting & | set | ) | [inline, virtual] |
class = "MpdfDS"; mpdf = {class="mpdf_offspring", ...}; // mpdf to simulate --- optional --- init_rv = {class="RV",names=...}; // define what rv to initialize - typically delayed values! init_values = [...]; // vector of initial values corresponding to init_rv
If init_rv is not given, init_values are set to zero.
Reimplemented from bdm::root.
References bdm::RV::_dsize(), bdm_error, bdm::DS::dtsize, bdm::UI::get(), impdf, rgr, bdm::datalink_buffered::set_connection(), bdm::DS::set_drv(), bdm::datalink_buffered::set_history(), bdm::RV::subt(), bdm::DS::Urv, ut, ut2rgr, bdm::DS::utsize, validate(), bdm::DS::Yrv, yt, yt2rgr, and bdm::DS::ytsize.