Estimating dependencies of conditional variables. More...

Inheritance diagram for DependanceEstimator:

Public Member Functions
	DependanceEstimator (const Property &property, StochasticProcess src, StochasticProcess base, Time *time, double baseBegin, double baseEnd, int baseBins, double srcStart=0.0, double srcEnd=0.0, int srcDelta=0)
	Construct Object. More...

virtual	~DependanceEstimator ()
	Destructor.

virtual void	init ()
	Initialise object.

virtual void	collect ()
	Eat the next data point.

virtual Matrix	getEstimate (const Property &)
	Return an estimation.

Public Member Functions inherited from Estimator
	Estimator (StochasticProcess src, Time time, const string &name="", const string &type="Estimator")
	Construct. More...

virtual	~Estimator ()
	Destroy. More...

Public Member Functions inherited from Parametric
string	getType () const
	Type of object.

string	getName () const
	Name of object.

void	setName (const string &name)
	Name of object.

string	getConfiguration () const
	Returns the configuration of the object. More...

string	getAllParameters () const
	String with all parameter settings.

void	addParameter (const string &name)
	Add a parameter. More...

void	rmParameter (const string &name)
	Remove a parameter. More...

virtual void	setParameter (const string &name, const string &value)
	Set parameter. More...

virtual string	getParameter (const string &name) const
	Get parameter. More...

Additional Inherited Members
Protected Member Functions inherited from Parametric
	Parametric (const string &name, const string &type)
	Create object of type and name.

virtual	~Parametric ()
	Destroy object.

Protected Attributes inherited from Estimator
Property	nEstimate
	what to record

StochasticProcess *	pSource
	the source of data

uint	nSamples
	number of samples recorded

Time *	estimatorTime
	Time process for registering and running.

Detailed Description

Estimating dependencies of conditional variables.

Some stochastic variables are dependent on the value of other variables. These dependancies can be measured with this class. Given two variables $ X_t $ (source) and $ Y_t $ (base), where $p(X_t|Y_t) \neq p(X_t)$ , this class measures the distribution $ p(X_t|Y_t)$ , the expectation $E{X_t|Y_t}$ and the variance $Var\{X_t|Y_t\}$ .

Constructor & Destructor Documentation

DependanceEstimator::DependanceEstimator	(	const Property &	property,
		StochasticProcess *	src,
		StochasticProcess *	base,
		Time *	time,
		double	baseBegin,
		double	baseEnd,
		int	baseBins,
		double	srcStart = `0.0`,
		double	srcEnd = `0.0`,
		int	srcDelta = `0`
	)

Construct Object.

Constructs a DependanceEstimator. One stochastic variable (src) will be plotted against the other (base). The values baseBegin, baseEnd, baseBins give begin, end and resolution of the plot, i.e. the values of the base variable for recording.

Parameters

property	a collection of things to record
src	source variable
base	base variable
time	the global time object
baseBegin	lowest value of base variable
baseEnd	hightest value of base variable
baseBins	number of bins (resolution) for base variable
srcStart	(only for recording densities) lowest value of source variable
srcEnd	(only for recording densities) hightest value of source variable
srcDelta	(only for recording densities) number of bins (resolution) for source variable

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation