ModelGeneric Class Reference

Class containing the Model Information describing the formal Spatial (or Temporal) Characteristics of the (set of) random variable(s) under study. More...

#include <ModelGeneric.hpp>

Inheritance diagram for ModelGeneric:

Detailed Description

Class containing the Model Information describing the formal Spatial (or Temporal) Characteristics of the (set of) random variable(s) under study.

The Model is essentially a container with two main contents:

• the covariance part: see ACov.hpp for more information
• the drift part: see DriftList.hpp for more information

The additional member CovContext only serves in carrying the following information:

• the number of variables: if more than 1, the Model becomes multivariate
• the field extension: this information is needed to get a stationary version to any covariance
• the experimental mean vector and the variance-covariance matrix (used to calibrate the Model)

Public Member Functions
	ModelGeneric (const CovContext &ctxt=CovContext())
	ModelGeneric (const ModelGeneric &r)
ModelGeneric &	operator= (const ModelGeneric &r)
virtual	~ModelGeneric ()
const ACov *	getCov () const
const CovContext *	getContext () const
const DriftList *	getDriftList () const
ACov *	_getCovModify ()
	ICloneable interface.
CovContext *	_getContextModify ()
DriftList *	_getDriftListModify ()
void	setField (double field)
bool	isValid () const
void	setCov (ACov *cova)
void	setDriftList (const DriftList *driftlist)
void	setDriftIRF (int order=0, int nfex=0)
void	addDrift (const ADrift *drift)
void	setDrifts (const VectorString &driftSymbols)
double	computeLogLikelihood (const Db *db, bool verbose=false)
Public Member Functions inherited from ICloneable
	ICloneable ()
virtual	~ICloneable ()
virtual ICloneable *	clone () const =0

Constructor & Destructor Documentation

ModelGeneric() [1/2]

ModelGeneric::ModelGeneric

(

const CovContext &

ctxt = CovContext()

)

ModelGeneric() [2/2]

ModelGeneric::ModelGeneric

(

const ModelGeneric &

r

)

~ModelGeneric()

ModelGeneric::~ModelGeneric ( )

virtual

Member Function Documentation

_getContextModify()

CovContext * ModelGeneric::_getContextModify ( )

inline

_getCovModify()

ACov * ModelGeneric::_getCovModify ( )

inline

ICloneable interface.

_getDriftListModify()

DriftList * ModelGeneric::_getDriftListModify ( )

inline

addDrift()

void ModelGeneric::addDrift

(

const ADrift *

drift

)

computeLogLikelihood()

double ModelGeneric::computeLogLikelihood	(	const Db *	db,
		bool	verbose = false
	)

Compute the log-likelihood (based on covariance)

Parameters

db	Db structure where variable are loaded from
verbose	Verbose flag

Remarks

The calculation considers all the active samples.

It can work in multivariate case with or without drift conditions (linked or not)

The algorithm is stopped (with a message) in the heterotopic case // TODO; improve for heterotopic case

getContext()

const CovContext * ModelGeneric::getContext ( ) const

inline

getCov()

const ACov * ModelGeneric::getCov ( ) const

inline

getDriftList()

const DriftList * ModelGeneric::getDriftList ( ) const

inline

isValid()

bool ModelGeneric::isValid

(

)

const

operator=()

ModelGeneric & ModelGeneric::operator=

(

const ModelGeneric &

r

)

setCov()

void ModelGeneric::setCov

(

ACov *

cova

)

setDriftIRF()

void ModelGeneric::setDriftIRF	(	int	order = 0,
		int	nfex = 0
	)

Define the list of drift functions for:

• a given degree of the IRF
• a given number of external drifts

  Parameters

  order	Order of the IRF
  nfex	Number of External Drifts

  Remarks

  This method deletes any pre-existing drift functions and replaces them by the new definition

  This replacement is performed accounting for information stored in 'model', such as:

• the space dimension
• the number of variables

setDriftList()

void ModelGeneric::setDriftList

(

const DriftList *

driftlist

)

Add a list of Drifts. This operation cleans any previously stored drift function

Parameters

driftlist

List of Drifts to be added

Remarks

This method deletes any pre-existing drift functions

setDrifts()

void ModelGeneric::setDrifts

(

const VectorString &

driftSymbols

)

setField()

void ModelGeneric::setField

(

double

field

)

---

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

• include/Model/ModelGeneric.hpp
• src/Model/ModelGeneric.cpp