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MRS
1.0
A C++ Class Library for Statistical Set Processing
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MRS
1.0
A C++ Class Library for Statistical Set Processing
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|
two-dimensional Levy density as a function object class More...
Inheritance diagram for FLevy2D: Collaboration diagram for FLevy2D:Public Member Functions | |
| FLevy2D (real Temperature, real GlobalMax, real Center1, real Center2, real DomainLimit, bool LogPi) | |
| Constructor. | |
| interval | operator() (const LabBox &X) const |
| interval operator() | |
| real | operator() (const LabPnt &X) const |
| real operator() | |
| HessType | operator() (const HTvector &x, const int label=0) const |
| HessType operator() | |
| virtual real | LabBoxVolume (const LabBox &LB) |
| get volume of a labeled box | |
| int | get_interval_calls () |
| Get number of interval function calls. | |
| int | get_real_calls () |
| Get number of real function calls. | |
two-dimensional Levy density as a function object class
| FLevy2D::FLevy2D | ( | real | T, |
| real | GlbMx, | ||
| real | C1, | ||
| real | C2, | ||
| real | DomainLimit, | ||
| bool | LogPi | ||
| ) |
Constructor.
We pass the global maximum as a parameter to ensure the containment of the density form of the original Levy target as an "energy" function inside the number screen. We get the density from energy by exponentiating its negative. This allows ease of likelihood inference and can be circumvented in several ways. For eg we can find the global min first for the Levy target energy and then use it as the global max parameter GlbMx to the density form (actually the shape without the normalizing constant). Here we have already computed the Global max parameter GlbMx using C-XSC Toolbox.
:
Temperature (T), GlobalMax (GlbMx), Center1 (C1), Center2 (C2)
{
setUsingLogDensity (LogPi);
PriorType = 0;// Uniform PriorType is an inherited member from Fobj
// set up the domain list
ivector domain (1, 2);
LabBox Ldomain;
for (int i = 1; i <= 2; i++)
{
domain[i] = interval (-DomainLimit, DomainLimit);
}
Ldomain.Box = domain;
Ldomain.L = 0;
LabDomainList.push_back (Ldomain);
}