Memoryless< TPDF, TParamMap > Class Template Reference

A Memoryless (independent/white) random process. More...

Public Member Functions
	Memoryless (distribution::Conditional< TPDF, TParamMap > cpdf)
	Constructor. More...
auto	initialize () -> decltype(std::declval< TPDF >().random())
	initialize process More...
template<typename... Args>
auto	random (const Args &...args) -> decltype(std::declval< TPDF >().random())
	Sample from process. More...
template<typename... Args>
double	likelihood (const decltype(std::declval< TPDF >().random())&rv, const Args &...args)
	Calculate likelihood. More...
distribution::Conditional < TPDF, TParamMap > &	getCPDF ()
	Returns a reference to internal CPDF. More...
Public Member Functions inherited from BaseProcess< Memoryless< TPDF, TParamMap > >
decltype(auto)	random_n (const size_t &n, const TArgs &...args)

Detailed Description

template<typename TPDF, typename TParamMap>
class ssmkit::process::Memoryless< TPDF, TParamMap >

A Memoryless (independent/white) random process.

Implementation of memoryless process defined using CPDF \(p(\mathbf{x}_k| y^0_k, \cdots, y^N_k)\)

Dynamic Bayesian Network model of Memoryless process

Note

this process has no state.

Definition at line 28 of file memoryless.hpp.

Constructor & Destructor Documentation

Memoryless ( distribution::Conditional< TPDF, TParamMap >  cpdf )

inline

Constructor.

The process is constructed from a distribution::Conditional PDF (cpdf). The condition variables ( \(y_0, \cdots, y_N\)) are disposed to the interface of random() and likelihood() methods.

Note

use makeMemoryless builder for convenient template argument deduction

Parameters

cpdf	distribution::Conditional PDF \(p(\mathbf{x}_k| y^0_k, \cdots, y^N_k)\)

Definition at line 45 of file memoryless.hpp.

Member Function Documentation

auto initialize ( ) -> decltype(std::declval<TPDF>().random())

inline

initialize process

The memoryless process has no state and initialization. This method is provided for interface consistency of process class.

Returns

Default value of the random variable type.

Definition at line 56 of file memoryless.hpp.

References Memoryless< TPDF, TParamMap >::random().

auto random ( const Args &...  args ) -> decltype(std::declval<TPDF>().random())

inline

Sample from process.

Samples one random variable \(\mathbf{x}_k\) from the process.

Parameters

args	... Process condition (control) variables ( \(y^0_k, \cdots, y^N_k\)) if any.

Returns

Random variable \(\mathbf{x}_k\).

Definition at line 72 of file memoryless.hpp.

Referenced by Memoryless< TPDF, TParamMap >::initialize().

double likelihood ( const decltype(std::declval< TPDF >().random())&  rv, const Args &...  args  )

inline

Calculate likelihood.

Calculate the likelihood of one random variable \(p(\mathbf{x}_k| y^0_k, \cdots, y^N_k)\).

Parameters

rv	The random variable \(\mathbf{x}_k\).
args	... Process condition (control) variables ( \(y^0_k, \cdots, y^N_k\)) if any.

Returns

The likelihood of random variable \(\mathbf{x}_k\).

Definition at line 86 of file memoryless.hpp.

distribution::Conditional<TPDF, TParamMap>& getCPDF ( )

inline

Returns a reference to internal CPDF.

Definition at line 93 of file memoryless.hpp.

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

• src/ssmkit/process/memoryless.hpp