DependanceEstimator Class Reference

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 ()
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
 the source of data
uint nSamples
 number of samples recorded
 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.

propertya collection of things to record
srcsource variable
basebase variable
timethe global time object
baseBeginlowest value of base variable
baseEndhightest value of base variable
baseBinsnumber 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