MARKOVMODEL Class Reference

Markov model class. More...

#include <models.h>

Inheritance diagram for MARKOVMODEL:

List of all members.

Public Member Functions
virtual void	setinitvalue ()=0
virtual double	next (double oldvalue) const=0
	updating in the simulation.
matrix	simulate (long n)
	simulates a process given by "next".
void	setstartvalue (double x)
	sets the startvalue for the simulation.
void	setdelta (double d)
	sets delta.
Protected Attributes
double	delta
	variable used in the simulation.
double	startvalue
	startvalue for the simulation.

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Detailed Description

Markov model class.

inherits from class PREESTMODEL

Definition at line 233 of file models.h.

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Member Function Documentation

matrix MARKOVMODEL::simulate (  long  n  )  [virtual]

simulates a process given by "next". Parameters: n  : number of variables to simulate. Returns: Implements MODEL. Reimplemented in SVMODEL. Definition at line 20 of file models.cpp. References next(), startvalue, and PREESTMODEL::X. Referenced by SVMODEL::simulateS(). { matrix X(n); long i; X.set(startvalue,0); for(i=1;i<=n-1;i++) X.set(next(X.get(i-1)),i); return(X); }

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

• models.h
• models.cpp

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